PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AAANX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AAANX and VTI is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

AAANX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Active Asset Allocation Fund (AAANX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-11.52%
9.29%
AAANX
VTI

Key characteristics

Sharpe Ratio

AAANX:

-0.14

VTI:

1.78

Sortino Ratio

AAANX:

-0.04

VTI:

2.41

Omega Ratio

AAANX:

0.99

VTI:

1.33

Calmar Ratio

AAANX:

-0.14

VTI:

2.68

Martin Ratio

AAANX:

-0.39

VTI:

10.67

Ulcer Index

AAANX:

7.09%

VTI:

2.15%

Daily Std Dev

AAANX:

20.05%

VTI:

12.90%

Max Drawdown

AAANX:

-37.94%

VTI:

-55.45%

Current Drawdown

AAANX:

-15.12%

VTI:

-0.54%

Returns By Period

In the year-to-date period, AAANX achieves a 4.60% return, which is significantly higher than VTI's 4.03% return. Over the past 10 years, AAANX has underperformed VTI with an annualized return of 1.88%, while VTI has yielded a comparatively higher 12.64% annualized return.


AAANX

YTD

4.60%

1M

1.17%

6M

-10.32%

1Y

-2.42%

5Y*

1.90%

10Y*

1.88%

VTI

YTD

4.03%

1M

0.79%

6M

10.68%

1Y

23.73%

5Y*

13.92%

10Y*

12.64%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AAANX vs. VTI - Expense Ratio Comparison

AAANX has a 1.14% expense ratio, which is higher than VTI's 0.03% expense ratio.


AAANX
Horizon Active Asset Allocation Fund
Expense ratio chart for AAANX: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

AAANX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAANX
The Risk-Adjusted Performance Rank of AAANX is 44
Overall Rank
The Sharpe Ratio Rank of AAANX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of AAANX is 55
Sortino Ratio Rank
The Omega Ratio Rank of AAANX is 55
Omega Ratio Rank
The Calmar Ratio Rank of AAANX is 33
Calmar Ratio Rank
The Martin Ratio Rank of AAANX is 44
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7575
Overall Rank
The Sharpe Ratio Rank of VTI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AAANX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Active Asset Allocation Fund (AAANX) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for AAANX, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00-0.141.78
The chart of Sortino ratio for AAANX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.00-0.042.41
The chart of Omega ratio for AAANX, currently valued at 0.99, compared to the broader market1.002.003.004.000.991.33
The chart of Calmar ratio for AAANX, currently valued at -0.14, compared to the broader market0.005.0010.0015.0020.00-0.142.68
The chart of Martin ratio for AAANX, currently valued at -0.39, compared to the broader market0.0020.0040.0060.0080.00-0.3910.67
AAANX
VTI

The current AAANX Sharpe Ratio is -0.14, which is lower than the VTI Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AAANX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.14
1.78
AAANX
VTI

Dividends

AAANX vs. VTI - Dividend Comparison

AAANX's dividend yield for the trailing twelve months is around 0.76%, less than VTI's 1.22% yield.


TTM20242023202220212020201920182017201620152014
AAANX
Horizon Active Asset Allocation Fund
0.76%0.79%0.77%1.08%0.70%0.49%0.67%0.78%0.57%0.89%1.77%0.14%
VTI
Vanguard Total Stock Market ETF
1.22%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

AAANX vs. VTI - Drawdown Comparison

The maximum AAANX drawdown since its inception was -37.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for AAANX and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-15.12%
-0.54%
AAANX
VTI

Volatility

AAANX vs. VTI - Volatility Comparison

Horizon Active Asset Allocation Fund (AAANX) has a higher volatility of 3.45% compared to Vanguard Total Stock Market ETF (VTI) at 2.95%. This indicates that AAANX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
3.45%
2.95%
AAANX
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab