AAANX vs. VTSAX
Compare and contrast key facts about Horizon Active Asset Allocation Fund (AAANX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
AAANX is managed by Horizon Investments. It was launched on Jan 30, 2012. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
AAANX vs. VTSAX - Performance Comparison
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AAANX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AAANX Horizon Active Asset Allocation Fund | -5.48% | 16.58% | 12.43% | 17.25% | -16.99% | 21.42% | 14.69% | 20.60% | -8.91% | 22.20% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, AAANX achieves a -5.48% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, AAANX has underperformed VTSAX with an annualized return of 8.91%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
AAANX
- 1D
- -0.36%
- 1M
- -9.57%
- YTD
- -5.48%
- 6M
- -2.73%
- 1Y
- 14.42%
- 3Y*
- 12.42%
- 5Y*
- 6.29%
- 10Y*
- 8.91%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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AAANX vs. VTSAX - Expense Ratio Comparison
AAANX has a 1.14% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
AAANX vs. VTSAX — Risk / Return Rank
AAANX
VTSAX
AAANX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Horizon Active Asset Allocation Fund (AAANX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| AAANX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.85 | 0.84 | +0.02 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.29 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.20 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.05 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.52 | 5.08 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AAANX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | 0.84 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.59 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.72 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.43 | +0.07 |
Correlation
The correlation between AAANX and VTSAX 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.
Dividends
AAANX vs. VTSAX - Dividend Comparison
AAANX's dividend yield for the trailing twelve months is around 4.70%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAANX Horizon Active Asset Allocation Fund | 4.70% | 4.45% | 18.43% | 0.78% | 1.08% | 15.02% | 6.59% | 0.67% | 7.46% | 12.35% | 0.89% | 1.36% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
AAANX vs. VTSAX - Drawdown Comparison
The maximum AAANX drawdown since its inception was -34.18%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for AAANX and VTSAX.
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Drawdown Indicators
| AAANX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.18% | -55.33% | +21.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.28% | -12.41% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.61% | -25.36% | +0.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.18% | -34.97% | +0.79% |
Current DrawdownCurrent decline from peak | -10.56% | -8.92% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -5.04% | -9.06% | +4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.56% | +0.20% |
Volatility
AAANX vs. VTSAX - Volatility Comparison
Horizon Active Asset Allocation Fund (AAANX) has a higher volatility of 5.59% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that AAANX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AAANX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 4.39% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 9.33% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 18.42% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 17.32% | -1.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 18.37% | -0.88% |