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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AAANX or VTSAX.
Key characteristics
| AAANX | VTSAX | |
|---|---|---|
| YTD Return | 9.60% | 15.01% |
| 1Y Return | 17.90% | 23.94% |
| 3Y Return (Ann) | 3.09% | 6.60% |
| 5Y Return (Ann) | 9.79% | 14.16% |
| 10Y Return (Ann) | 7.32% | 12.03% |
| Sharpe Ratio | 1.33 | 1.79 |
| Daily Std Dev | 12.95% | 12.96% |
| Max Drawdown | -34.18% | -55.34% |
| Current Drawdown | -4.02% | -2.90% |
Correlation
The correlation between AAANX and VTSAX is 0.97, 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.
Performance
AAANX vs. VTSAX - Performance Comparison
In the year-to-date period, AAANX achieves a 9.60% return, which is significantly lower than VTSAX's 15.01% return. Over the past 10 years, AAANX has underperformed VTSAX with an annualized return of 7.32%, while VTSAX has yielded a comparatively higher 12.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. VTSAX - Expense Ratio Comparison
AAANX has a 1.14% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
AAANX vs. VTSAX - 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 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.
Dividends
AAANX vs. VTSAX - Dividend Comparison
AAANX's dividend yield for the trailing twelve months is around 0.71%, less than VTSAX's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAANX Horizon Active Asset Allocation Fund | 0.71% | 0.78% | 1.08% | 15.02% | 6.59% | 0.67% | 7.46% | 12.35% | 0.89% | 3.13% | 4.83% | 7.76% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.34% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
AAANX vs. VTSAX - Drawdown Comparison
The maximum AAANX drawdown since its inception was -34.18%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for AAANX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
AAANX vs. VTSAX - Volatility Comparison
Horizon Active Asset Allocation Fund (AAANX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.89% and 4.69%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.