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ANGL vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ANGLVIG
YTD Return-0.59%2.53%
1Y Return7.11%13.39%
3Y Return (Ann)0.41%6.41%
5Y Return (Ann)4.53%11.27%
10Y Return (Ann)5.67%10.87%
Sharpe Ratio1.131.38
Daily Std Dev6.13%10.00%
Max Drawdown-35.07%-46.81%
Current Drawdown-4.78%-4.92%

Correlation

-0.50.00.51.00.5

The correlation between ANGL and VIG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ANGL vs. VIG - Performance Comparison

In the year-to-date period, ANGL achieves a -0.59% return, which is significantly lower than VIG's 2.53% return. Over the past 10 years, ANGL has underperformed VIG with an annualized return of 5.67%, while VIG has yielded a comparatively higher 10.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
9.39%
11.50%
ANGL
VIG

Compare stocks, funds, or ETFs

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


VanEck Vectors Fallen Angel High Yield Bond ETF

Vanguard Dividend Appreciation ETF

ANGL vs. VIG - Expense Ratio Comparison

ANGL has a 0.35% expense ratio, which is higher than VIG's 0.06% expense ratio.

ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

ANGL vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) and Vanguard Dividend Appreciation ETF (VIG). 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.


ANGL
Sharpe ratio
The chart of Sharpe ratio for ANGL, currently valued at 1.13, compared to the broader market-1.000.001.002.003.004.005.001.13
Sortino ratio
The chart of Sortino ratio for ANGL, currently valued at 1.74, compared to the broader market-2.000.002.004.006.008.0010.001.74
Omega ratio
The chart of Omega ratio for ANGL, currently valued at 1.21, compared to the broader market1.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for ANGL, currently valued at 0.51, compared to the broader market0.002.004.006.008.0010.0012.000.51
Martin ratio
The chart of Martin ratio for ANGL, currently valued at 5.22, compared to the broader market0.0020.0040.0060.0080.005.22
VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.005.001.38
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.002.04
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.24, compared to the broader market1.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.42, compared to the broader market0.002.004.006.008.0010.0012.001.42
Martin ratio
The chart of Martin ratio for VIG, currently valued at 4.67, compared to the broader market0.0020.0040.0060.0080.004.67

ANGL vs. VIG - Sharpe Ratio Comparison

The current ANGL Sharpe Ratio is 1.13, which roughly equals the VIG Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of ANGL and VIG.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.13
1.38
ANGL
VIG

Dividends

ANGL vs. VIG - Dividend Comparison

ANGL's dividend yield for the trailing twelve months is around 5.68%, more than VIG's 1.86% yield.


TTM20232022202120202019201820172016201520142013
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.68%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.76%5.81%6.80%6.10%
VIG
Vanguard Dividend Appreciation ETF
1.86%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

ANGL vs. VIG - Drawdown Comparison

The maximum ANGL drawdown since its inception was -35.07%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for ANGL and VIG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.78%
-4.92%
ANGL
VIG

Volatility

ANGL vs. VIG - Volatility Comparison

The current volatility for VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL) is 1.70%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.30%. This indicates that ANGL experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%NovemberDecember2024FebruaryMarchApril
1.70%
3.30%
ANGL
VIG