ARBFX vs. VEQT.TO
Compare and contrast key facts about The Arbitrage Fund (ARBFX) and Vanguard All-Equity ETF Portfolio (VEQT.TO).
ARBFX is managed by Arbitrage Fund. It was launched on Sep 17, 2000. VEQT.TO is an actively managed fund by Vanguard. It was launched on Jan 29, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARBFX or VEQT.TO.
Key characteristics
| ARBFX | VEQT.TO | |
|---|---|---|
| YTD Return | -0.55% | 10.12% |
| 1Y Return | 7.02% | 19.92% |
| 3Y Return (Ann) | 0.86% | 8.76% |
| 5Y Return (Ann) | 2.49% | 10.55% |
| Sharpe Ratio | 1.56 | 2.22 |
| Daily Std Dev | 4.52% | 9.08% |
| Max Drawdown | -14.52% | -30.45% |
| Current Drawdown | -2.02% | -0.10% |
Correlation
The correlation between ARBFX and VEQT.TO is 0.53, 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
ARBFX vs. VEQT.TO - Performance Comparison
In the year-to-date period, ARBFX achieves a -0.55% return, which is significantly lower than VEQT.TO's 10.12% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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ARBFX vs. VEQT.TO - Expense Ratio Comparison
ARBFX has a 1.43% expense ratio, which is higher than VEQT.TO's 0.24% expense ratio.
Risk-Adjusted Performance
ARBFX vs. VEQT.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Arbitrage Fund (ARBFX) and Vanguard All-Equity ETF Portfolio (VEQT.TO). 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
ARBFX vs. VEQT.TO - Dividend Comparison
ARBFX's dividend yield for the trailing twelve months is around 1.93%, more than VEQT.TO's 1.71% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARBFX The Arbitrage Fund | 1.93% | 1.92% | 3.67% | 0.53% | 6.94% | 2.12% | 1.71% | 3.55% | 0.96% | 2.36% | 0.24% | 0.44% |
VEQT.TO Vanguard All-Equity ETF Portfolio | 1.71% | 1.88% | 2.09% | 1.40% | 1.48% | 1.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ARBFX vs. VEQT.TO - Drawdown Comparison
The maximum ARBFX drawdown since its inception was -14.52%, smaller than the maximum VEQT.TO drawdown of -30.45%. Use the drawdown chart below to compare losses from any high point for ARBFX and VEQT.TO. For additional features, visit the drawdowns tool.
Volatility
ARBFX vs. VEQT.TO - Volatility Comparison
The current volatility for The Arbitrage Fund (ARBFX) is 0.73%, while Vanguard All-Equity ETF Portfolio (VEQT.TO) has a volatility of 3.25%. This indicates that ARBFX experiences smaller price fluctuations and is considered to be less risky than VEQT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.