ARKX vs. VUG
Compare and contrast key facts about ARK Space Exploration & Innovation ETF (ARKX) and Vanguard Growth ETF (VUG).
ARKX and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARKX is an actively managed fund by ARK Investment Management. It was launched on Mar 30, 2021. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARKX or VUG.
Performance
ARKX vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, ARKX achieves a 16.74% return, which is significantly lower than VUG's 30.37% return.
ARKX
16.74%
6.96%
15.17%
27.05%
N/A
N/A
VUG
30.37%
2.96%
14.39%
36.07%
19.13%
15.56%
Key characteristics
| ARKX | VUG | |
|---|---|---|
| Sharpe Ratio | 1.40 | 2.23 |
| Sortino Ratio | 1.99 | 2.90 |
| Omega Ratio | 1.24 | 1.41 |
| Calmar Ratio | 0.83 | 2.90 |
| Martin Ratio | 5.58 | 11.44 |
| Ulcer Index | 5.06% | 3.29% |
| Daily Std Dev | 20.22% | 16.87% |
| Max Drawdown | -43.61% | -50.68% |
| Current Drawdown | -15.32% | -1.23% |
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ARKX vs. VUG - Expense Ratio Comparison
ARKX has a 0.75% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between ARKX and VUG is 0.78, 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.
Risk-Adjusted Performance
ARKX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Space Exploration & Innovation ETF (ARKX) and Vanguard Growth ETF (VUG). 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
ARKX vs. VUG - Dividend Comparison
ARKX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.49%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARKX ARK Space Exploration & Innovation ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
ARKX vs. VUG - Drawdown Comparison
The maximum ARKX drawdown since its inception was -43.61%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ARKX and VUG. For additional features, visit the drawdowns tool.
Volatility
ARKX vs. VUG - Volatility Comparison
ARK Space Exploration & Innovation ETF (ARKX) has a higher volatility of 7.88% compared to Vanguard Growth ETF (VUG) at 5.54%. This indicates that ARKX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.