PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BAR vs. VICSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BARVICSX
YTD Return26.97%4.02%
1Y Return35.20%12.03%
3Y Return (Ann)11.86%-1.07%
5Y Return (Ann)12.20%1.03%
Sharpe Ratio2.312.16
Sortino Ratio3.063.28
Omega Ratio1.401.40
Calmar Ratio5.100.80
Martin Ratio15.269.45
Ulcer Index2.22%1.30%
Daily Std Dev14.63%5.69%
Max Drawdown-21.53%-21.03%
Current Drawdown-5.89%-5.22%

Correlation

-0.50.00.51.00.4

The correlation between BAR and VICSX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

BAR vs. VICSX - Performance Comparison

In the year-to-date period, BAR achieves a 26.97% return, which is significantly higher than VICSX's 4.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.16%
4.90%
BAR
VICSX

Compare stocks, funds, or ETFs

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


BAR vs. VICSX - Expense Ratio Comparison

BAR has a 0.17% expense ratio, which is higher than VICSX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


BAR
GraniteShares Gold Shares
Expense ratio chart for BAR: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VICSX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

BAR vs. VICSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Gold Shares (BAR) and Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX). 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.


BAR
Sharpe ratio
The chart of Sharpe ratio for BAR, currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Sortino ratio
The chart of Sortino ratio for BAR, currently valued at 3.06, compared to the broader market0.005.0010.003.06
Omega ratio
The chart of Omega ratio for BAR, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for BAR, currently valued at 5.10, compared to the broader market0.005.0010.0015.005.10
Martin ratio
The chart of Martin ratio for BAR, currently valued at 15.26, compared to the broader market0.0020.0040.0060.0080.00100.00120.0015.26
VICSX
Sharpe ratio
The chart of Sharpe ratio for VICSX, currently valued at 2.16, compared to the broader market-2.000.002.004.006.002.16
Sortino ratio
The chart of Sortino ratio for VICSX, currently valued at 3.28, compared to the broader market0.005.0010.003.28
Omega ratio
The chart of Omega ratio for VICSX, currently valued at 1.40, compared to the broader market1.001.502.002.503.001.40
Calmar ratio
The chart of Calmar ratio for VICSX, currently valued at 0.80, compared to the broader market0.005.0010.0015.000.80
Martin ratio
The chart of Martin ratio for VICSX, currently valued at 9.45, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.45

BAR vs. VICSX - Sharpe Ratio Comparison

The current BAR Sharpe Ratio is 2.31, which is comparable to the VICSX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of BAR and VICSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.31
2.16
BAR
VICSX

Dividends

BAR vs. VICSX - Dividend Comparison

BAR has not paid dividends to shareholders, while VICSX's dividend yield for the trailing twelve months is around 4.25%.


TTM20232022202120202019201820172016201520142013
BAR
GraniteShares Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VICSX
Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares
4.25%3.70%3.00%2.20%2.56%3.36%3.62%3.22%3.30%3.36%3.20%3.26%

Drawdowns

BAR vs. VICSX - Drawdown Comparison

The maximum BAR drawdown since its inception was -21.53%, roughly equal to the maximum VICSX drawdown of -21.03%. Use the drawdown chart below to compare losses from any high point for BAR and VICSX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.89%
-5.22%
BAR
VICSX

Volatility

BAR vs. VICSX - Volatility Comparison

GraniteShares Gold Shares (BAR) has a higher volatility of 5.38% compared to Vanguard Intermediate-Term Corporate Bond Index Fund Admiral Shares (VICSX) at 1.58%. This indicates that BAR's price experiences larger fluctuations and is considered to be riskier than VICSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
5.38%
1.58%
BAR
VICSX