BEDZ vs. BJK
Compare and contrast key facts about AdvisorShares Hotel ETF (BEDZ) and VanEck Vectors Gaming ETF (BJK).
BEDZ and BJK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BEDZ is an actively managed fund by AdvisorShares. It was launched on Apr 21, 2021. BJK is a passively managed fund by VanEck that tracks the performance of the S-Network Global Gaming Index. It was launched on Jan 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEDZ or BJK.
Key characteristics
| BEDZ | BJK | |
|---|---|---|
| YTD Return | 19.78% | 2.17% |
| 1Y Return | 34.12% | 12.82% |
| 3Y Return (Ann) | 8.51% | -2.62% |
| Sharpe Ratio | 1.97 | 0.67 |
| Sortino Ratio | 2.69 | 1.06 |
| Omega Ratio | 1.35 | 1.12 |
| Calmar Ratio | 2.32 | 0.42 |
| Martin Ratio | 6.68 | 1.99 |
| Ulcer Index | 5.10% | 6.68% |
| Daily Std Dev | 17.30% | 19.80% |
| Max Drawdown | -29.70% | -71.13% |
| Current Drawdown | 0.00% | -21.89% |
Correlation
The correlation between BEDZ and BJK is 0.72, 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
BEDZ vs. BJK - Performance Comparison
In the year-to-date period, BEDZ achieves a 19.78% return, which is significantly higher than BJK's 2.17% 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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BEDZ vs. BJK - Expense Ratio Comparison
BEDZ has a 0.79% expense ratio, which is higher than BJK's 0.66% expense ratio.
Risk-Adjusted Performance
BEDZ vs. BJK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Hotel ETF (BEDZ) and VanEck Vectors Gaming ETF (BJK). 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
BEDZ vs. BJK - Dividend Comparison
BEDZ's dividend yield for the trailing twelve months is around 1.39%, less than BJK's 1.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEDZ AdvisorShares Hotel ETF | 1.39% | 1.67% | 0.21% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BJK VanEck Vectors Gaming ETF | 1.65% | 1.68% | 0.44% | 0.79% | 0.47% | 2.95% | 3.43% | 2.31% | 3.15% | 4.09% | 4.90% | 0.97% |
Drawdowns
BEDZ vs. BJK - Drawdown Comparison
The maximum BEDZ drawdown since its inception was -29.70%, smaller than the maximum BJK drawdown of -71.13%. Use the drawdown chart below to compare losses from any high point for BEDZ and BJK. For additional features, visit the drawdowns tool.
Volatility
BEDZ vs. BJK - Volatility Comparison
AdvisorShares Hotel ETF (BEDZ) and VanEck Vectors Gaming ETF (BJK) have volatilities of 5.51% and 5.39%, 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.