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

Correlation

The correlation between BFIT and DVYA is 0.46, 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.


-0.50.00.51.00.5

Performance

BFIT vs. DVYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Health & Wellness ETF (BFIT) and iShares Asia/Pacific Dividend ETF (DVYA). The values are adjusted to include any dividend payments, if applicable.

35.00%40.00%45.00%50.00%55.00%JulyAugustSeptemberOctoberNovemberDecember
48.90%
40.82%
BFIT
DVYA

Key characteristics

Returns By Period


BFIT

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

DVYA

YTD

5.16%

1M

-4.14%

6M

3.16%

1Y

7.79%

5Y*

1.74%

10Y*

2.25%

Compare stocks, funds, or ETFs

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


BFIT vs. DVYA - Expense Ratio Comparison

BFIT has a 0.50% expense ratio, which is higher than DVYA's 0.49% expense ratio.


BFIT
Global X Health & Wellness ETF
Expense ratio chart for BFIT: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for DVYA: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Risk-Adjusted Performance

BFIT vs. DVYA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Health & Wellness ETF (BFIT) and iShares Asia/Pacific Dividend ETF (DVYA). 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.


Sharpe ratio
The chart of Sharpe ratio for BFIT, currently valued at -0.90, compared to the broader market0.002.004.00-0.900.64
The chart of Sortino ratio for BFIT, currently valued at -1.10, compared to the broader market-2.000.002.004.006.008.0010.00-1.100.98
The chart of Omega ratio for BFIT, currently valued at 0.67, compared to the broader market0.501.001.502.002.503.000.671.11
The chart of Calmar ratio for BFIT, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.170.95
The chart of Martin ratio for BFIT, currently valued at -0.78, compared to the broader market0.0020.0040.0060.0080.00100.00-0.782.42
BFIT
DVYA


Rolling 12-month Sharpe Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.90
0.64
BFIT
DVYA

Dividends

BFIT vs. DVYA - Dividend Comparison

BFIT has not paid dividends to shareholders, while DVYA's dividend yield for the trailing twelve months is around 7.72%.


TTM20232022202120202019201820172016201520142013
BFIT
Global X Health & Wellness ETF
1.18%1.56%0.93%0.65%0.52%0.57%0.49%0.87%0.52%0.00%0.00%0.00%
DVYA
iShares Asia/Pacific Dividend ETF
7.72%6.48%7.30%5.81%3.66%5.52%6.24%4.74%4.80%5.33%5.28%5.63%

Drawdowns

BFIT vs. DVYA - Drawdown Comparison


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-28.69%
-8.63%
BFIT
DVYA

Volatility

BFIT vs. DVYA - Volatility Comparison

The current volatility for Global X Health & Wellness ETF (BFIT) is 0.00%, while iShares Asia/Pacific Dividend ETF (DVYA) has a volatility of 3.98%. This indicates that BFIT experiences smaller price fluctuations and is considered to be less risky than DVYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember0
3.98%
BFIT
DVYA
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab