BJK vs. VTI
Compare and contrast key facts about VanEck Vectors Gaming ETF (BJK) and Vanguard Total Stock Market ETF (VTI).
BJK and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both BJK and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BJK or VTI.
Key characteristics
| BJK | VTI | |
|---|---|---|
| YTD Return | 3.62% | 26.35% |
| 1Y Return | 15.06% | 40.48% |
| 3Y Return (Ann) | -2.86% | 8.68% |
| 5Y Return (Ann) | 3.01% | 15.37% |
| 10Y Return (Ann) | 2.33% | 12.90% |
| Sharpe Ratio | 0.58 | 3.10 |
| Sortino Ratio | 0.94 | 4.13 |
| Omega Ratio | 1.11 | 1.58 |
| Calmar Ratio | 0.36 | 4.21 |
| Martin Ratio | 1.74 | 20.25 |
| Ulcer Index | 6.67% | 1.94% |
| Daily Std Dev | 19.89% | 12.68% |
| Max Drawdown | -71.13% | -55.45% |
| Current Drawdown | -20.79% | 0.00% |
Correlation
The correlation between BJK and VTI is 0.64, 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
BJK vs. VTI - Performance Comparison
In the year-to-date period, BJK achieves a 3.62% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, BJK has underperformed VTI with an annualized return of 2.33%, while VTI has yielded a comparatively higher 12.90% annualized 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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BJK vs. VTI - Expense Ratio Comparison
BJK has a 0.66% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
BJK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Gaming ETF (BJK) and Vanguard Total Stock Market ETF (VTI). 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
BJK vs. VTI - Dividend Comparison
BJK's dividend yield for the trailing twelve months is around 1.62%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BJK VanEck Vectors Gaming ETF | 1.62% | 1.68% | 0.44% | 0.79% | 0.47% | 2.95% | 3.43% | 2.31% | 3.15% | 4.09% | 4.90% | 0.97% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BJK vs. VTI - Drawdown Comparison
The maximum BJK drawdown since its inception was -71.13%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BJK and VTI. For additional features, visit the drawdowns tool.
Volatility
BJK vs. VTI - Volatility Comparison
VanEck Vectors Gaming ETF (BJK) has a higher volatility of 4.97% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that BJK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.