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BTEK vs. VGELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BTEK and VGELX is 0.09, 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.


-0.50.00.51.00.1

Performance

BTEK vs. VGELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Future Tech ETF (BTEK) and Vanguard Energy Fund Admiral Shares (VGELX). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.71%
-0.80%
BTEK
VGELX

Key characteristics

Returns By Period


BTEK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VGELX

YTD

4.88%

1M

-8.07%

6M

1.06%

1Y

2.25%

5Y*

4.11%

10Y*

1.99%

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BTEK vs. VGELX - Expense Ratio Comparison

BTEK has a 0.88% expense ratio, which is higher than VGELX's 0.33% expense ratio.


BTEK
Future Tech ETF
Expense ratio chart for BTEK: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for VGELX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

BTEK vs. VGELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Future Tech ETF (BTEK) and Vanguard Energy Fund Admiral Shares (VGELX). 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 BTEK, currently valued at -0.00, compared to the broader market0.002.004.00-0.000.35
The chart of Sortino ratio for BTEK, currently valued at 18.73, compared to the broader market-2.000.002.004.006.008.0010.0018.730.55
The chart of Omega ratio for BTEK, currently valued at 8.55, compared to the broader market0.501.001.502.002.503.008.551.07
The chart of Calmar ratio for BTEK, currently valued at -0.01, compared to the broader market0.005.0010.0015.00-0.010.20
The chart of Martin ratio for BTEK, currently valued at -0.02, compared to the broader market0.0020.0040.0060.0080.00100.00-0.021.61
BTEK
VGELX


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.00
0.35
BTEK
VGELX

Dividends

BTEK vs. VGELX - Dividend Comparison

BTEK has not paid dividends to shareholders, while VGELX's dividend yield for the trailing twelve months is around 4.01%.


TTM20232022202120202019201820172016201520142013
BTEK
Future Tech ETF
100.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGELX
Vanguard Energy Fund Admiral Shares
4.01%4.28%4.71%3.69%4.54%3.38%3.07%3.05%1.91%2.70%2.34%1.98%

Drawdowns

BTEK vs. VGELX - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-98.71%
-12.76%
BTEK
VGELX

Volatility

BTEK vs. VGELX - Volatility Comparison

The current volatility for Future Tech ETF (BTEK) is 0.00%, while Vanguard Energy Fund Admiral Shares (VGELX) has a volatility of 3.69%. This indicates that BTEK experiences smaller price fluctuations and is considered to be less risky than VGELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember0
3.69%
BTEK
VGELX
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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.

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