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BTIIX vs. NANC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BTIIXNANC
YTD Return21.68%23.26%
1Y Return34.30%38.82%
Sharpe Ratio2.812.59
Sortino Ratio3.743.36
Omega Ratio1.511.46
Calmar Ratio2.823.56
Martin Ratio17.3514.61
Ulcer Index2.03%2.69%
Daily Std Dev12.52%15.20%
Max Drawdown-84.57%-11.06%
Current Drawdown-0.17%0.00%

Correlation

-0.50.00.51.00.9

The correlation between BTIIX and NANC is 0.94, 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

BTIIX vs. NANC - Performance Comparison

In the year-to-date period, BTIIX achieves a 21.68% return, which is significantly lower than NANC's 23.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%25.00%30.00%35.00%40.00%45.00%50.00%MayJuneJulyAugustSeptemberOctober
40.76%
48.88%
BTIIX
NANC

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BTIIX vs. NANC - Expense Ratio Comparison

BTIIX has a 0.20% expense ratio, which is lower than NANC's 0.75% expense ratio.


NANC
Subversive Unusual Whales Democratic ETF
Expense ratio chart for NANC: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for BTIIX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

BTIIX vs. NANC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DWS Equity 500 Index Fund (BTIIX) and Subversive Unusual Whales Democratic ETF (NANC). 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.


BTIIX
Sharpe ratio
The chart of Sharpe ratio for BTIIX, currently valued at 2.81, compared to the broader market0.002.004.002.81
Sortino ratio
The chart of Sortino ratio for BTIIX, currently valued at 3.74, compared to the broader market0.005.0010.003.74
Omega ratio
The chart of Omega ratio for BTIIX, currently valued at 1.51, compared to the broader market1.002.003.004.001.51
Calmar ratio
The chart of Calmar ratio for BTIIX, currently valued at 3.52, compared to the broader market0.005.0010.0015.0020.003.52
Martin ratio
The chart of Martin ratio for BTIIX, currently valued at 17.35, compared to the broader market0.0020.0040.0060.0080.00100.0017.35
NANC
Sharpe ratio
The chart of Sharpe ratio for NANC, currently valued at 2.59, compared to the broader market0.002.004.002.59
Sortino ratio
The chart of Sortino ratio for NANC, currently valued at 3.36, compared to the broader market0.005.0010.003.36
Omega ratio
The chart of Omega ratio for NANC, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for NANC, currently valued at 3.56, compared to the broader market0.005.0010.0015.0020.003.56
Martin ratio
The chart of Martin ratio for NANC, currently valued at 14.61, compared to the broader market0.0020.0040.0060.0080.00100.0014.61

BTIIX vs. NANC - Sharpe Ratio Comparison

The current BTIIX Sharpe Ratio is 2.81, which roughly equals the NANC Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of BTIIX and NANC, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
2.81
2.59
BTIIX
NANC

Dividends

BTIIX vs. NANC - Dividend Comparison

BTIIX's dividend yield for the trailing twelve months is around 23.11%, more than NANC's 0.76% yield.


TTM20232022202120202019201820172016201520142013
BTIIX
DWS Equity 500 Index Fund
23.11%26.16%14.49%15.07%20.31%23.22%22.74%15.17%11.52%8.32%5.09%1.77%
NANC
Subversive Unusual Whales Democratic ETF
0.76%0.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BTIIX vs. NANC - Drawdown Comparison

The maximum BTIIX drawdown since its inception was -84.57%, which is greater than NANC's maximum drawdown of -11.06%. Use the drawdown chart below to compare losses from any high point for BTIIX and NANC. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.17%
0
BTIIX
NANC

Volatility

BTIIX vs. NANC - Volatility Comparison

The current volatility for DWS Equity 500 Index Fund (BTIIX) is 2.91%, while Subversive Unusual Whales Democratic ETF (NANC) has a volatility of 3.98%. This indicates that BTIIX experiences smaller price fluctuations and is considered to be less risky than NANC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
2.91%
3.98%
BTIIX
NANC