CEFS vs. VUG
Compare and contrast key facts about Saba Closed-End Funds ETF (CEFS) and Vanguard Growth ETF (VUG).
CEFS and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CEFS is an actively managed fund by Exchange Traded Concepts. It was launched on Mar 21, 2017. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CEFS or VUG.
Key characteristics
| CEFS | VUG | |
|---|---|---|
| YTD Return | 26.07% | 31.90% |
| 1Y Return | 38.74% | 42.41% |
| 3Y Return (Ann) | 11.60% | 9.22% |
| 5Y Return (Ann) | 12.50% | 19.57% |
| Sharpe Ratio | 3.72 | 2.68 |
| Sortino Ratio | 4.96 | 3.43 |
| Omega Ratio | 1.66 | 1.49 |
| Calmar Ratio | 6.78 | 3.48 |
| Martin Ratio | 23.37 | 13.79 |
| Ulcer Index | 1.72% | 3.28% |
| Daily Std Dev | 10.79% | 16.82% |
| Max Drawdown | -38.99% | -50.68% |
| Current Drawdown | -0.13% | 0.00% |
Correlation
The correlation between CEFS and VUG is 0.50, 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
CEFS vs. VUG - Performance Comparison
In the year-to-date period, CEFS achieves a 26.07% return, which is significantly lower than VUG's 31.90% 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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CEFS vs. VUG - Expense Ratio Comparison
CEFS has a 3.80% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
CEFS vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saba Closed-End Funds ETF (CEFS) and Vanguard Growth ETF (VUG). 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
CEFS vs. VUG - Dividend Comparison
CEFS's dividend yield for the trailing twelve months is around 7.81%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CEFS Saba Closed-End Funds ETF | 7.81% | 9.20% | 11.32% | 10.73% | 8.61% | 7.56% | 9.84% | 6.28% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
CEFS vs. VUG - Drawdown Comparison
The maximum CEFS drawdown since its inception was -38.99%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for CEFS and VUG. For additional features, visit the drawdowns tool.
Volatility
CEFS vs. VUG - Volatility Comparison
The current volatility for Saba Closed-End Funds ETF (CEFS) is 2.56%, while Vanguard Growth ETF (VUG) has a volatility of 5.09%. This indicates that CEFS experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.