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CRUX vs. VGVT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRUX vs. VGVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia Core Bond ETF (CRUX) and Vanguard Government Securities Active ETF (VGVT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CRUX

1D
-0.13%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VGVT

1D
-0.01%
1M
-0.80%
YTD
0.14%
6M
1.38%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRUX vs. VGVT - Yearly Performance Comparison


Correlation

The correlation between CRUX and VGVT is 0.98 — these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk. Consider pairing with a less correlated asset class instead.


CRUX vs. VGVT - Expense Ratio Comparison

CRUX has a 0.32% expense ratio, which is higher than VGVT's 0.10% expense ratio.


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Return for Risk

CRUX vs. VGVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Core Bond ETF (CRUX) and Vanguard Government Securities Active ETF (VGVT). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

CRUX vs. VGVT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CRUXVGVTDifference

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.69

1.44

-2.13

Drawdowns

CRUX vs. VGVT - Drawdown Comparison

The maximum CRUX drawdown since its inception was -1.30%, smaller than the maximum VGVT drawdown of -2.42%. Use the drawdown chart below to compare losses from any high point for CRUX and VGVT.


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Drawdown Indicators


CRUXVGVTDifference

Max Drawdown

Largest peak-to-trough decline

-1.30%

-2.42%

+1.12%

Current Drawdown

Current decline from peak

-0.33%

-1.72%

+1.39%

Average Drawdown

Average peak-to-trough decline

-0.64%

-0.44%

-0.20%

Volatility

CRUX vs. VGVT - Volatility Comparison


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Volatility by Period


CRUXVGVTDifference

Volatility (1Y)

Calculated over the trailing 1-year period

6.44%

3.24%

+3.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.44%

3.24%

+3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.44%

3.24%

+3.20%

Dividends

CRUX vs. VGVT - Dividend Comparison

CRUX's dividend yield for the trailing twelve months is around 0.17%, less than VGVT's 3.28% yield.