DFNV vs. VOX
Compare and contrast key facts about TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) and Vanguard Communication Services ETF (VOX).
DFNV and VOX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DFNV is a passively managed fund by TrimTabs that tracks the performance of the TrimTabs Donoghue Forlines Risk Managed Free Cash Flow Innovation Index. It was launched on Dec 8, 2020. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004. Both DFNV and VOX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DFNV vs. VOX - Performance Comparison
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DFNV vs. VOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF | -15.04% | 8.42% | 31.93% | 26.92% | -24.05% | 18.51% | 2.92% |
VOX Vanguard Communication Services ETF | -6.90% | 26.27% | 33.12% | 44.81% | -38.85% | 13.83% | 1.08% |
Returns By Period
In the year-to-date period, DFNV achieves a -15.04% return, which is significantly lower than VOX's -6.90% return.
DFNV
- 1D
- 2.55%
- 1M
- -3.84%
- YTD
- -15.04%
- 6M
- -17.93%
- 1Y
- -2.08%
- 3Y*
- 13.16%
- 5Y*
- 6.22%
- 10Y*
- —
VOX
- 1D
- 3.50%
- 1M
- -6.17%
- YTD
- -6.90%
- 6M
- -3.66%
- 1Y
- 22.45%
- 3Y*
- 24.33%
- 5Y*
- 7.40%
- 10Y*
- 8.41%
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DFNV vs. VOX - Expense Ratio Comparison
DFNV has a 0.69% expense ratio, which is higher than VOX's 0.10% expense ratio.
Return for Risk
DFNV vs. VOX — Risk / Return Rank
DFNV
VOX
DFNV vs. VOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) and Vanguard Communication Services ETF (VOX). 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.
| DFNV | VOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.10 | 1.11 | -1.21 |
Sortino ratioReturn per unit of downside risk | 0.01 | 1.72 | -1.70 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.67 | -1.77 |
Martin ratioReturn relative to average drawdown | -0.29 | 6.24 | -6.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFNV | VOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.10 | 1.11 | -1.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.35 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.42 | -0.07 |
Correlation
The correlation between DFNV and VOX is 0.77, 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.
Dividends
DFNV vs. VOX - Dividend Comparison
DFNV's dividend yield for the trailing twelve months is around 0.44%, less than VOX's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFNV TrimTabs Donoghue Forlines Risk Managed Innovation ETF | 0.44% | 0.38% | 1.28% | 0.77% | 1.20% | 4.77% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOX Vanguard Communication Services ETF | 1.05% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
Drawdowns
DFNV vs. VOX - Drawdown Comparison
The maximum DFNV drawdown since its inception was -29.71%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for DFNV and VOX.
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Drawdown Indicators
| DFNV | VOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.71% | -57.18% | +27.47% |
Max Drawdown (1Y)Largest decline over 1 year | -21.54% | -13.56% | -7.98% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -46.76% | +17.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.76% | — |
Current DrawdownCurrent decline from peak | -18.92% | -10.03% | -8.89% |
Average DrawdownAverage peak-to-trough decline | -9.41% | -11.99% | +2.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.45% | 3.64% | +3.81% |
Volatility
DFNV vs. VOX - Volatility Comparison
TrimTabs Donoghue Forlines Risk Managed Innovation ETF (DFNV) and Vanguard Communication Services ETF (VOX) have volatilities of 6.11% and 6.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFNV | VOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.40% | -0.29% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 11.80% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.67% | 20.34% | +1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.44% | 21.19% | -1.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.64% | 20.87% | -1.23% |