DRGTX vs. TDV
Compare and contrast key facts about Virtus Technology Fund (DRGTX) and ProShares S&P Technology Dividend Aristocrats ETF (TDV).
DRGTX is managed by Allianz Global Investors. It was launched on Dec 26, 1995. TDV is a passively managed fund by ProShares that tracks the performance of the Zacks 2040 Lifecycle Index. It was launched on Nov 5, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DRGTX or TDV.
Key characteristics
| DRGTX | TDV | |
|---|---|---|
| YTD Return | 28.29% | 13.75% |
| 1Y Return | 42.75% | 26.96% |
| 3Y Return (Ann) | -8.99% | 8.00% |
| 5Y Return (Ann) | 3.50% | 15.80% |
| Sharpe Ratio | 1.94 | 1.58 |
| Sortino Ratio | 2.50 | 2.18 |
| Omega Ratio | 1.35 | 1.28 |
| Calmar Ratio | 0.92 | 2.25 |
| Martin Ratio | 9.32 | 7.95 |
| Ulcer Index | 4.84% | 3.43% |
| Daily Std Dev | 23.21% | 17.23% |
| Max Drawdown | -83.33% | -32.78% |
| Current Drawdown | -26.40% | -0.65% |
Correlation
The correlation between DRGTX and TDV 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.
Performance
DRGTX vs. TDV - Performance Comparison
In the year-to-date period, DRGTX achieves a 28.29% return, which is significantly higher than TDV's 13.75% 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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DRGTX vs. TDV - Expense Ratio Comparison
DRGTX has a 1.16% expense ratio, which is higher than TDV's 0.66% expense ratio.
Risk-Adjusted Performance
DRGTX vs. TDV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Technology Fund (DRGTX) and ProShares S&P Technology Dividend Aristocrats ETF (TDV). 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
DRGTX vs. TDV - Dividend Comparison
DRGTX has not paid dividends to shareholders, while TDV's dividend yield for the trailing twelve months is around 1.14%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
DRGTX Virtus Technology Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TDV ProShares S&P Technology Dividend Aristocrats ETF | 1.14% | 1.16% | 1.67% | 1.08% | 1.10% | 0.12% |
Drawdowns
DRGTX vs. TDV - Drawdown Comparison
The maximum DRGTX drawdown since its inception was -83.33%, which is greater than TDV's maximum drawdown of -32.78%. Use the drawdown chart below to compare losses from any high point for DRGTX and TDV. For additional features, visit the drawdowns tool.
Volatility
DRGTX vs. TDV - Volatility Comparison
Virtus Technology Fund (DRGTX) has a higher volatility of 5.74% compared to ProShares S&P Technology Dividend Aristocrats ETF (TDV) at 5.37%. This indicates that DRGTX's price experiences larger fluctuations and is considered to be riskier than TDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.