EVX vs. VTI
Compare and contrast key facts about VanEck Vectors Environmental Services ETF (EVX) and Vanguard Total Stock Market ETF (VTI).
EVX and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EVX is a passively managed fund by VanEck that tracks the performance of the NYSE Arca Environmental Services Index. It was launched on Oct 16, 2006. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both EVX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVX or VTI.
Key characteristics
| EVX | VTI | |
|---|---|---|
| YTD Return | 6.80% | 7.25% |
| 1Y Return | 14.90% | 28.09% |
| 3Y Return (Ann) | 5.26% | 7.12% |
| 5Y Return (Ann) | 10.80% | 12.77% |
| 10Y Return (Ann) | 12.33% | 12.09% |
| Sharpe Ratio | 1.03 | 2.25 |
| Daily Std Dev | 14.58% | 12.05% |
| Max Drawdown | -55.91% | -55.45% |
| Current Drawdown | -2.85% | -2.45% |
Correlation
The correlation between EVX and VTI is 0.68, 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
EVX vs. VTI - Performance Comparison
In the year-to-date period, EVX achieves a 6.80% return, which is significantly lower than VTI's 7.25% return. Both investments have delivered pretty close results over the past 10 years, with EVX having a 12.33% annualized return and VTI not far behind at 12.09%. 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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EVX vs. VTI - Expense Ratio Comparison
EVX has a 0.55% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
EVX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Environmental Services ETF (EVX) and Vanguard Total Stock Market ETF (VTI). 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
EVX vs. VTI - Dividend Comparison
EVX's dividend yield for the trailing twelve months is around 0.89%, less than VTI's 1.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVX VanEck Vectors Environmental Services ETF | 0.89% | 0.95% | 0.41% | 0.24% | 0.32% | 0.44% | 0.38% | 0.89% | 0.70% | 1.16% | 1.58% | 1.15% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
EVX vs. VTI - Drawdown Comparison
The maximum EVX drawdown since its inception was -55.91%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for EVX and VTI. For additional features, visit the drawdowns tool.
Volatility
EVX vs. VTI - Volatility Comparison
The current volatility for VanEck Vectors Environmental Services ETF (EVX) is 2.93%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.14%. This indicates that EVX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.