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.
Performance
EVX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, EVX achieves a 23.10% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, EVX has outperformed VTI with an annualized return of 13.76%, while VTI has yielded a comparatively lower 12.67% annualized return.
EVX
23.10%
2.03%
13.74%
31.48%
13.23%
13.76%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| EVX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.25 | 2.68 |
| Sortino Ratio | 3.03 | 3.57 |
| Omega Ratio | 1.39 | 1.49 |
| Calmar Ratio | 2.38 | 3.91 |
| Martin Ratio | 15.41 | 17.13 |
| Ulcer Index | 2.07% | 1.96% |
| Daily Std Dev | 14.19% | 12.51% |
| Max Drawdown | -55.91% | -55.45% |
| Current Drawdown | -2.02% | -0.84% |
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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.
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.
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 0.77%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVX VanEck Vectors Environmental Services ETF | 0.77% | 0.95% | 0.41% | 0.24% | 0.33% | 0.44% | 0.38% | 0.89% | 0.70% | 1.16% | 1.58% | 1.15% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 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
VanEck Vectors Environmental Services ETF (EVX) has a higher volatility of 5.12% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that EVX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.