FASEX vs. VUKG.L
Compare and contrast key facts about Nuveen Mid Cap Value Fund (FASEX) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L).
FASEX is managed by Nuveen. It was launched on Dec 22, 1987. VUKG.L is a passively managed fund by Vanguard that tracks the performance of the FTSE AllSh TR GBP. It was launched on May 14, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FASEX or VUKG.L.
Key characteristics
| FASEX | VUKG.L | |
|---|---|---|
| YTD Return | 16.82% | 10.52% |
| 1Y Return | 22.49% | 16.10% |
| 3Y Return (Ann) | 2.06% | 10.93% |
| 5Y Return (Ann) | 8.52% | 9.62% |
| Sharpe Ratio | 1.80 | 1.56 |
| Sortino Ratio | 2.53 | 2.31 |
| Omega Ratio | 1.32 | 1.28 |
| Calmar Ratio | 1.89 | 3.66 |
| Martin Ratio | 10.95 | 10.95 |
| Ulcer Index | 2.40% | 1.43% |
| Daily Std Dev | 14.57% | 10.04% |
| Max Drawdown | -58.65% | -34.32% |
| Current Drawdown | -0.80% | -4.20% |
Correlation
The correlation between FASEX and VUKG.L is 0.53, 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
FASEX vs. VUKG.L - Performance Comparison
In the year-to-date period, FASEX achieves a 16.82% return, which is significantly higher than VUKG.L's 10.52% 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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FASEX vs. VUKG.L - Expense Ratio Comparison
FASEX has a 1.16% expense ratio, which is higher than VUKG.L's 0.09% expense ratio.
Risk-Adjusted Performance
FASEX vs. VUKG.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Mid Cap Value Fund (FASEX) and Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L). 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
FASEX vs. VUKG.L - Dividend Comparison
FASEX's dividend yield for the trailing twelve months is around 0.82%, less than VUKG.L's 3.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FASEX Nuveen Mid Cap Value Fund | 0.82% | 0.96% | 1.13% | 0.63% | 1.05% | 0.89% | 0.26% | 0.63% | 0.86% | 0.28% | 0.84% | 0.48% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 3.72% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
FASEX vs. VUKG.L - Drawdown Comparison
The maximum FASEX drawdown since its inception was -58.65%, which is greater than VUKG.L's maximum drawdown of -34.32%. Use the drawdown chart below to compare losses from any high point for FASEX and VUKG.L. For additional features, visit the drawdowns tool.
Volatility
FASEX vs. VUKG.L - Volatility Comparison
Nuveen Mid Cap Value Fund (FASEX) has a higher volatility of 5.31% compared to Vanguard FTSE 100 UCITS ETF (GBP) Accumulating (VUKG.L) at 4.25%. This indicates that FASEX's price experiences larger fluctuations and is considered to be riskier than VUKG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.