GAAEX vs. VMVFX
Compare and contrast key facts about Guinness Atkinson Alternative Energy Fund (GAAEX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
GAAEX is managed by Guinness Atkinson. It was launched on Mar 30, 2006. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
GAAEX vs. VMVFX - Performance Comparison
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GAAEX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAAEX Guinness Atkinson Alternative Energy Fund | -0.63% | 26.64% | -11.85% | -2.39% | -12.67% | 8.40% | 86.45% | 30.20% | -15.49% | 20.68% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 2.85% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, GAAEX achieves a -0.63% return, which is significantly lower than VMVFX's 2.85% return. Over the past 10 years, GAAEX has underperformed VMVFX with an annualized return of 8.61%, while VMVFX has yielded a comparatively higher 9.14% annualized return.
GAAEX
- 1D
- 3.44%
- 1M
- -8.28%
- YTD
- -0.63%
- 6M
- 0.16%
- 1Y
- 31.88%
- 3Y*
- -0.28%
- 5Y*
- -0.08%
- 10Y*
- 8.61%
VMVFX
- 1D
- 1.12%
- 1M
- -4.98%
- YTD
- 2.85%
- 6M
- 4.18%
- 1Y
- 9.22%
- 3Y*
- 11.81%
- 5Y*
- 10.02%
- 10Y*
- 9.14%
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GAAEX vs. VMVFX - Expense Ratio Comparison
GAAEX has a 1.98% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
GAAEX vs. VMVFX — Risk / Return Rank
GAAEX
VMVFX
GAAEX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Guinness Atkinson Alternative Energy Fund (GAAEX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| GAAEX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.47 | 0.93 | +0.54 |
Sortino ratioReturn per unit of downside risk | 2.14 | 1.34 | +0.80 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.15 | 1.29 | +0.87 |
Martin ratioReturn relative to average drawdown | 7.83 | 6.16 | +1.66 |
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
| GAAEX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 0.93 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.00 | 0.94 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.73 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.10 | 0.79 | -0.89 |
Correlation
The correlation between GAAEX and VMVFX is 0.61, 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.
Dividends
GAAEX vs. VMVFX - Dividend Comparison
GAAEX's dividend yield for the trailing twelve months is around 0.33%, less than VMVFX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAAEX Guinness Atkinson Alternative Energy Fund | 0.33% | 0.33% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% | 0.28% | 0.00% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.70% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
GAAEX vs. VMVFX - Drawdown Comparison
The maximum GAAEX drawdown since its inception was -85.83%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for GAAEX and VMVFX.
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Drawdown Indicators
| GAAEX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.83% | -33.09% | -52.74% |
Max Drawdown (1Y)Largest decline over 1 year | -14.57% | -7.96% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -40.64% | -13.02% | -27.62% |
Max Drawdown (10Y)Largest decline over 10 years | -40.64% | -33.09% | -7.55% |
Current DrawdownCurrent decline from peak | -57.61% | -4.98% | -52.63% |
Average DrawdownAverage peak-to-trough decline | -63.74% | -2.84% | -60.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.00% | 1.66% | +2.34% |
Volatility
GAAEX vs. VMVFX - Volatility Comparison
Guinness Atkinson Alternative Energy Fund (GAAEX) has a higher volatility of 7.75% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.93%. This indicates that GAAEX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAAEX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.75% | 2.93% | +4.82% |
Volatility (6M)Calculated over the trailing 6-month period | 14.24% | 4.99% | +9.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.20% | 10.06% | +12.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.27% | 10.76% | +11.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.26% | 12.49% | +9.77% |