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GRNJ vs. VXF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GRNJ vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) and Vanguard Extended Market ETF (VXF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with GRNJ having a 16.81% return and VXF slightly lower at 16.09%.


GRNJ

1D
-0.88%
1M
-4.62%
6M
8.17%
YTD
16.81%
1Y
3Y*
5Y*
10Y*

VXF

1D
-0.54%
1M
1.51%
6M
10.99%
YTD
16.09%
1Y
24.64%
3Y*
18.18%
5Y*
6.39%
10Y*
11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRNJ vs. VXF - Yearly Performance Comparison


Correlation

The correlation between GRNJ and VXF is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.89

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Return for Risk

GRNJ vs. VXF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GRNJ

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VXF
VXF Risk / Return Rank: 5050
Overall Rank
VXF Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4646
Sortino Ratio Rank
VXF Omega Ratio Rank: 4343
Omega Ratio Rank
VXF Calmar Ratio Rank: 5757
Calmar Ratio Rank
VXF Martin Ratio Rank: 5858
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GRNJ vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fundstrat Granny Shots US Small- & Mid-Cap ETF (GRNJ) and Vanguard Extended Market ETF (VXF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GRNJVXFDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

2.29

Martin ratioReturn relative to average drawdown

8.01

GRNJ vs. VXF - Sharpe Ratio Comparison


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Drawdowns

GRNJ vs. VXF - Drawdown Comparison

The maximum GRNJ drawdown since its inception was -17.32%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for GRNJ and VXF.


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Drawdown Indicators


GRNJVXFDifference

Max Drawdown

Largest peak-to-trough decline

-17.32%

-58.03%

+40.71%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

Max Drawdown (3Y)

Largest decline over 3 years

-26.92%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-8.45%

-1.94%

-6.51%

Average Drawdown

Average peak-to-trough decline

-4.27%

-9.52%

+5.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

Volatility

GRNJ vs. VXF - Volatility Comparison


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Volatility by Period


GRNJVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.15%

Volatility (6M)

Calculated over the trailing 6-month period

13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

30.50%

17.81%

+12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.50%

22.43%

+8.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.50%

22.26%

+8.24%

GRNJ vs. VXF - Expense Ratio Comparison

GRNJ has a 0.75% expense ratio, which is higher than VXF's 0.05% expense ratio.


Dividends

GRNJ vs. VXF - Dividend Comparison

GRNJ has not paid dividends to shareholders, while VXF's dividend yield for the trailing twelve months is around 1.01%.


PositionTTM20252024202320222021202020192018201720162015
GRNJ
Fundstrat Granny Shots US Small- & Mid-Cap ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VXF
Vanguard Extended Market ETF
1.01%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions


GRNJ and VXF have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXF is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXF is cheaper with a 0.05% expense ratio, compared with 0.75% for GRNJ.

VXF has the higher dividend yield at 1.01%, compared with 0.00% for GRNJ.

They also come from different issuers: Fundstrat and Vanguard. Their fees differ too: 0.75% for GRNJ and 0.05% for VXF.

Portfolio Optimizer

Find the right allocation for GRNJ and VXF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer