HACK vs. VUG
Compare and contrast key facts about ETFMG Prime Cyber Security ETF (HACK) and Vanguard Growth ETF (VUG).
HACK and VUG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HACK is a passively managed fund by ETFMG that tracks the performance of the Prime Cyber Defense Index. It was launched on Nov 11, 2014. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004. Both HACK and VUG 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: HACK or VUG.
Performance
HACK vs. VUG - Performance Comparison
Returns By Period
In the year-to-date period, HACK achieves a 17.54% return, which is significantly lower than VUG's 28.45% return. Over the past 10 years, HACK has underperformed VUG with an annualized return of 11.47%, while VUG has yielded a comparatively higher 15.45% annualized return.
HACK
17.54%
-0.46%
12.76%
31.35%
12.15%
11.47%
VUG
28.45%
2.21%
13.73%
35.45%
18.64%
15.45%
Key characteristics
| HACK | VUG | |
|---|---|---|
| Sharpe Ratio | 1.63 | 2.14 |
| Sortino Ratio | 2.15 | 2.80 |
| Omega Ratio | 1.29 | 1.39 |
| Calmar Ratio | 1.52 | 2.78 |
| Martin Ratio | 6.25 | 10.98 |
| Ulcer Index | 4.83% | 3.28% |
| Daily Std Dev | 18.54% | 16.84% |
| Max Drawdown | -42.68% | -50.68% |
| Current Drawdown | -5.20% | -2.68% |
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HACK vs. VUG - Expense Ratio Comparison
HACK has a 0.60% expense ratio, which is higher than VUG's 0.04% expense ratio.
Correlation
The correlation between HACK and VUG is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
HACK vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ETFMG Prime Cyber Security ETF (HACK) and Vanguard Growth ETF (VUG). 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
HACK vs. VUG - Dividend Comparison
HACK's dividend yield for the trailing twelve months is around 0.19%, less than VUG's 0.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HACK ETFMG Prime Cyber Security ETF | 0.19% | 0.21% | 0.24% | 0.26% | 1.11% | 0.14% | 0.09% | 0.01% | 1.23% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.49% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
HACK vs. VUG - Drawdown Comparison
The maximum HACK drawdown since its inception was -42.68%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HACK and VUG. For additional features, visit the drawdowns tool.
Volatility
HACK vs. VUG - Volatility Comparison
ETFMG Prime Cyber Security ETF (HACK) has a higher volatility of 6.74% compared to Vanguard Growth ETF (VUG) at 5.49%. This indicates that HACK's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.