HEGD vs. VTI
Compare and contrast key facts about Swan Hedged Equity US Large Cap ETF (HEGD) and Vanguard Total Stock Market ETF (VTI).
HEGD and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HEGD is an actively managed fund by Swan Global Investments. It was launched on Dec 22, 2020. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEGD or VTI.
Key characteristics
| HEGD | VTI | |
|---|---|---|
| YTD Return | 16.80% | 26.35% |
| 1Y Return | 25.76% | 40.48% |
| 3Y Return (Ann) | 6.23% | 8.68% |
| Sharpe Ratio | 2.96 | 3.10 |
| Sortino Ratio | 4.29 | 4.13 |
| Omega Ratio | 1.55 | 1.58 |
| Calmar Ratio | 3.86 | 4.21 |
| Martin Ratio | 20.72 | 20.25 |
| Ulcer Index | 1.21% | 1.94% |
| Daily Std Dev | 8.49% | 12.68% |
| Max Drawdown | -14.56% | -55.45% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between HEGD and VTI is 0.89, 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.
Performance
HEGD vs. VTI - Performance Comparison
In the year-to-date period, HEGD achieves a 16.80% return, which is significantly lower than VTI's 26.35% 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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HEGD vs. VTI - Expense Ratio Comparison
HEGD has a 0.87% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
HEGD vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Hedged Equity US Large Cap ETF (HEGD) 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
HEGD vs. VTI - Dividend Comparison
HEGD's dividend yield for the trailing twelve months is around 0.33%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEGD Swan Hedged Equity US Large Cap ETF | 0.33% | 0.39% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
HEGD vs. VTI - Drawdown Comparison
The maximum HEGD drawdown since its inception was -14.56%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for HEGD and VTI. For additional features, visit the drawdowns tool.
Volatility
HEGD vs. VTI - Volatility Comparison
The current volatility for Swan Hedged Equity US Large Cap ETF (HEGD) is 2.80%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that HEGD experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.