HEQT vs. VFSUX
Compare and contrast key facts about Simplify Hedged Equity ETF (HEQT) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX).
HEQT is an actively managed fund by Simplify Asset Management. It was launched on Nov 1, 2021. VFSUX is managed by Vanguard. It was launched on Feb 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HEQT or VFSUX.
Key characteristics
| HEQT | VFSUX | |
|---|---|---|
| YTD Return | 18.78% | 4.32% |
| 1Y Return | 25.46% | 7.91% |
| 3Y Return (Ann) | 8.92% | 1.32% |
| Sharpe Ratio | 3.39 | 2.82 |
| Sortino Ratio | 4.91 | 4.63 |
| Omega Ratio | 1.72 | 1.60 |
| Calmar Ratio | 4.98 | 1.77 |
| Martin Ratio | 26.52 | 17.03 |
| Ulcer Index | 0.95% | 0.47% |
| Daily Std Dev | 7.39% | 2.85% |
| Max Drawdown | -11.51% | -9.59% |
| Current Drawdown | -0.03% | -1.34% |
Correlation
The correlation between HEQT and VFSUX is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
HEQT vs. VFSUX - Performance Comparison
In the year-to-date period, HEQT achieves a 18.78% return, which is significantly higher than VFSUX's 4.32% 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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HEQT vs. VFSUX - Expense Ratio Comparison
HEQT has a 0.53% expense ratio, which is higher than VFSUX's 0.10% expense ratio.
Risk-Adjusted Performance
HEQT vs. VFSUX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Hedged Equity ETF (HEQT) and Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX). 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
HEQT vs. VFSUX - Dividend Comparison
HEQT's dividend yield for the trailing twelve months is around 3.63%, less than VFSUX's 4.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HEQT Simplify Hedged Equity ETF | 3.63% | 4.11% | 3.93% | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFSUX Vanguard Short-Term Investment-Grade Fund Admiral Shares | 4.02% | 3.14% | 2.03% | 1.73% | 2.33% | 2.92% | 2.78% | 2.10% | 2.05% | 2.07% | 2.00% | 1.93% |
Drawdowns
HEQT vs. VFSUX - Drawdown Comparison
The maximum HEQT drawdown since its inception was -11.51%, which is greater than VFSUX's maximum drawdown of -9.59%. Use the drawdown chart below to compare losses from any high point for HEQT and VFSUX. For additional features, visit the drawdowns tool.
Volatility
HEQT vs. VFSUX - Volatility Comparison
Simplify Hedged Equity ETF (HEQT) has a higher volatility of 2.26% compared to Vanguard Short-Term Investment-Grade Fund Admiral Shares (VFSUX) at 0.75%. This indicates that HEQT's price experiences larger fluctuations and is considered to be riskier than VFSUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.