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HJEN vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HJEN and VTI is 0.52, 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.


Performance

HJEN vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Hydrogen ETF (HJEN) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
-53.28%
45.08%
HJEN
VTI

Key characteristics

Returns By Period


HJEN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VTI

YTD

-3.75%

1M

3.53%

6M

-5.68%

1Y

9.27%

5Y*

15.26%

10Y*

11.77%

*Annualized

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HJEN vs. VTI - Expense Ratio Comparison

HJEN has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.


Risk-Adjusted Performance

HJEN vs. VTI — Risk-Adjusted Performance Rank

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

HJEN
The Risk-Adjusted Performance Rank of HJEN is 22
Overall Rank
The Sharpe Ratio Rank of HJEN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of HJEN is 22
Sortino Ratio Rank
The Omega Ratio Rank of HJEN is 22
Omega Ratio Rank
The Calmar Ratio Rank of HJEN is 22
Calmar Ratio Rank
The Martin Ratio Rank of HJEN is 33
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5959
Overall Rank
The Sharpe Ratio Rank of VTI is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6060
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HJEN vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Hydrogen ETF (HJEN) 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.



Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.05
0.47
HJEN
VTI

Dividends

HJEN vs. VTI - Dividend Comparison

HJEN has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.35%.


TTM20242023202220212020201920182017201620152014
HJEN
Direxion Hydrogen ETF
101.52%101.69%1.50%1.12%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

HJEN vs. VTI - Drawdown Comparison


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-56.63%
-7.97%
HJEN
VTI

Volatility

HJEN vs. VTI - Volatility Comparison

The current volatility for Direxion Hydrogen ETF (HJEN) is 0.00%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 7.23%. This indicates that HJEN 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.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay0
7.23%
HJEN
VTI