HQH vs. VUG
Compare and contrast key facts about Tekla Healthcare Investors (HQH) and Vanguard Growth ETF (VUG).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HQH or VUG.
Key characteristics
| HQH | VUG | |
|---|---|---|
| YTD Return | 22.47% | 31.99% |
| 1Y Return | 39.75% | 42.58% |
| 3Y Return (Ann) | -0.61% | 9.23% |
| 5Y Return (Ann) | 8.33% | 19.49% |
| 10Y Return (Ann) | 4.15% | 15.84% |
| Sharpe Ratio | 2.72 | 2.53 |
| Sortino Ratio | 3.83 | 3.26 |
| Omega Ratio | 1.48 | 1.46 |
| Calmar Ratio | 1.13 | 3.28 |
| Martin Ratio | 14.65 | 12.97 |
| Ulcer Index | 2.71% | 3.28% |
| Daily Std Dev | 14.59% | 16.79% |
| Max Drawdown | -56.17% | -50.68% |
| Current Drawdown | -9.25% | 0.00% |
Correlation
The correlation between HQH and VUG is 0.60, 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
HQH vs. VUG - Performance Comparison
In the year-to-date period, HQH achieves a 22.47% return, which is significantly lower than VUG's 31.99% return. Over the past 10 years, HQH has underperformed VUG with an annualized return of 4.15%, while VUG has yielded a comparatively higher 15.84% annualized 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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Risk-Adjusted Performance
HQH vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Tekla Healthcare Investors (HQH) 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
HQH vs. VUG - Dividend Comparison
HQH's dividend yield for the trailing twelve months is around 11.04%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HQH Tekla Healthcare Investors | 11.04% | 9.66% | 9.50% | 8.59% | 7.96% | 8.22% | 10.73% | 8.76% | 9.78% | 11.96% | 7.05% | 6.41% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
HQH vs. VUG - Drawdown Comparison
The maximum HQH drawdown since its inception was -56.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for HQH and VUG. For additional features, visit the drawdowns tool.
Volatility
HQH vs. VUG - Volatility Comparison
The current volatility for Tekla Healthcare Investors (HQH) is 3.27%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that HQH experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.