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

Key characteristics


IAKVTI
YTD Return32.56%26.35%
1Y Return40.55%40.48%
3Y Return (Ann)18.27%8.68%
5Y Return (Ann)15.36%15.37%
10Y Return (Ann)12.51%12.90%
Sharpe Ratio2.803.10
Sortino Ratio3.664.13
Omega Ratio1.501.58
Calmar Ratio6.074.21
Martin Ratio17.7420.25
Ulcer Index2.29%1.94%
Daily Std Dev14.50%12.68%
Max Drawdown-77.38%-55.45%
Current Drawdown-1.60%0.00%

Correlation

-0.50.00.51.00.7

The correlation between IAK and VTI is 0.75, 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

IAK vs. VTI - Performance Comparison

In the year-to-date period, IAK achieves a 32.56% return, which is significantly higher than VTI's 26.35% return. Both investments have delivered pretty close results over the past 10 years, with IAK having a 12.51% annualized return and VTI not far ahead at 12.90%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%JuneJulyAugustSeptemberOctoberNovember
261.97%
531.42%
IAK
VTI

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IAK vs. VTI - Expense Ratio Comparison

IAK has a 0.43% expense ratio, which is higher than VTI's 0.03% expense ratio.


IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

IAK vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Insurance ETF (IAK) 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.


IAK
Sharpe ratio
The chart of Sharpe ratio for IAK, currently valued at 2.80, compared to the broader market-2.000.002.004.002.80
Sortino ratio
The chart of Sortino ratio for IAK, currently valued at 3.66, compared to the broader market0.005.0010.003.66
Omega ratio
The chart of Omega ratio for IAK, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for IAK, currently valued at 6.07, compared to the broader market0.005.0010.0015.006.07
Martin ratio
The chart of Martin ratio for IAK, currently valued at 17.74, compared to the broader market0.0020.0040.0060.0080.00100.0017.74
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 3.10, compared to the broader market-2.000.002.004.003.10
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 4.13, compared to the broader market0.005.0010.004.13
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.58, compared to the broader market1.001.502.002.503.001.58
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 4.21, compared to the broader market0.005.0010.0015.004.21
Martin ratio
The chart of Martin ratio for VTI, currently valued at 20.25, compared to the broader market0.0020.0040.0060.0080.00100.0020.25

IAK vs. VTI - Sharpe Ratio Comparison

The current IAK Sharpe Ratio is 2.80, which is comparable to the VTI Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of IAK and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.80
3.10
IAK
VTI

Dividends

IAK vs. VTI - Dividend Comparison

IAK's dividend yield for the trailing twelve months is around 1.21%, less than VTI's 1.26% yield.


TTM20232022202120202019201820172016201520142013
IAK
iShares U.S. Insurance ETF
1.21%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.14%
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

IAK vs. VTI - Drawdown Comparison

The maximum IAK drawdown since its inception was -77.38%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for IAK and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.60%
0
IAK
VTI

Volatility

IAK vs. VTI - Volatility Comparison

iShares U.S. Insurance ETF (IAK) has a higher volatility of 6.14% compared to Vanguard Total Stock Market ETF (VTI) at 4.11%. This indicates that IAK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
6.14%
4.11%
IAK
VTI