KLIP vs. VFIAX
Compare and contrast key facts about KraneShares China Internet and Covered Call Strategy ETF (KLIP) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
KLIP is managed by CICC. It was launched on Jan 12, 2023. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: KLIP or VFIAX.
Key characteristics
| KLIP | VFIAX | |
|---|---|---|
| YTD Return | 3.03% | 27.24% |
| 1Y Return | 7.04% | 37.81% |
| Sharpe Ratio | 0.42 | 3.24 |
| Sortino Ratio | 0.70 | 4.29 |
| Omega Ratio | 1.09 | 1.61 |
| Calmar Ratio | 0.73 | 4.73 |
| Martin Ratio | 1.64 | 21.42 |
| Ulcer Index | 4.22% | 1.87% |
| Daily Std Dev | 16.57% | 12.29% |
| Max Drawdown | -10.39% | -55.20% |
| Current Drawdown | -3.68% | 0.00% |
Correlation
The correlation between KLIP and VFIAX is 0.43, 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
KLIP vs. VFIAX - Performance Comparison
In the year-to-date period, KLIP achieves a 3.03% return, which is significantly lower than VFIAX's 27.24% 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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KLIP vs. VFIAX - Expense Ratio Comparison
KLIP has a 0.95% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Risk-Adjusted Performance
KLIP vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares China Internet and Covered Call Strategy ETF (KLIP) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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
KLIP vs. VFIAX - Dividend Comparison
KLIP's dividend yield for the trailing twelve months is around 55.24%, more than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KLIP KraneShares China Internet and Covered Call Strategy ETF | 55.24% | 61.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KLIP vs. VFIAX - Drawdown Comparison
The maximum KLIP drawdown since its inception was -10.39%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for KLIP and VFIAX. For additional features, visit the drawdowns tool.
Volatility
KLIP vs. VFIAX - Volatility Comparison
KraneShares China Internet and Covered Call Strategy ETF (KLIP) has a higher volatility of 7.81% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.89%. This indicates that KLIP's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.