KRUZ vs. VFIAX
Compare and contrast key facts about Unusual Whales Subversive Republican Trading ETF (KRUZ) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
KRUZ is an actively managed fund by Subversive. It was launched on Feb 7, 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: KRUZ or VFIAX.
Performance
KRUZ vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, KRUZ achieves a 18.20% return, which is significantly lower than VFIAX's 25.52% return.
KRUZ
18.20%
1.87%
8.82%
27.58%
N/A
N/A
VFIAX
25.52%
1.18%
12.20%
32.15%
15.54%
13.13%
Key characteristics
| KRUZ | VFIAX | |
|---|---|---|
| Sharpe Ratio | 2.23 | 2.61 |
| Sortino Ratio | 3.04 | 3.49 |
| Omega Ratio | 1.41 | 1.48 |
| Calmar Ratio | 3.42 | 3.77 |
| Martin Ratio | 13.17 | 16.97 |
| Ulcer Index | 2.07% | 1.88% |
| Daily Std Dev | 12.23% | 12.24% |
| Max Drawdown | -10.03% | -55.20% |
| Current Drawdown | -1.34% | -1.35% |
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KRUZ vs. VFIAX - Expense Ratio Comparison
KRUZ has a 0.83% expense ratio, which is higher than VFIAX's 0.04% expense ratio.
Correlation
The correlation between KRUZ and VFIAX is 0.88, 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.
Risk-Adjusted Performance
KRUZ vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Republican Trading ETF (KRUZ) 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
KRUZ vs. VFIAX - Dividend Comparison
KRUZ's dividend yield for the trailing twelve months is around 0.85%, less than VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KRUZ Unusual Whales Subversive Republican Trading ETF | 0.85% | 1.01% | 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 | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
KRUZ vs. VFIAX - Drawdown Comparison
The maximum KRUZ drawdown since its inception was -10.03%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for KRUZ and VFIAX. For additional features, visit the drawdowns tool.
Volatility
KRUZ vs. VFIAX - Volatility Comparison
Unusual Whales Subversive Republican Trading ETF (KRUZ) has a higher volatility of 4.33% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.06%. This indicates that KRUZ'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.