LIFE.TO vs. VHT
Compare and contrast key facts about Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) and Vanguard Health Care ETF (VHT).
LIFE.TO and VHT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 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: LIFE.TO or VHT.
Key characteristics
| LIFE.TO | VHT | |
|---|---|---|
| YTD Return | 3.71% | 9.74% |
| 1Y Return | 10.90% | 20.17% |
| 3Y Return (Ann) | 3.87% | 3.17% |
| 5Y Return (Ann) | 8.25% | 10.43% |
| Sharpe Ratio | 1.22 | 1.93 |
| Sortino Ratio | 1.75 | 2.69 |
| Omega Ratio | 1.20 | 1.35 |
| Calmar Ratio | 1.22 | 1.75 |
| Martin Ratio | 4.41 | 8.79 |
| Ulcer Index | 2.59% | 2.39% |
| Daily Std Dev | 9.39% | 10.87% |
| Max Drawdown | -20.04% | -39.12% |
| Current Drawdown | -9.32% | -5.14% |
Correlation
The correlation between LIFE.TO and VHT is 0.73, 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
LIFE.TO vs. VHT - Performance Comparison
In the year-to-date period, LIFE.TO achieves a 3.71% return, which is significantly lower than VHT's 9.74% 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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LIFE.TO vs. VHT - Expense Ratio Comparison
Risk-Adjusted Performance
LIFE.TO vs. VHT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) and Vanguard Health Care ETF (VHT). 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
LIFE.TO vs. VHT - Dividend Comparison
LIFE.TO's dividend yield for the trailing twelve months is around 6.21%, more than VHT's 1.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LIFE.TO Evolve Global Healthcare Enhanced Yield Fund | 6.21% | 9.24% | 8.20% | 6.46% | 7.09% | 2,839,567.87% | 6,633,719.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.41% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
Drawdowns
LIFE.TO vs. VHT - Drawdown Comparison
The maximum LIFE.TO drawdown since its inception was -20.04%, smaller than the maximum VHT drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for LIFE.TO and VHT. For additional features, visit the drawdowns tool.
Volatility
LIFE.TO vs. VHT - Volatility Comparison
Evolve Global Healthcare Enhanced Yield Fund (LIFE.TO) has a higher volatility of 3.50% compared to Vanguard Health Care ETF (VHT) at 3.19%. This indicates that LIFE.TO's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.