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MAGA vs. VOOV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

MAGA vs. VOOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Point Bridge GOP Stock Tracker ETF (MAGA) and Vanguard S&P 500 Value ETF (VOOV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.46%
8.56%
MAGA
VOOV

Returns By Period

In the year-to-date period, MAGA achieves a 21.95% return, which is significantly higher than VOOV's 16.69% return.


MAGA

YTD

21.95%

1M

1.23%

6M

11.46%

1Y

31.62%

5Y (annualized)

14.38%

10Y (annualized)

N/A

VOOV

YTD

16.69%

1M

-0.55%

6M

8.56%

1Y

24.47%

5Y (annualized)

12.20%

10Y (annualized)

10.37%

Key characteristics


MAGAVOOV
Sharpe Ratio2.612.51
Sortino Ratio3.793.55
Omega Ratio1.461.45
Calmar Ratio5.764.74
Martin Ratio14.5215.18
Ulcer Index2.19%1.67%
Daily Std Dev12.18%10.07%
Max Drawdown-43.17%-37.31%
Current Drawdown-1.03%-1.48%

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MAGA vs. VOOV - Expense Ratio Comparison

MAGA has a 0.72% expense ratio, which is higher than VOOV's 0.10% expense ratio.


MAGA
Point Bridge GOP Stock Tracker ETF
Expense ratio chart for MAGA: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%
Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Correlation

-0.50.00.51.00.9

The correlation between MAGA and VOOV is 0.92, 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

MAGA vs. VOOV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Point Bridge GOP Stock Tracker ETF (MAGA) and Vanguard S&P 500 Value ETF (VOOV). 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.


Sharpe ratio
The chart of Sharpe ratio for MAGA, currently valued at 2.61, compared to the broader market0.002.004.006.002.612.51
The chart of Sortino ratio for MAGA, currently valued at 3.79, compared to the broader market-2.000.002.004.006.008.0010.0012.003.793.55
The chart of Omega ratio for MAGA, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.461.45
The chart of Calmar ratio for MAGA, currently valued at 5.76, compared to the broader market0.005.0010.0015.005.764.74
The chart of Martin ratio for MAGA, currently valued at 14.52, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.5215.18
MAGA
VOOV

The current MAGA Sharpe Ratio is 2.61, which is comparable to the VOOV Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of MAGA and VOOV, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.61
2.51
MAGA
VOOV

Dividends

MAGA vs. VOOV - Dividend Comparison

MAGA's dividend yield for the trailing twelve months is around 1.31%, less than VOOV's 1.93% yield.


TTM20232022202120202019201820172016201520142013
MAGA
Point Bridge GOP Stock Tracker ETF
1.31%1.60%1.33%0.69%2.59%2.19%2.14%0.43%0.00%0.00%0.00%0.00%
VOOV
Vanguard S&P 500 Value ETF
1.93%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%

Drawdowns

MAGA vs. VOOV - Drawdown Comparison

The maximum MAGA drawdown since its inception was -43.17%, which is greater than VOOV's maximum drawdown of -37.31%. Use the drawdown chart below to compare losses from any high point for MAGA and VOOV. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.03%
-1.48%
MAGA
VOOV

Volatility

MAGA vs. VOOV - Volatility Comparison

Point Bridge GOP Stock Tracker ETF (MAGA) has a higher volatility of 4.78% compared to Vanguard S&P 500 Value ETF (VOOV) at 3.32%. This indicates that MAGA's price experiences larger fluctuations and is considered to be riskier than VOOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.78%
3.32%
MAGA
VOOV