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MAGS vs. VOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MAGS vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven ETF (MAGS) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

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MAGS vs. VOX - Yearly Performance Comparison


2026 (YTD)202520242023
MAGS
Roundhill Magnificent Seven ETF
-12.16%22.99%63.97%37.32%
VOX
Vanguard Communication Services ETF
-6.90%26.27%33.12%21.29%

Returns By Period

In the year-to-date period, MAGS achieves a -12.16% return, which is significantly lower than VOX's -6.90% return.


MAGS

1D
4.60%
1M
-5.56%
YTD
-12.16%
6M
-9.36%
1Y
28.20%
3Y*
5Y*
10Y*

VOX

1D
3.50%
1M
-6.17%
YTD
-6.90%
6M
-3.66%
1Y
22.45%
3Y*
24.33%
5Y*
7.40%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MAGS vs. VOX - Expense Ratio Comparison

MAGS has a 0.29% expense ratio, which is higher than VOX's 0.10% expense ratio.


Return for Risk

MAGS vs. VOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAGS
MAGS Risk / Return Rank: 6262
Overall Rank
MAGS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MAGS Sortino Ratio Rank: 6767
Sortino Ratio Rank
MAGS Omega Ratio Rank: 6262
Omega Ratio Rank
MAGS Calmar Ratio Rank: 6363
Calmar Ratio Rank
MAGS Martin Ratio Rank: 5858
Martin Ratio Rank

VOX
VOX Risk / Return Rank: 6868
Overall Rank
VOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 7272
Sortino Ratio Rank
VOX Omega Ratio Rank: 6767
Omega Ratio Rank
VOX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VOX Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MAGS vs. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven ETF (MAGS) and Vanguard Communication Services ETF (VOX). 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.


MAGSVOXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.11

-0.12

Sortino ratio

Return per unit of downside risk

1.61

1.72

-0.11

Omega ratio

Gain probability vs. loss probability

1.21

1.23

-0.02

Calmar ratio

Return relative to maximum drawdown

1.49

1.67

-0.18

Martin ratio

Return relative to average drawdown

5.25

6.24

-0.99

MAGS vs. VOX - Sharpe Ratio Comparison

The current MAGS Sharpe Ratio is 0.99, which is comparable to the VOX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of MAGS and VOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MAGSVOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.11

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.42

+0.91

Correlation

The correlation between MAGS and VOX is 0.77, 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.


Dividends

MAGS vs. VOX - Dividend Comparison

MAGS's dividend yield for the trailing twelve months is around 1.68%, more than VOX's 1.05% yield.


TTM20252024202320222021202020192018201720162015
MAGS
Roundhill Magnificent Seven ETF
1.68%1.48%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.05%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Drawdowns

MAGS vs. VOX - Drawdown Comparison

The maximum MAGS drawdown since its inception was -29.91%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for MAGS and VOX.


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Drawdown Indicators


MAGSVOXDifference

Max Drawdown

Largest peak-to-trough decline

-29.91%

-57.18%

+27.27%

Max Drawdown (1Y)

Largest decline over 1 year

-18.62%

-13.56%

-5.06%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-14.87%

-10.03%

-4.84%

Average Drawdown

Average peak-to-trough decline

-4.75%

-11.99%

+7.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.29%

3.64%

+1.65%

Volatility

MAGS vs. VOX - Volatility Comparison

Roundhill Magnificent Seven ETF (MAGS) has a higher volatility of 8.36% compared to Vanguard Communication Services ETF (VOX) at 6.40%. This indicates that MAGS's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MAGSVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

6.40%

+1.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

11.80%

+3.65%

Volatility (1Y)

Calculated over the trailing 1-year period

28.68%

20.34%

+8.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.29%

21.19%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.29%

20.87%

+5.42%