PortfoliosLab logoPortfoliosLab logo
MAKX vs. VOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MAKX vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P Kensho Smart Factories ETF (MAKX) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MAKX achieves a 33.58% return, which is significantly higher than VOX's -1.04% return.


MAKX

1D
-3.25%
1M
-4.07%
6M
22.41%
YTD
33.58%
1Y
41.45%
3Y*
21.16%
5Y*
10Y*

VOX

1D
-0.43%
1M
2.04%
6M
-1.88%
YTD
-1.04%
1Y
14.03%
3Y*
21.50%
5Y*
6.98%
10Y*
8.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MAKX vs. VOX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MAKX
ProShares S&P Kensho Smart Factories ETF
33.58%21.63%8.27%26.03%-26.41%3.10%
VOX
Vanguard Communication Services ETF
-1.04%26.27%33.12%44.81%-38.85%-3.62%

Correlation

The correlation between MAKX and VOX is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2021

0.68

Over the past year, the correlation between MAKX and VOX has dropped to 0.45 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MAKX vs. VOX — Risk / Return Rank

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

MAKX
MAKX Risk / Return Rank: 5151
Overall Rank
MAKX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
MAKX Sortino Ratio Rank: 4444
Sortino Ratio Rank
MAKX Omega Ratio Rank: 4343
Omega Ratio Rank
MAKX Calmar Ratio Rank: 6565
Calmar Ratio Rank
MAKX Martin Ratio Rank: 5454
Martin Ratio Rank

VOX
VOX Risk / Return Rank: 2929
Overall Rank
VOX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VOX Omega Ratio Rank: 2828
Omega Ratio Rank
VOX Calmar Ratio Rank: 2626
Calmar Ratio Rank
VOX Martin Ratio Rank: 3030
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.

MAKX vs. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P Kensho Smart Factories ETF (MAKX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MAKXVOXDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.49

Omega ratioGain probability vs. loss probability

1.23

1.16

+0.07

Calmar ratioReturn relative to maximum drawdown

2.59

1.04

+1.56

Martin ratioReturn relative to average drawdown

7.21

3.42

+3.79

MAKX vs. VOX - Sharpe Ratio Comparison

The current MAKX Sharpe Ratio is 1.30, which is higher than the VOX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of MAKX and VOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

MAKX vs. VOX - Drawdown Comparison

The maximum MAKX drawdown since its inception was -40.27%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for MAKX and VOX.


Loading charts...

Drawdown Indicators


MAKXVOXDifference

Max Drawdown

Largest peak-to-trough decline

-40.27%

-57.18%

+16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-16.05%

-13.56%

-2.49%

Max Drawdown (3Y)

Largest decline over 3 years

-29.76%

-21.15%

-8.61%

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

-10.77%

-4.36%

-6.41%

Average Drawdown

Average peak-to-trough decline

-16.38%

-11.88%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.76%

4.11%

+1.65%

Volatility

MAKX vs. VOX - Volatility Comparison

ProShares S&P Kensho Smart Factories ETF (MAKX) has a higher volatility of 14.36% compared to Vanguard Communication Services ETF (VOX) at 6.25%. This indicates that MAKX'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.


Loading charts...

Volatility by Period


MAKXVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.36%

6.25%

+8.11%

Volatility (6M)

Calculated over the trailing 6-month period

25.00%

12.61%

+12.39%

Volatility (1Y)

Calculated over the trailing 1-year period

32.23%

16.17%

+16.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.84%

21.31%

+7.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.84%

20.94%

+7.90%

MAKX vs. VOX - Expense Ratio Comparison

MAKX has a 0.58% expense ratio, which is higher than VOX's 0.09% expense ratio.


Dividends

MAKX vs. VOX - Dividend Comparison

MAKX's dividend yield for the trailing twelve months is around 0.14%, less than VOX's 1.03% yield.


PositionTTM20252024202320222021202020192018201720162015
MAKX
ProShares S&P Kensho Smart Factories ETF
0.14%0.15%0.24%0.52%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.03%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Frequently Asked Questions


MAKX and VOX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MAKX has higher volatility (14.36%) compared to VOX (6.25%). In terms of maximum drawdown, MAKX dropped -40.27% vs VOX's -57.18%.

On 3-year performance, VOX leads with 21.50% vs 21.16% for MAKX. On fees, VOX is cheaper at 0.09% per year. On volatility, VOX has been the lower-risk option at 6.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VOX has performed better with a 21.50% return vs 21.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VOX is cheaper with a 0.09% expense ratio, compared with 0.58% for MAKX.

VOX has the higher dividend yield at 1.03%, compared with 0.14% for MAKX.

MAKX is categorized as Technology Equities, while VOX is Communications Equities. MAKX tracks S&P Kensho Smart Factories Index, while VOX tracks MSCI US Investable Market Communication Services 25/50 Index. They also come from different issuers: ProShares and Vanguard. Their fees differ too: 0.58% for MAKX and 0.09% for VOX.

MAKX currently has the higher Sharpe Ratio (1.29 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MAKX and VOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer