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MJUS vs. VFMV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MJUS vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ETFMG U.S. Alternative Harvest ETF (MJUS) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

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MJUS vs. VFMV - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%27.88%-17.41%-66.89%-39.41%
VFMV
Vanguard U.S. Minimum Volatility ETF
2.55%10.52%16.91%8.86%-5.73%12.54%

Returns By Period


MJUS

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

VFMV

1D
1.45%
1M
-4.47%
YTD
2.55%
6M
2.66%
1Y
7.33%
3Y*
12.70%
5Y*
9.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MJUS vs. VFMV - Expense Ratio Comparison

MJUS has a 0.75% expense ratio, which is higher than VFMV's 0.13% expense ratio.


Return for Risk

MJUS vs. VFMV — Risk / Return Rank

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

MJUS

VFMV
VFMV Risk / Return Rank: 3737
Overall Rank
VFMV Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VFMV Sortino Ratio Rank: 3333
Sortino Ratio Rank
VFMV Omega Ratio Rank: 3333
Omega Ratio Rank
VFMV Calmar Ratio Rank: 3838
Calmar Ratio Rank
VFMV Martin Ratio Rank: 4545
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.

MJUS vs. VFMV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ETFMG U.S. Alternative Harvest ETF (MJUS) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MJUS vs. VFMV - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MJUSVFMVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

Correlation

The correlation between MJUS and VFMV is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MJUS vs. VFMV - Dividend Comparison

MJUS has not paid dividends to shareholders, while VFMV's dividend yield for the trailing twelve months is around 2.04%.


TTM20252024202320222021202020192018
MJUS
ETFMG U.S. Alternative Harvest ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFMV
Vanguard U.S. Minimum Volatility ETF
2.04%2.12%1.46%2.20%2.08%1.31%2.14%2.43%2.29%

Drawdowns

MJUS vs. VFMV - Drawdown Comparison


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Drawdown Indicators


MJUSVFMVDifference

Max Drawdown

Largest peak-to-trough decline

-33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.41%

Current Drawdown

Current decline from peak

-4.59%

Average Drawdown

Average peak-to-trough decline

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

MJUS vs. VFMV - Volatility Comparison


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Volatility by Period


MJUSVFMVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.44%

Volatility (6M)

Calculated over the trailing 6-month period

6.62%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.35%