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MOO vs. FHLC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MOO and FHLC is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

MOO vs. FHLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Vectors Agribusiness ETF (MOO) and Fidelity MSCI Health Care Index ETF (FHLC). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
57.31%
207.00%
MOO
FHLC

Key characteristics

Sharpe Ratio

MOO:

-0.68

FHLC:

0.51

Sortino Ratio

MOO:

-0.87

FHLC:

0.77

Omega Ratio

MOO:

0.90

FHLC:

1.10

Calmar Ratio

MOO:

-0.27

FHLC:

0.47

Martin Ratio

MOO:

-1.67

FHLC:

1.61

Ulcer Index

MOO:

5.75%

FHLC:

3.57%

Daily Std Dev

MOO:

14.01%

FHLC:

11.33%

Max Drawdown

MOO:

-69.53%

FHLC:

-28.76%

Current Drawdown

MOO:

-34.99%

FHLC:

-11.23%

Returns By Period

In the year-to-date period, MOO achieves a -12.16% return, which is significantly lower than FHLC's 2.58% return. Over the past 10 years, MOO has underperformed FHLC with an annualized return of 4.07%, while FHLC has yielded a comparatively higher 8.85% annualized return.


MOO

YTD

-12.16%

1M

-4.54%

6M

-4.67%

1Y

-10.88%

5Y*

1.14%

10Y*

4.07%

FHLC

YTD

2.58%

1M

-3.28%

6M

-4.22%

1Y

4.27%

5Y*

7.13%

10Y*

8.85%

Compare stocks, funds, or ETFs

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


MOO vs. FHLC - Expense Ratio Comparison

MOO has a 0.54% expense ratio, which is higher than FHLC's 0.08% expense ratio.


MOO
VanEck Vectors Agribusiness ETF
Expense ratio chart for MOO: current value at 0.54% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.54%
Expense ratio chart for FHLC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MOO vs. FHLC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Vectors Agribusiness ETF (MOO) and Fidelity MSCI Health Care Index ETF (FHLC). 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 MOO, currently valued at -0.68, compared to the broader market0.002.004.00-0.680.51
The chart of Sortino ratio for MOO, currently valued at -0.87, compared to the broader market-2.000.002.004.006.008.0010.00-0.870.77
The chart of Omega ratio for MOO, currently valued at 0.90, compared to the broader market0.501.001.502.002.503.000.901.10
The chart of Calmar ratio for MOO, currently valued at -0.27, compared to the broader market0.005.0010.0015.00-0.270.47
The chart of Martin ratio for MOO, currently valued at -1.67, compared to the broader market0.0020.0040.0060.0080.00100.00-1.671.61
MOO
FHLC

The current MOO Sharpe Ratio is -0.68, which is lower than the FHLC Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of MOO and FHLC, 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 Ratio-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-0.68
0.51
MOO
FHLC

Dividends

MOO vs. FHLC - Dividend Comparison

MOO has not paid dividends to shareholders, while FHLC's dividend yield for the trailing twelve months is around 1.51%.


TTM20232022202120202019201820172016201520142013
MOO
VanEck Vectors Agribusiness ETF
0.00%2.94%2.15%1.17%1.10%1.32%1.69%1.44%2.14%2.89%3.21%1.91%
FHLC
Fidelity MSCI Health Care Index ETF
1.51%1.40%1.30%1.16%1.45%1.18%2.14%1.38%1.40%2.07%1.03%0.20%

Drawdowns

MOO vs. FHLC - Drawdown Comparison

The maximum MOO drawdown since its inception was -69.53%, which is greater than FHLC's maximum drawdown of -28.76%. Use the drawdown chart below to compare losses from any high point for MOO and FHLC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-34.99%
-11.23%
MOO
FHLC

Volatility

MOO vs. FHLC - Volatility Comparison

VanEck Vectors Agribusiness ETF (MOO) has a higher volatility of 4.75% compared to Fidelity MSCI Health Care Index ETF (FHLC) at 3.56%. This indicates that MOO's price experiences larger fluctuations and is considered to be riskier than FHLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
4.75%
3.56%
MOO
FHLC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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