NANC vs. SWPPX
Compare and contrast key facts about Subversive Unusual Whales Democratic ETF (NANC) and Schwab S&P 500 Index Fund (SWPPX).
NANC is an actively managed fund by Subversive. It was launched on Feb 7, 2023. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NANC or SWPPX.
Key characteristics
| NANC | SWPPX | |
|---|---|---|
| YTD Return | 30.25% | 26.88% |
| 1Y Return | 42.34% | 37.54% |
| Sharpe Ratio | 2.83 | 3.03 |
| Sortino Ratio | 3.65 | 4.03 |
| Omega Ratio | 1.52 | 1.57 |
| Calmar Ratio | 3.83 | 4.42 |
| Martin Ratio | 16.52 | 19.97 |
| Ulcer Index | 2.56% | 1.87% |
| Daily Std Dev | 14.97% | 12.34% |
| Max Drawdown | -11.06% | -55.06% |
| Current Drawdown | -0.15% | -0.29% |
Correlation
The correlation between NANC and SWPPX 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.
Performance
NANC vs. SWPPX - Performance Comparison
In the year-to-date period, NANC achieves a 30.25% return, which is significantly higher than SWPPX's 26.88% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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NANC vs. SWPPX - Expense Ratio Comparison
NANC has a 0.75% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
NANC vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Subversive Unusual Whales Democratic ETF (NANC) and Schwab S&P 500 Index Fund (SWPPX). 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.
Dividends
NANC vs. SWPPX - Dividend Comparison
NANC's dividend yield for the trailing twelve months is around 0.72%, less than SWPPX's 1.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NANC Subversive Unusual Whales Democratic ETF | 0.72% | 0.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 1.13% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
NANC vs. SWPPX - Drawdown Comparison
The maximum NANC drawdown since its inception was -11.06%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for NANC and SWPPX. For additional features, visit the drawdowns tool.
Volatility
NANC vs. SWPPX - Volatility Comparison
Subversive Unusual Whales Democratic ETF (NANC) has a higher volatility of 4.34% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.85%. This indicates that NANC's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.