NERD vs. VTSAX
Compare and contrast key facts about Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
NERD is a passively managed fund by Roundhill Investments that tracks the performance of the Roundhill BITKRAFT Esports Index. It was launched on Jun 4, 2019. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NERD or VTSAX.
Performance
NERD vs. VTSAX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with NERD having a 27.26% return and VTSAX slightly lower at 26.28%.
NERD
27.26%
13.46%
27.66%
33.28%
6.15%
N/A
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| NERD | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.80 | 2.68 |
| Sortino Ratio | 2.52 | 3.57 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 0.53 | 3.93 |
| Martin Ratio | 9.10 | 17.10 |
| Ulcer Index | 3.66% | 1.97% |
| Daily Std Dev | 18.46% | 12.56% |
| Max Drawdown | -65.58% | -55.34% |
| Current Drawdown | -47.85% | -0.28% |
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NERD vs. VTSAX - Expense Ratio Comparison
NERD has a 0.25% expense ratio, which is higher than VTSAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between NERD and VTSAX is 0.68, 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.
Risk-Adjusted Performance
NERD vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
NERD vs. VTSAX - Dividend Comparison
NERD's dividend yield for the trailing twelve months is around 0.84%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NERD Roundhill BITKRAFT Esports & Digital Entertainment ETF | 0.84% | 1.07% | 0.69% | 0.02% | 1.05% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NERD vs. VTSAX - Drawdown Comparison
The maximum NERD drawdown since its inception was -65.58%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NERD and VTSAX. For additional features, visit the drawdowns tool.
Volatility
NERD vs. VTSAX - Volatility Comparison
Roundhill BITKRAFT Esports & Digital Entertainment ETF (NERD) has a higher volatility of 6.87% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that NERD's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.