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RAAX vs. AVGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAAX vs. AVGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Inflation Allocation ETF (RAAX) and Broadcom Inc. (AVGO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RAAX achieves a 17.64% return, which is significantly higher than AVGO's 10.62% return.


RAAX

1D
2.26%
1M
-1.84%
YTD
17.64%
6M
17.56%
1Y
32.08%
3Y*
21.35%
5Y*
13.17%
10Y*

AVGO

1D
-0.91%
1M
-10.14%
YTD
10.62%
6M
6.58%
1Y
54.87%
3Y*
67.17%
5Y*
55.09%
10Y*
40.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAAX vs. AVGO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
RAAX
VanEck Inflation Allocation ETF
17.64%26.74%12.50%6.71%1.51%21.56%-8.27%6.14%-2.41%
AVGO
Broadcom Inc.
10.62%50.63%110.49%104.18%-13.27%56.48%44.88%29.05%11.02%

Correlation

The correlation between RAAX and AVGO is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.09

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

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

0.30

Over the past year, the correlation between RAAX and AVGO has dropped to 0.09 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

RAAX vs. AVGO — Risk / Return Rank

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

RAAX
RAAX Risk / Return Rank: 8585
Overall Rank
RAAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
RAAX Sortino Ratio Rank: 8181
Sortino Ratio Rank
RAAX Omega Ratio Rank: 8383
Omega Ratio Rank
RAAX Calmar Ratio Rank: 8989
Calmar Ratio Rank
RAAX Martin Ratio Rank: 8888
Martin Ratio Rank

AVGO
AVGO Risk / Return Rank: 7474
Overall Rank
AVGO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AVGO Sortino Ratio Rank: 7171
Sortino Ratio Rank
AVGO Omega Ratio Rank: 7272
Omega Ratio Rank
AVGO Calmar Ratio Rank: 7474
Calmar Ratio Rank
AVGO Martin Ratio Rank: 7474
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.

RAAX vs. AVGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Inflation Allocation ETF (RAAX) and Broadcom Inc. (AVGO). 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.


RAAXAVGODifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.41

Omega ratioGain probability vs. loss probability

1.43

1.22

+0.21

Calmar ratioReturn relative to maximum drawdown

4.68

1.77

+2.91

Martin ratioReturn relative to average drawdown

16.90

4.11

+12.79

RAAX vs. AVGO - Sharpe Ratio Comparison

The current RAAX Sharpe Ratio is 2.37, which is higher than the AVGO Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of RAAX and AVGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RAAX vs. AVGO - Drawdown Comparison

The maximum RAAX drawdown since its inception was -33.91%, smaller than the maximum AVGO drawdown of -48.30%. Use the drawdown chart below to compare losses from any high point for RAAX and AVGO.


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Drawdown Indicators


RAAXAVGODifference

Max Drawdown

Largest peak-to-trough decline

-33.91%

-48.30%

+14.39%

Max Drawdown (1Y)

Largest decline over 1 year

-7.17%

-28.67%

+21.50%

Max Drawdown (3Y)

Largest decline over 3 years

-11.59%

-41.15%

+29.56%

Max Drawdown (5Y)

Largest decline over 5 years

-23.55%

-41.15%

+17.60%

Max Drawdown (10Y)

Largest decline over 10 years

-48.30%

Current Drawdown

Current decline from peak

-3.77%

-20.66%

+16.89%

Average Drawdown

Average peak-to-trough decline

-6.77%

-7.98%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.98%

12.30%

-10.32%

Volatility

RAAX vs. AVGO - Volatility Comparison

The current volatility for VanEck Inflation Allocation ETF (RAAX) is 4.67%, while Broadcom Inc. (AVGO) has a volatility of 20.53%. This indicates that RAAX experiences smaller price fluctuations and is considered to be less risky than AVGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RAAXAVGODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

20.53%

-15.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.21%

35.04%

-22.83%

Volatility (1Y)

Calculated over the trailing 1-year period

14.18%

45.57%

-31.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

43.39%

-27.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

39.52%

-23.73%

Dividends

RAAX vs. AVGO - Dividend Comparison

RAAX's dividend yield for the trailing twelve months is around 1.99%, more than AVGO's 0.65% yield.


PositionTTM20252024202320222021202020192018201720162015
AVGO
Broadcom Inc.
0.65%0.70%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%
RAAX
VanEck Inflation Allocation ETF
1.99%2.34%1.91%3.66%1.53%8.72%6.27%2.37%0.56%0.00%0.00%0.00%

Frequently Asked Questions


RAAX and AVGO have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVGO has higher volatility (20.53%) compared to RAAX (4.67%). In terms of maximum drawdown, RAAX dropped -33.91% vs AVGO's -48.30%.

RAAX currently has the higher Sharpe Ratio (2.37 vs 1.11), 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.

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