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RAYS vs. VFH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RAYS vs. VFH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Solar ETF (RAYS) and Vanguard Financials ETF (VFH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RAYS

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

VFH

1D
1.34%
1M
4.78%
YTD
-1.58%
6M
-1.74%
1Y
7.62%
3Y*
19.69%
5Y*
9.36%
10Y*
13.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RAYS vs. VFH - Yearly Performance Comparison


RAYS vs. VFH - Sectors Allocation Comparison


Sectors
RAYS
VFH

Technology

66.9%
2.1%

Industrials

21.4%
0.2%

Utilities

6.8%

-

Consumer Cyclical

4.0%
0.0%

Basic Materials

0.9%

-

Communication Services

-

0.0%

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

96.8%

Healthcare

-

0.1%

Real Estate

-

0.8%

Technology

RAYS
66.9%
VFH
2.1%

Industrials

RAYS
21.4%
VFH
0.2%

Utilities

RAYS
6.8%
VFH

-

Consumer Cyclical

RAYS
4.0%
VFH
0.0%

Basic Materials

RAYS
0.9%
VFH

-

Communication Services

RAYS

-

VFH
0.0%

Consumer Defensive

RAYS

-

VFH

-

Energy

RAYS

-

VFH

-

Financial Services

RAYS

-

VFH
96.8%

Healthcare

RAYS

-

VFH
0.1%

Real Estate

RAYS

-

VFH
0.8%

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Return for Risk

RAYS vs. VFH — Risk / Return Rank

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

RAYS

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


VFH
VFH Risk / Return Rank: 1717
Overall Rank
VFH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VFH Sortino Ratio Rank: 1717
Sortino Ratio Rank
VFH Omega Ratio Rank: 1717
Omega Ratio Rank
VFH Calmar Ratio Rank: 1616
Calmar Ratio Rank
VFH Martin Ratio Rank: 1616
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.

RAYS vs. VFH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Solar ETF (RAYS) and Vanguard Financials ETF (VFH). 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.


RAYSVFHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.52

Martin ratioReturn relative to average drawdown

1.35

RAYS vs. VFH - Sharpe Ratio Comparison


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Drawdowns

RAYS vs. VFH - Drawdown Comparison

The maximum RAYS drawdown since its inception was 0.00%, smaller than the maximum VFH drawdown of -78.61%. Use the drawdown chart below to compare losses from any high point for RAYS and VFH.


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Drawdown Indicators


RAYSVFHDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-78.61%

+78.61%

Max Drawdown (1Y)

Largest decline over 1 year

-14.75%

Max Drawdown (3Y)

Largest decline over 3 years

-17.30%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

Current Drawdown

Current decline from peak

0.00%

-4.57%

+4.57%

Average Drawdown

Average peak-to-trough decline

0.00%

-18.52%

+18.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

Volatility

RAYS vs. VFH - Volatility Comparison


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Volatility by Period


RAYSVFHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

15.06%

-15.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

19.34%

-19.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.55%

-22.55%

RAYS vs. VFH - Expense Ratio Comparison

RAYS has a 0.50% expense ratio, which is higher than VFH's 0.09% expense ratio.


Dividends

RAYS vs. VFH - Dividend Comparison

RAYS has not paid dividends to shareholders, while VFH's dividend yield for the trailing twelve months is around 1.48%.


PositionTTM20252024202320222021202020192018201720162015
RAYS
Global X Solar ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFH
Vanguard Financials ETF
1.48%1.55%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%

Frequently Asked Questions


On fees, VFH is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VFH is cheaper with a 0.09% expense ratio, compared with 0.50% for RAYS.

VFH has the higher dividend yield at 1.48%, compared with 0.00% for RAYS.

RAYS is categorized as Alternative Energy Equities, while VFH is Financials Equities. RAYS tracks Solactive Solar Index, while VFH tracks MSCI US Investable Market Financials 25/50 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.50% for RAYS and 0.09% for VFH.

Portfolio Optimizer

Find the right allocation for RAYS and VFH

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