REFI vs. VGT
Compare and contrast key facts about Chicago Atlantic Real Estate Finance, Inc. (REFI) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: REFI or VGT.
Performance
REFI vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, REFI achieves a 7.46% return, which is significantly lower than VGT's 27.15% return.
REFI
7.46%
1.86%
7.72%
19.36%
N/A
N/A
VGT
27.15%
1.43%
13.73%
33.30%
22.49%
20.69%
Key characteristics
| REFI | VGT | |
|---|---|---|
| Sharpe Ratio | 1.16 | 1.67 |
| Sortino Ratio | 1.66 | 2.20 |
| Omega Ratio | 1.21 | 1.30 |
| Calmar Ratio | 2.20 | 2.31 |
| Martin Ratio | 5.65 | 8.30 |
| Ulcer Index | 3.71% | 4.24% |
| Daily Std Dev | 18.02% | 21.02% |
| Max Drawdown | -26.55% | -54.63% |
| Current Drawdown | -0.19% | -2.14% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between REFI and VGT is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
REFI vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chicago Atlantic Real Estate Finance, Inc. (REFI) and Vanguard Information Technology ETF (VGT). 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
REFI vs. VGT - Dividend Comparison
REFI's dividend yield for the trailing twelve months is around 13.66%, more than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REFI Chicago Atlantic Real Estate Finance, Inc. | 13.66% | 13.41% | 13.93% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
REFI vs. VGT - Drawdown Comparison
The maximum REFI drawdown since its inception was -26.55%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for REFI and VGT. For additional features, visit the drawdowns tool.
Volatility
REFI vs. VGT - Volatility Comparison
The current volatility for Chicago Atlantic Real Estate Finance, Inc. (REFI) is 3.82%, while Vanguard Information Technology ETF (VGT) has a volatility of 6.62%. This indicates that REFI experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.