RIET vs. VTSAX
Compare and contrast key facts about Hoya Capital High Dividend Yield ETF (RIET) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
RIET is a passively managed fund by Pettee Investors that tracks the performance of the Hoya Capital High Dividend Yield Index. It was launched on Sep 21, 2021. 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: RIET or VTSAX.
Key characteristics
| RIET | VTSAX | |
|---|---|---|
| YTD Return | 7.78% | 26.64% |
| 1Y Return | 28.07% | 38.74% |
| 3Y Return (Ann) | -2.96% | 8.84% |
| Sharpe Ratio | 1.57 | 3.22 |
| Sortino Ratio | 2.26 | 4.27 |
| Omega Ratio | 1.29 | 1.60 |
| Calmar Ratio | 0.95 | 4.77 |
| Martin Ratio | 5.42 | 20.94 |
| Ulcer Index | 5.34% | 1.95% |
| Daily Std Dev | 18.40% | 12.64% |
| Max Drawdown | -34.61% | -55.34% |
| Current Drawdown | -10.36% | 0.00% |
Correlation
The correlation between RIET and VTSAX is 0.69, 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.
Performance
RIET vs. VTSAX - Performance Comparison
In the year-to-date period, RIET achieves a 7.78% return, which is significantly lower than VTSAX's 26.64% 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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RIET vs. VTSAX - Expense Ratio Comparison
RIET has a 0.50% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
RIET vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hoya Capital High Dividend Yield ETF (RIET) 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
RIET vs. VTSAX - Dividend Comparison
RIET's dividend yield for the trailing twelve months is around 9.45%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIET Hoya Capital High Dividend Yield ETF | 9.45% | 9.38% | 9.38% | 2.01% | 0.00% | 0.00% | 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
RIET vs. VTSAX - Drawdown Comparison
The maximum RIET drawdown since its inception was -34.61%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for RIET and VTSAX. For additional features, visit the drawdowns tool.
Volatility
RIET vs. VTSAX - Volatility Comparison
Hoya Capital High Dividend Yield ETF (RIET) has a higher volatility of 4.51% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.03%. This indicates that RIET'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.