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RIET vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

RIET vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hoya Capital High Dividend Yield ETF (RIET) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.62%
12.43%
RIET
VTSAX

Returns By Period

In the year-to-date period, RIET achieves a 5.50% return, which is significantly lower than VTSAX's 24.67% return.


RIET

YTD

5.50%

1M

-4.61%

6M

8.55%

1Y

19.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

VTSAX

YTD

24.67%

1M

1.37%

6M

12.08%

1Y

32.15%

5Y (annualized)

14.98%

10Y (annualized)

12.62%

Key characteristics


RIETVTSAX
Sharpe Ratio1.142.64
Sortino Ratio1.653.52
Omega Ratio1.211.48
Calmar Ratio0.743.87
Martin Ratio3.7216.85
Ulcer Index5.38%1.96%
Daily Std Dev17.49%12.56%
Max Drawdown-34.55%-55.34%
Current Drawdown-12.16%-1.55%

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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.


RIET
Hoya Capital High Dividend Yield ETF
Expense ratio chart for RIET: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.7

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.

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.


Sharpe ratio
The chart of Sharpe ratio for RIET, currently valued at 1.14, compared to the broader market0.002.004.006.001.142.64
The chart of Sortino ratio for RIET, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.0012.001.653.52
The chart of Omega ratio for RIET, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.001.211.48
The chart of Calmar ratio for RIET, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.743.87
The chart of Martin ratio for RIET, currently valued at 3.72, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.7216.85
RIET
VTSAX

The current RIET Sharpe Ratio is 1.14, which is lower than the VTSAX Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of RIET and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.14
2.64
RIET
VTSAX

Dividends

RIET vs. VTSAX - Dividend Comparison

RIET's dividend yield for the trailing twelve months is around 9.74%, more than VTSAX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
RIET
Hoya Capital High Dividend Yield ETF
9.74%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
1.27%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 -34.55%, 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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.16%
-1.55%
RIET
VTSAX

Volatility

RIET vs. VTSAX - Volatility Comparison

Hoya Capital High Dividend Yield ETF (RIET) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.05% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.05%
4.26%
RIET
VTSAX