SDFIX vs. VGT
Compare and contrast key facts about Swan Defined Risk Emerging Markets Fund (SDFIX) and Vanguard Information Technology ETF (VGT).
SDFIX is managed by Swan. It was launched on Dec 29, 2014. 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: SDFIX or VGT.
Correlation
The correlation between SDFIX and VGT is 0.60, 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
SDFIX vs. VGT - Performance Comparison
Key characteristics
SDFIX:
0.30
VGT:
1.11
SDFIX:
0.47
VGT:
1.53
SDFIX:
1.06
VGT:
1.21
SDFIX:
0.17
VGT:
1.63
SDFIX:
0.86
VGT:
5.67
SDFIX:
3.58%
VGT:
4.39%
SDFIX:
10.27%
VGT:
22.45%
SDFIX:
-28.73%
VGT:
-54.63%
SDFIX:
-13.61%
VGT:
-3.56%
Returns By Period
In the year-to-date period, SDFIX achieves a 1.23% return, which is significantly higher than VGT's 0.38% return. Over the past 10 years, SDFIX has underperformed VGT with an annualized return of -0.31%, while VGT has yielded a comparatively higher 20.27% annualized return.
SDFIX
1.23%
1.92%
-1.19%
2.52%
1.10%
-0.31%
VGT
0.38%
-3.27%
7.91%
22.00%
19.73%
20.27%
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SDFIX vs. VGT - Expense Ratio Comparison
SDFIX has a 1.40% expense ratio, which is higher than VGT's 0.10% expense ratio.
Risk-Adjusted Performance
SDFIX vs. VGT — Risk-Adjusted Performance Rank
SDFIX
VGT
SDFIX vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Swan Defined Risk Emerging Markets Fund (SDFIX) 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
SDFIX vs. VGT - Dividend Comparison
SDFIX's dividend yield for the trailing twelve months is around 2.85%, more than VGT's 0.60% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDFIX Swan Defined Risk Emerging Markets Fund | 2.85% | 2.88% | 0.87% | 1.51% | 0.19% | 1.51% | 0.87% | 0.61% | 0.00% | 0.00% | 1.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.60% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
Drawdowns
SDFIX vs. VGT - Drawdown Comparison
The maximum SDFIX drawdown since its inception was -28.73%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for SDFIX and VGT. For additional features, visit the drawdowns tool.
Volatility
SDFIX vs. VGT - Volatility Comparison
The current volatility for Swan Defined Risk Emerging Markets Fund (SDFIX) is 2.09%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.86%. This indicates that SDFIX 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.