SDIV vs. VHYAX
Compare and contrast key facts about Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX).
SDIV is a passively managed fund by Global X that tracks the performance of the Solactive Global SuperDividend Index. It was launched on Jun 8, 2011. VHYAX is managed by Vanguard. It was launched on Feb 7, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SDIV or VHYAX.
Key characteristics
| SDIV | VHYAX | |
|---|---|---|
| YTD Return | 6.29% | 21.17% |
| 1Y Return | 18.62% | 34.39% |
| 3Y Return (Ann) | -7.21% | 9.64% |
| 5Y Return (Ann) | -6.81% | 11.09% |
| Sharpe Ratio | 1.17 | 3.09 |
| Sortino Ratio | 1.63 | 4.36 |
| Omega Ratio | 1.20 | 1.57 |
| Calmar Ratio | 0.37 | 4.48 |
| Martin Ratio | 5.22 | 20.22 |
| Ulcer Index | 3.36% | 1.64% |
| Daily Std Dev | 15.04% | 10.76% |
| Max Drawdown | -56.90% | -35.14% |
| Current Drawdown | -37.22% | 0.00% |
Correlation
The correlation between SDIV and VHYAX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
SDIV vs. VHYAX - Performance Comparison
In the year-to-date period, SDIV achieves a 6.29% return, which is significantly lower than VHYAX's 21.17% 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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SDIV vs. VHYAX - Expense Ratio Comparison
SDIV has a 0.58% expense ratio, which is higher than VHYAX's 0.08% expense ratio.
Risk-Adjusted Performance
SDIV vs. VHYAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX). 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
SDIV vs. VHYAX - Dividend Comparison
SDIV's dividend yield for the trailing twelve months is around 10.77%, more than VHYAX's 2.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SDIV Global X SuperDividend ETF | 10.77% | 11.73% | 14.17% | 8.95% | 7.96% | 8.74% | 9.22% | 6.66% | 6.95% | 7.33% | 6.45% | 6.89% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.72% | 3.10% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SDIV vs. VHYAX - Drawdown Comparison
The maximum SDIV drawdown since its inception was -56.90%, which is greater than VHYAX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for SDIV and VHYAX. For additional features, visit the drawdowns tool.
Volatility
SDIV vs. VHYAX - Volatility Comparison
Global X SuperDividend ETF (SDIV) and Vanguard High Dividend Yield Index Fund Admiral Shares (VHYAX) have volatilities of 3.76% and 3.93%, 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.