STCE vs. VIGIX
Compare and contrast key facts about Schwab Crypto Thematic ETF (STCE) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
STCE is a passively managed fund by Schwab Funds that tracks the performance of the Schwab Crypto Thematic Index. It was launched on Aug 4, 2022. VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STCE or VIGIX.
Key characteristics
| STCE | VIGIX | |
|---|---|---|
| YTD Return | 55.80% | 31.87% |
| 1Y Return | 133.79% | 39.57% |
| Sharpe Ratio | 2.37 | 2.50 |
| Sortino Ratio | 3.03 | 3.19 |
| Omega Ratio | 1.34 | 1.46 |
| Calmar Ratio | 4.44 | 3.28 |
| Martin Ratio | 9.47 | 12.94 |
| Ulcer Index | 14.27% | 3.28% |
| Daily Std Dev | 56.90% | 16.98% |
| Max Drawdown | -47.19% | -57.17% |
| Current Drawdown | -7.22% | -0.10% |
Correlation
The correlation between STCE and VIGIX is 0.61, 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
STCE vs. VIGIX - Performance Comparison
In the year-to-date period, STCE achieves a 55.80% return, which is significantly higher than VIGIX's 31.87% 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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STCE vs. VIGIX - Expense Ratio Comparison
STCE has a 0.30% expense ratio, which is higher than VIGIX's 0.04% expense ratio.
Risk-Adjusted Performance
STCE vs. VIGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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
STCE vs. VIGIX - Dividend Comparison
STCE's dividend yield for the trailing twelve months is around 0.22%, less than VIGIX's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STCE Schwab Crypto Thematic ETF | 0.22% | 0.31% | 1.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIGIX Vanguard Growth Index Fund Institutional Shares | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.15% | 1.40% | 1.31% | 1.22% | 1.20% |
Drawdowns
STCE vs. VIGIX - Drawdown Comparison
The maximum STCE drawdown since its inception was -47.19%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for STCE and VIGIX. For additional features, visit the drawdowns tool.
Volatility
STCE vs. VIGIX - Volatility Comparison
Schwab Crypto Thematic ETF (STCE) has a higher volatility of 25.36% compared to Vanguard Growth Index Fund Institutional Shares (VIGIX) at 4.88%. This indicates that STCE's price experiences larger fluctuations and is considered to be riskier than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.