STLG vs. VRAI
Compare and contrast key facts about iShares Factors US Growth Style ETF (STLG) and Virtus Real Asset Income ETF (VRAI).
STLG and VRAI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. STLG is a passively managed fund by iShares that tracks the performance of the Russell US Large Cap Factors Growth Style Index. It was launched on Jan 14, 2020. VRAI is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx Real Asset Income Index. It was launched on Feb 7, 2019. Both STLG and VRAI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STLG or VRAI.
Key characteristics
| STLG | VRAI | |
|---|---|---|
| YTD Return | 36.89% | 6.71% |
| 1Y Return | 48.12% | 18.11% |
| 3Y Return (Ann) | 12.29% | 0.83% |
| Sharpe Ratio | 2.77 | 1.43 |
| Sortino Ratio | 3.55 | 2.12 |
| Omega Ratio | 1.50 | 1.26 |
| Calmar Ratio | 3.72 | 0.85 |
| Martin Ratio | 14.27 | 6.46 |
| Ulcer Index | 3.51% | 2.93% |
| Daily Std Dev | 18.06% | 13.26% |
| Max Drawdown | -31.34% | -47.51% |
| Current Drawdown | 0.00% | -7.70% |
Correlation
The correlation between STLG and VRAI is 0.50, 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
STLG vs. VRAI - Performance Comparison
In the year-to-date period, STLG achieves a 36.89% return, which is significantly higher than VRAI's 6.71% 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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STLG vs. VRAI - Expense Ratio Comparison
STLG has a 0.25% expense ratio, which is lower than VRAI's 0.55% expense ratio.
Risk-Adjusted Performance
STLG vs. VRAI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Factors US Growth Style ETF (STLG) and Virtus Real Asset Income ETF (VRAI). 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
STLG vs. VRAI - Dividend Comparison
STLG's dividend yield for the trailing twelve months is around 0.31%, less than VRAI's 5.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
STLG iShares Factors US Growth Style ETF | 0.31% | 0.19% | 0.14% | 0.00% | 0.75% | 0.00% |
VRAI Virtus Real Asset Income ETF | 5.58% | 5.02% | 4.48% | 3.34% | 3.91% | 2.80% |
Drawdowns
STLG vs. VRAI - Drawdown Comparison
The maximum STLG drawdown since its inception was -31.34%, smaller than the maximum VRAI drawdown of -47.51%. Use the drawdown chart below to compare losses from any high point for STLG and VRAI. For additional features, visit the drawdowns tool.
Volatility
STLG vs. VRAI - Volatility Comparison
iShares Factors US Growth Style ETF (STLG) has a higher volatility of 5.97% compared to Virtus Real Asset Income ETF (VRAI) at 2.98%. This indicates that STLG's price experiences larger fluctuations and is considered to be riskier than VRAI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.