TIME vs. VOX
Compare and contrast key facts about Clockwise Core Equity & Innovation ETF (TIME) and Vanguard Communication Services ETF (VOX).
TIME and VOX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TIME is an actively managed fund by Clockwise Capital. It was launched on Jan 27, 2022. VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004.
Performance
TIME vs. VOX - Performance Comparison
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TIME vs. VOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
TIME Clockwise Core Equity & Innovation ETF | -7.92% | 10.17% | 6.75% |
VOX Vanguard Communication Services ETF | -6.90% | 26.27% | 14.37% |
Returns By Period
In the year-to-date period, TIME achieves a -7.92% return, which is significantly lower than VOX's -6.90% return.
TIME
- 1D
- 2.20%
- 1M
- -5.68%
- YTD
- -7.92%
- 6M
- -6.35%
- 1Y
- 11.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VOX
- 1D
- 3.50%
- 1M
- -6.17%
- YTD
- -6.90%
- 6M
- -3.66%
- 1Y
- 22.45%
- 3Y*
- 24.33%
- 5Y*
- 7.40%
- 10Y*
- 8.41%
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TIME vs. VOX - Expense Ratio Comparison
TIME has a 1.00% expense ratio, which is higher than VOX's 0.10% expense ratio.
Return for Risk
TIME vs. VOX — Risk / Return Rank
TIME
VOX
TIME vs. VOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Clockwise Core Equity & Innovation ETF (TIME) and Vanguard Communication Services ETF (VOX). 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.
| TIME | VOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.11 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.72 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.23 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.67 | -0.77 |
Martin ratioReturn relative to average drawdown | 3.48 | 6.24 | -2.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TIME | VOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.11 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.35 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.40 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.42 | -0.16 |
Correlation
The correlation between TIME and VOX is 0.65, 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.
Dividends
TIME vs. VOX - Dividend Comparison
TIME's dividend yield for the trailing twelve months is around 10.88%, more than VOX's 1.05% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TIME Clockwise Core Equity & Innovation ETF | 10.88% | 10.02% | 15.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOX Vanguard Communication Services ETF | 1.05% | 0.95% | 1.05% | 1.03% | 0.88% | 0.93% | 0.73% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% |
Drawdowns
TIME vs. VOX - Drawdown Comparison
The maximum TIME drawdown since its inception was -24.26%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for TIME and VOX.
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Drawdown Indicators
| TIME | VOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.26% | -57.18% | +32.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.09% | -13.56% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.76% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.76% | — |
Current DrawdownCurrent decline from peak | -11.18% | -10.03% | -1.15% |
Average DrawdownAverage peak-to-trough decline | -5.94% | -11.99% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 3.64% | -0.25% |
Volatility
TIME vs. VOX - Volatility Comparison
The current volatility for Clockwise Core Equity & Innovation ETF (TIME) is 5.31%, while Vanguard Communication Services ETF (VOX) has a volatility of 6.40%. This indicates that TIME experiences smaller price fluctuations and is considered to be less risky than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TIME | VOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 6.40% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 11.80% | -1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.02% | 20.34% | -5.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 21.19% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.99% | 20.87% | -2.88% |