SWAN vs. TRAIX
Compare and contrast key facts about Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX).
SWAN is a passively managed fund by Amplify Investments that tracks the performance of the S-Network BlackSwan Core Index. It was launched on Nov 6, 2018. TRAIX is an actively managed fund by T. Rowe Price. It was launched on Dec 17, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SWAN or TRAIX.
Correlation
The correlation between SWAN and TRAIX is 0.73, 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
SWAN vs. TRAIX - Performance Comparison
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Key characteristics
SWAN:
0.83
TRAIX:
0.16
SWAN:
1.28
TRAIX:
0.32
SWAN:
1.15
TRAIX:
1.06
SWAN:
0.59
TRAIX:
0.18
SWAN:
2.65
TRAIX:
0.45
SWAN:
3.75%
TRAIX:
5.96%
SWAN:
11.50%
TRAIX:
14.44%
SWAN:
-31.04%
TRAIX:
-26.84%
SWAN:
-8.94%
TRAIX:
-7.28%
Returns By Period
In the year-to-date period, SWAN achieves a -0.07% return, which is significantly lower than TRAIX's 2.95% return.
SWAN
-0.07%
4.41%
-3.14%
9.45%
2.82%
N/A
TRAIX
2.95%
5.17%
-6.50%
2.30%
5.66%
N/A
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SWAN vs. TRAIX - Expense Ratio Comparison
SWAN has a 0.49% expense ratio, which is lower than TRAIX's 0.59% expense ratio.
Risk-Adjusted Performance
SWAN vs. TRAIX — Risk-Adjusted Performance Rank
SWAN
TRAIX
SWAN vs. TRAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) and T. Rowe Price Capital Appreciation Fund - I Class (TRAIX). 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.
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Dividends
SWAN vs. TRAIX - Dividend Comparison
SWAN's dividend yield for the trailing twelve months is around 2.67%, more than TRAIX's 2.39% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWAN Amplify BlackSwan Growth & Treasury Core ETF | 2.67% | 2.54% | 2.98% | 2.12% | 5.04% | 1.64% | 3.69% | 0.29% | 0.00% | 0.00% |
TRAIX T. Rowe Price Capital Appreciation Fund - I Class | 2.39% | 2.46% | 2.24% | 1.82% | 1.08% | 1.29% | 1.63% | 2.64% | 1.45% | 1.64% |
Drawdowns
SWAN vs. TRAIX - Drawdown Comparison
The maximum SWAN drawdown since its inception was -31.04%, which is greater than TRAIX's maximum drawdown of -26.84%. Use the drawdown chart below to compare losses from any high point for SWAN and TRAIX. For additional features, visit the drawdowns tool.
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Volatility
SWAN vs. TRAIX - Volatility Comparison
The current volatility for Amplify BlackSwan Growth & Treasury Core ETF (SWAN) is 2.92%, while T. Rowe Price Capital Appreciation Fund - I Class (TRAIX) has a volatility of 3.98%. This indicates that SWAN experiences smaller price fluctuations and is considered to be less risky than TRAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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