TRFK vs. VRGWX
Compare and contrast key facts about Pacer Data and Digital Revolution ETF (TRFK) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX).
TRFK is a passively managed fund by Pacer that tracks the performance of the Pacer Data Transmission and Communication Revolution Index - Benchmark TR Net. It was launched on Jun 8, 2022. VRGWX is managed by Vanguard. It was launched on Dec 6, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRFK or VRGWX.
Performance
TRFK vs. VRGWX - Performance Comparison
Returns By Period
In the year-to-date period, TRFK achieves a 38.27% return, which is significantly higher than VRGWX's 30.23% return.
TRFK
38.27%
2.27%
18.44%
50.93%
N/A
N/A
VRGWX
30.23%
2.25%
14.43%
36.43%
19.48%
16.44%
Key characteristics
| TRFK | VRGWX | |
|---|---|---|
| Sharpe Ratio | 2.05 | 2.12 |
| Sortino Ratio | 2.64 | 2.73 |
| Omega Ratio | 1.34 | 1.39 |
| Calmar Ratio | 3.00 | 2.74 |
| Martin Ratio | 9.72 | 10.83 |
| Ulcer Index | 5.31% | 3.32% |
| Daily Std Dev | 25.17% | 17.02% |
| Max Drawdown | -21.86% | -32.70% |
| Current Drawdown | -1.28% | -1.47% |
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TRFK vs. VRGWX - Expense Ratio Comparison
TRFK has a 0.60% expense ratio, which is higher than VRGWX's 0.07% expense ratio.
Correlation
The correlation between TRFK and VRGWX is 0.74, 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.
Risk-Adjusted Performance
TRFK vs. VRGWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Data and Digital Revolution ETF (TRFK) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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
TRFK vs. VRGWX - Dividend Comparison
TRFK's dividend yield for the trailing twelve months is around 0.45%, less than VRGWX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRFK Pacer Data and Digital Revolution ETF | 0.45% | 0.20% | 0.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.60% | 0.71% | 0.99% | 0.59% | 0.77% | 1.03% | 1.22% | 1.22% | 1.52% | 1.51% | 1.46% | 1.33% |
Drawdowns
TRFK vs. VRGWX - Drawdown Comparison
The maximum TRFK drawdown since its inception was -21.86%, smaller than the maximum VRGWX drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for TRFK and VRGWX. For additional features, visit the drawdowns tool.
Volatility
TRFK vs. VRGWX - Volatility Comparison
Pacer Data and Digital Revolution ETF (TRFK) has a higher volatility of 7.04% compared to Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) at 5.59%. This indicates that TRFK's price experiences larger fluctuations and is considered to be riskier than VRGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.