USAI vs. VYM
Compare and contrast key facts about Pacer American Energy Independence ETF (USAI) and Vanguard High Dividend Yield ETF (VYM).
USAI and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USAI is a passively managed fund by Pacer Advisors that tracks the performance of the American Energy Independence Index. It was launched on Dec 13, 2017. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both USAI and VYM 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: USAI or VYM.
Key characteristics
| USAI | VYM | |
|---|---|---|
| YTD Return | 32.83% | 20.10% |
| 1Y Return | 37.74% | 30.24% |
| 3Y Return (Ann) | 17.66% | 10.39% |
| 5Y Return (Ann) | 17.41% | 11.75% |
| Sharpe Ratio | 2.76 | 2.85 |
| Sortino Ratio | 3.83 | 3.95 |
| Omega Ratio | 1.47 | 1.50 |
| Calmar Ratio | 5.51 | 3.10 |
| Martin Ratio | 19.83 | 17.95 |
| Ulcer Index | 1.90% | 1.72% |
| Daily Std Dev | 13.65% | 10.81% |
| Max Drawdown | -65.25% | -56.98% |
| Current Drawdown | -0.28% | 0.00% |
Correlation
The correlation between USAI and VYM is 0.64, 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
USAI vs. VYM - Performance Comparison
In the year-to-date period, USAI achieves a 32.83% return, which is significantly higher than VYM's 20.10% 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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USAI vs. VYM - Expense Ratio Comparison
USAI has a 0.75% expense ratio, which is higher than VYM's 0.06% expense ratio.
Risk-Adjusted Performance
USAI vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer American Energy Independence ETF (USAI) and Vanguard High Dividend Yield ETF (VYM). 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
USAI vs. VYM - Dividend Comparison
USAI's dividend yield for the trailing twelve months is around 3.89%, more than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USAI Pacer American Energy Independence ETF | 3.89% | 4.99% | 5.41% | 6.15% | 7.67% | 6.50% | 5.56% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
USAI vs. VYM - Drawdown Comparison
The maximum USAI drawdown since its inception was -65.25%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for USAI and VYM. For additional features, visit the drawdowns tool.
Volatility
USAI vs. VYM - Volatility Comparison
Pacer American Energy Independence ETF (USAI) has a higher volatility of 4.08% compared to Vanguard High Dividend Yield ETF (VYM) at 2.52%. This indicates that USAI's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.