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UTG vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

UTG vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Reaves Utility Income Trust (UTG) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
23.44%
2.96%
UTG
BND

Returns By Period

In the year-to-date period, UTG achieves a 34.91% return, which is significantly higher than BND's 1.83% return. Over the past 10 years, UTG has outperformed BND with an annualized return of 9.02%, while BND has yielded a comparatively lower 1.41% annualized return.


UTG

YTD

34.91%

1M

3.39%

6M

23.44%

1Y

40.59%

5Y (annualized)

5.81%

10Y (annualized)

9.02%

BND

YTD

1.83%

1M

-1.26%

6M

2.96%

1Y

6.48%

5Y (annualized)

-0.28%

10Y (annualized)

1.41%

Key characteristics


UTGBND
Sharpe Ratio3.061.17
Sortino Ratio4.061.71
Omega Ratio1.541.20
Calmar Ratio2.590.45
Martin Ratio15.933.85
Ulcer Index2.58%1.72%
Daily Std Dev13.45%5.66%
Max Drawdown-67.51%-18.84%
Current Drawdown0.00%-8.96%

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Correlation

-0.50.00.51.00.0

The correlation between UTG and BND is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

UTG vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Reaves Utility Income Trust (UTG) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for UTG, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.061.17
The chart of Sortino ratio for UTG, currently valued at 4.06, compared to the broader market-4.00-2.000.002.004.004.061.71
The chart of Omega ratio for UTG, currently valued at 1.54, compared to the broader market0.501.001.502.001.541.20
The chart of Calmar ratio for UTG, currently valued at 2.59, compared to the broader market0.002.004.006.002.590.45
The chart of Martin ratio for UTG, currently valued at 15.93, compared to the broader market-10.000.0010.0020.0030.0015.933.85
UTG
BND

The current UTG Sharpe Ratio is 3.06, which is higher than the BND Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of UTG and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.06
1.17
UTG
BND

Dividends

UTG vs. BND - Dividend Comparison

UTG's dividend yield for the trailing twelve months is around 6.75%, more than BND's 3.57% yield.


TTM20232022202120202019201820172016201520142013
UTG
Reaves Utility Income Trust
6.75%8.53%8.07%6.35%6.59%5.69%6.86%6.54%9.42%7.29%5.53%6.85%
BND
Vanguard Total Bond Market ETF
3.57%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

UTG vs. BND - Drawdown Comparison

The maximum UTG drawdown since its inception was -67.51%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for UTG and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-8.96%
UTG
BND

Volatility

UTG vs. BND - Volatility Comparison

Reaves Utility Income Trust (UTG) has a higher volatility of 4.40% compared to Vanguard Total Bond Market ETF (BND) at 1.53%. This indicates that UTG's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
4.40%
1.53%
UTG
BND