VADGX vs. SPXS
Compare and contrast key facts about Vanguard Advice Select Dividend Growth Fund (VADGX) and Direxion Daily S&P 500 Bear 3X Shares (SPXS).
VADGX is managed by Vanguard. It was launched on Nov 9, 2021. SPXS is a passively managed fund by Direxion that tracks the performance of the S&P 500 Index (-300%). It was launched on Nov 5, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VADGX or SPXS.
Key characteristics
| VADGX | SPXS | |
|---|---|---|
| YTD Return | 14.75% | -46.55% |
| 1Y Return | 22.72% | -59.06% |
| 3Y Return (Ann) | 8.08% | -28.79% |
| Sharpe Ratio | 2.44 | -1.58 |
| Sortino Ratio | 3.30 | -2.88 |
| Omega Ratio | 1.43 | 0.69 |
| Calmar Ratio | 4.38 | -0.58 |
| Martin Ratio | 14.09 | -1.43 |
| Ulcer Index | 1.57% | 40.64% |
| Daily Std Dev | 9.08% | 36.75% |
| Max Drawdown | -15.75% | -100.00% |
| Current Drawdown | -1.61% | -100.00% |
Correlation
The correlation between VADGX and SPXS is -0.82. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
VADGX vs. SPXS - Performance Comparison
In the year-to-date period, VADGX achieves a 14.75% return, which is significantly higher than SPXS's -46.55% 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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VADGX vs. SPXS - Expense Ratio Comparison
VADGX has a 0.45% expense ratio, which is lower than SPXS's 1.08% expense ratio.
Risk-Adjusted Performance
VADGX vs. SPXS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Dividend Growth Fund (VADGX) and Direxion Daily S&P 500 Bear 3X Shares (SPXS). 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
VADGX vs. SPXS - Dividend Comparison
VADGX's dividend yield for the trailing twelve months is around 1.21%, less than SPXS's 7.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VADGX Vanguard Advice Select Dividend Growth Fund | 1.21% | 1.21% | 0.81% | 0.17% | 0.00% | 0.00% | 0.00% |
SPXS Direxion Daily S&P 500 Bear 3X Shares | 7.47% | 5.66% | 0.00% | 0.00% | 0.51% | 1.74% | 0.58% |
Drawdowns
VADGX vs. SPXS - Drawdown Comparison
The maximum VADGX drawdown since its inception was -15.75%, smaller than the maximum SPXS drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for VADGX and SPXS. For additional features, visit the drawdowns tool.
Volatility
VADGX vs. SPXS - Volatility Comparison
The current volatility for Vanguard Advice Select Dividend Growth Fund (VADGX) is 2.97%, while Direxion Daily S&P 500 Bear 3X Shares (SPXS) has a volatility of 11.99%. This indicates that VADGX experiences smaller price fluctuations and is considered to be less risky than SPXS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.