VAGP.L vs. ARKK
Compare and contrast key facts about Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and ARK Innovation ETF (ARKK).
VAGP.L and ARKK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VAGP.L is a passively managed fund by Vanguard that tracks the performance of the Bloomberg Global Aggregate TR Hdg GBP. It was launched on Jun 18, 2019. ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAGP.L or ARKK.
Key characteristics
| VAGP.L | ARKK | |
|---|---|---|
| YTD Return | -0.10% | 3.25% |
| 1Y Return | 4.50% | 38.32% |
| 3Y Return (Ann) | -4.54% | -23.09% |
| 5Y Return (Ann) | -2.31% | 4.11% |
| Sharpe Ratio | 0.99 | 0.96 |
| Sortino Ratio | 1.46 | 1.47 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 0.25 | 0.46 |
| Martin Ratio | 2.70 | 2.37 |
| Ulcer Index | 1.73% | 14.36% |
| Daily Std Dev | 4.70% | 35.39% |
| Max Drawdown | -20.46% | -80.91% |
| Current Drawdown | -14.92% | -64.89% |
Correlation
The correlation between VAGP.L and ARKK is 0.26, 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.
Performance
VAGP.L vs. ARKK - Performance Comparison
In the year-to-date period, VAGP.L achieves a -0.10% return, which is significantly lower than ARKK's 3.25% 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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VAGP.L vs. ARKK - Expense Ratio Comparison
VAGP.L has a 0.10% expense ratio, which is lower than ARKK's 0.75% expense ratio.
Risk-Adjusted Performance
VAGP.L vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) and ARK Innovation ETF (ARKK). 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
VAGP.L vs. ARKK - Dividend Comparison
VAGP.L's dividend yield for the trailing twelve months is around 0.03%, while ARKK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VAGP.L Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing | 0.03% | 0.02% | 0.01% | 0.01% | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
VAGP.L vs. ARKK - Drawdown Comparison
The maximum VAGP.L drawdown since its inception was -20.46%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for VAGP.L and ARKK. For additional features, visit the drawdowns tool.
Volatility
VAGP.L vs. ARKK - Volatility Comparison
The current volatility for Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Distributing (VAGP.L) is 2.74%, while ARK Innovation ETF (ARKK) has a volatility of 11.77%. This indicates that VAGP.L experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.