VCAR vs. FAAR
VCAR (Simplify Volt RoboCar Disruption and Tech ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both exchange-traded funds - VCAR is a Consumer Discretionary Equities fund actively managed by Simplify, while FAAR is a Commodities fund actively managed by First Trust. Both are actively managed. Over the past 5 years, VCAR returned 8.51%/yr vs 7.50%/yr for FAAR. At a 0.03 correlation, their price movements are largely independent. Both charge a 0.95% expense ratio.
Performance
VCAR vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, VCAR achieves a -14.06% return, which is significantly lower than FAAR's 17.40% return.
VCAR
- 1D
- -2.02%
- 1M
- -15.86%
- YTD
- -14.06%
- 6M
- -21.06%
- 1Y
- -30.95%
- 3Y*
- 25.33%
- 5Y*
- 8.51%
- 10Y*
- —
FAAR
- 1D
- -1.46%
- 1M
- -6.59%
- YTD
- 17.40%
- 6M
- 17.10%
- 1Y
- 28.26%
- 3Y*
- 10.03%
- 5Y*
- 7.50%
- 10Y*
- 4.54%
VCAR vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VCAR Simplify Volt RoboCar Disruption and Tech ETF | -14.06% | -14.73% | 152.27% | 58.33% | -61.11% | 18.52% | 2.57% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 17.40% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 0.98% |
Correlation
The correlation between VCAR and FAAR is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020 | 0.03 |
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Return for Risk
VCAR vs. FAAR — Risk / Return Rank
VCAR
FAAR
VCAR vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VCAR | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.70 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.37 | -0.43 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 3.71 | -4.26 |
| Martin ratioReturn relative to average drawdown | -0.95 | 14.66 | -15.61 |
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Drawdowns
VCAR vs. FAAR - Drawdown Comparison
The maximum VCAR drawdown since its inception was -69.11%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for VCAR and FAAR.
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Drawdown Indicators
| VCAR | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -18.03% | -51.08% |
Max Drawdown (1Y)Largest decline over 1 year | -56.12% | -7.66% | -48.46% |
Max Drawdown (3Y)Largest decline over 3 years | -56.12% | -11.54% | -44.58% |
Max Drawdown (5Y)Largest decline over 5 years | -69.11% | -18.03% | -51.08% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.03% | — |
Current DrawdownCurrent decline from peak | -46.67% | -7.66% | -39.01% |
Average DrawdownAverage peak-to-trough decline | -37.72% | -7.82% | -29.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.66% | 1.93% | +30.73% |
Volatility
VCAR vs. FAAR - Volatility Comparison
Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 15.79% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.82%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VCAR | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.79% | 2.82% | +12.97% |
Volatility (6M)Calculated over the trailing 6-month period | 41.72% | 9.80% | +31.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.36% | 13.30% | +43.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.04% | 12.97% | +38.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.13% | 11.55% | +38.58% |
VCAR vs. FAAR - Expense Ratio Comparison
Both VCAR and FAAR have an expense ratio of 0.95%.
Dividends
VCAR vs. FAAR - Dividend Comparison
VCAR's dividend yield for the trailing twelve months is around 26.76%, more than FAAR's 9.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
FAAR First Trust Alternative Absolute Return Strategy ETF | 9.80% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% |
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 26.76% | 23.87% | 0.62% | 0.00% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VCAR and FAAR have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCAR has higher volatility (15.79%) compared to FAAR (2.82%). In terms of maximum drawdown, VCAR dropped -69.11% vs FAAR's -18.03%.
On 5-year performance, VCAR leads with 8.51% vs 7.50% for FAAR. Both ETFs have the same 0.95% expense ratio. On volatility, FAAR has been the lower-risk option at 2.82%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, VCAR has performed better with a 8.51% return vs 7.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VCAR and FAAR have the same expense ratio: 0.95% per year.
VCAR has the higher dividend yield at 26.76%, compared with 9.80% for FAAR.
VCAR is categorized as Consumer Discretionary Equities, while FAAR is Commodities. They also come from different issuers: Simplify and First Trust.
FAAR currently has the higher Sharpe Ratio (2.15 vs -0.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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