VEIGX vs. AIQ
Compare and contrast key facts about Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Global X Artificial Intelligence & Technology ETF (AIQ).
VEIGX is managed by Vanguard. It was launched on Jun 5, 2019. AIQ is a passively managed fund by Global X that tracks the performance of the Indxx Artificial Intelligence & Big Data Index. It was launched on May 11, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEIGX or AIQ.
Key characteristics
| VEIGX | AIQ | |
|---|---|---|
| YTD Return | 16.31% | 24.49% |
| 1Y Return | 29.45% | 39.81% |
| 3Y Return (Ann) | 8.16% | 5.91% |
| 5Y Return (Ann) | 13.33% | 18.70% |
| Sharpe Ratio | 2.73 | 2.03 |
| Sortino Ratio | 3.86 | 2.66 |
| Omega Ratio | 1.49 | 1.36 |
| Calmar Ratio | 4.57 | 2.37 |
| Martin Ratio | 16.33 | 10.67 |
| Ulcer Index | 1.77% | 3.62% |
| Daily Std Dev | 10.59% | 19.04% |
| Max Drawdown | -30.54% | -44.66% |
| Current Drawdown | -2.38% | -0.82% |
Correlation
The correlation between VEIGX and AIQ is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VEIGX vs. AIQ - Performance Comparison
In the year-to-date period, VEIGX achieves a 16.31% return, which is significantly lower than AIQ's 24.49% 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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VEIGX vs. AIQ - Expense Ratio Comparison
VEIGX has a 0.56% expense ratio, which is lower than AIQ's 0.68% expense ratio.
Risk-Adjusted Performance
VEIGX vs. AIQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) and Global X Artificial Intelligence & Technology ETF (AIQ). 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
VEIGX vs. AIQ - Dividend Comparison
VEIGX's dividend yield for the trailing twelve months is around 1.51%, more than AIQ's 0.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VEIGX Vanguard Global ESG Select Stock Fund Investor Shares | 1.51% | 1.72% | 1.69% | 1.22% | 0.86% | 0.74% | 0.00% |
AIQ Global X Artificial Intelligence & Technology ETF | 0.16% | 0.16% | 0.56% | 0.15% | 0.50% | 0.51% | 0.51% |
Drawdowns
VEIGX vs. AIQ - Drawdown Comparison
The maximum VEIGX drawdown since its inception was -30.54%, smaller than the maximum AIQ drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for VEIGX and AIQ. For additional features, visit the drawdowns tool.
Volatility
VEIGX vs. AIQ - Volatility Comparison
The current volatility for Vanguard Global ESG Select Stock Fund Investor Shares (VEIGX) is 3.06%, while Global X Artificial Intelligence & Technology ETF (AIQ) has a volatility of 5.39%. This indicates that VEIGX experiences smaller price fluctuations and is considered to be less risky than AIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.