VEMY vs. DRSK
Compare and contrast key facts about Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and Aptus Defined Risk ETF (DRSK).
VEMY and DRSK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VEMY is an actively managed fund by Virtus. It was launched on Dec 12, 2022. DRSK is an actively managed fund by Aptus Capital Advisors. It was launched on Aug 8, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMY or DRSK.
Key characteristics
| VEMY | DRSK | |
|---|---|---|
| YTD Return | 13.55% | 12.77% |
| 1Y Return | 21.17% | 20.83% |
| Sharpe Ratio | 3.05 | 2.84 |
| Sortino Ratio | 4.52 | 4.31 |
| Omega Ratio | 1.61 | 1.54 |
| Calmar Ratio | 6.77 | 1.28 |
| Martin Ratio | 27.80 | 19.74 |
| Ulcer Index | 0.73% | 1.04% |
| Daily Std Dev | 6.67% | 7.22% |
| Max Drawdown | -8.77% | -19.87% |
| Current Drawdown | -0.66% | -1.94% |
Correlation
The correlation between VEMY and DRSK is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VEMY vs. DRSK - Performance Comparison
In the year-to-date period, VEMY achieves a 13.55% return, which is significantly higher than DRSK's 12.77% 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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VEMY vs. DRSK - Expense Ratio Comparison
VEMY has a 0.58% expense ratio, which is lower than DRSK's 0.79% expense ratio.
Risk-Adjusted Performance
VEMY vs. DRSK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) and Aptus Defined Risk ETF (DRSK). 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
VEMY vs. DRSK - Dividend Comparison
VEMY's dividend yield for the trailing twelve months is around 7.40%, more than DRSK's 3.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VEMY Virtus Stone Harbor Emerging Markets High Yield Bond ETF | 7.40% | 9.55% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DRSK Aptus Defined Risk ETF | 3.21% | 3.57% | 1.93% | 2.64% | 5.69% | 3.04% | 2.62% |
Drawdowns
VEMY vs. DRSK - Drawdown Comparison
The maximum VEMY drawdown since its inception was -8.77%, smaller than the maximum DRSK drawdown of -19.87%. Use the drawdown chart below to compare losses from any high point for VEMY and DRSK. For additional features, visit the drawdowns tool.
Volatility
VEMY vs. DRSK - Volatility Comparison
The current volatility for Virtus Stone Harbor Emerging Markets High Yield Bond ETF (VEMY) is 1.62%, while Aptus Defined Risk ETF (DRSK) has a volatility of 2.49%. This indicates that VEMY experiences smaller price fluctuations and is considered to be less risky than DRSK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.