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VEVFX vs. KARS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEVFX and KARS is 0.64, 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.


-0.50.00.51.00.6

Performance

VEVFX vs. KARS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Explorer Value Fund (VEVFX) and KraneShares Electric Vehicles & Future Mobility Index ETF (KARS). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
36.86%
-3.77%
VEVFX
KARS

Key characteristics

Sharpe Ratio

VEVFX:

0.06

KARS:

-0.40

Sortino Ratio

VEVFX:

0.22

KARS:

-0.40

Omega Ratio

VEVFX:

1.04

KARS:

0.95

Calmar Ratio

VEVFX:

0.07

KARS:

-0.19

Martin Ratio

VEVFX:

0.37

KARS:

-0.68

Ulcer Index

VEVFX:

3.84%

KARS:

18.46%

Daily Std Dev

VEVFX:

23.89%

KARS:

31.05%

Max Drawdown

VEVFX:

-47.53%

KARS:

-64.60%

Current Drawdown

VEVFX:

-20.06%

KARS:

-57.42%

Returns By Period

In the year-to-date period, VEVFX achieves a -0.53% return, which is significantly higher than KARS's -16.23% return.


VEVFX

YTD

-0.53%

1M

-17.58%

6M

-3.49%

1Y

-0.56%

5Y*

5.19%

10Y*

6.53%

KARS

YTD

-16.23%

1M

-3.28%

6M

9.79%

1Y

-14.73%

5Y*

0.09%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEVFX vs. KARS - Expense Ratio Comparison

VEVFX has a 0.52% expense ratio, which is lower than KARS's 0.70% expense ratio.


KARS
KraneShares Electric Vehicles & Future Mobility Index ETF
Expense ratio chart for KARS: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for VEVFX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

Risk-Adjusted Performance

VEVFX vs. KARS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Value Fund (VEVFX) and KraneShares Electric Vehicles & Future Mobility Index ETF (KARS). 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.


Sharpe ratio
The chart of Sharpe ratio for VEVFX, currently valued at 0.06, compared to the broader market-1.000.001.002.003.004.000.06-0.40
The chart of Sortino ratio for VEVFX, currently valued at 0.22, compared to the broader market-2.000.002.004.006.008.0010.000.22-0.40
The chart of Omega ratio for VEVFX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.003.501.040.95
The chart of Calmar ratio for VEVFX, currently valued at 0.07, compared to the broader market0.002.004.006.008.0010.0012.0014.000.07-0.19
The chart of Martin ratio for VEVFX, currently valued at 0.37, compared to the broader market0.0020.0040.0060.000.37-0.68
VEVFX
KARS

The current VEVFX Sharpe Ratio is 0.06, which is higher than the KARS Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of VEVFX and KARS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
0.06
-0.40
VEVFX
KARS

Dividends

VEVFX vs. KARS - Dividend Comparison

Neither VEVFX nor KARS has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VEVFX
Vanguard Explorer Value Fund
0.00%1.73%1.29%0.76%0.86%1.47%1.25%0.79%0.92%0.83%0.87%0.53%
KARS
KraneShares Electric Vehicles & Future Mobility Index ETF
0.00%0.88%1.13%6.73%0.14%1.85%1.39%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEVFX vs. KARS - Drawdown Comparison

The maximum VEVFX drawdown since its inception was -47.53%, smaller than the maximum KARS drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for VEVFX and KARS. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.06%
-57.42%
VEVFX
KARS

Volatility

VEVFX vs. KARS - Volatility Comparison

Vanguard Explorer Value Fund (VEVFX) has a higher volatility of 17.97% compared to KraneShares Electric Vehicles & Future Mobility Index ETF (KARS) at 10.08%. This indicates that VEVFX's price experiences larger fluctuations and is considered to be riskier than KARS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
17.97%
10.08%
VEVFX
KARS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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