VEXMX vs. BOTZ
Compare and contrast key facts about Vanguard Extended Market Index Fund (VEXMX) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ).
VEXMX is managed by Vanguard. It was launched on Dec 21, 1987. BOTZ is a passively managed fund by Global X that tracks the performance of the Indxx Global Robotics & Artificial Intelligence Thematic Index. It was launched on Sep 12, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXMX or BOTZ.
Key characteristics
| VEXMX | BOTZ | |
|---|---|---|
| YTD Return | 19.87% | 14.51% |
| 1Y Return | 35.23% | 27.30% |
| 3Y Return (Ann) | 0.72% | -4.87% |
| 5Y Return (Ann) | 11.22% | 8.98% |
| Sharpe Ratio | 1.99 | 1.31 |
| Sortino Ratio | 2.76 | 1.83 |
| Omega Ratio | 1.34 | 1.23 |
| Calmar Ratio | 1.38 | 0.79 |
| Martin Ratio | 11.23 | 5.27 |
| Ulcer Index | 3.18% | 5.29% |
| Daily Std Dev | 17.90% | 21.26% |
| Max Drawdown | -58.17% | -55.54% |
| Current Drawdown | -2.85% | -17.71% |
Correlation
The correlation between VEXMX and BOTZ is 0.79, 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
VEXMX vs. BOTZ - Performance Comparison
In the year-to-date period, VEXMX achieves a 19.87% return, which is significantly higher than BOTZ's 14.51% 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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VEXMX vs. BOTZ - Expense Ratio Comparison
VEXMX has a 0.19% expense ratio, which is lower than BOTZ's 0.68% expense ratio.
Risk-Adjusted Performance
VEXMX vs. BOTZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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
VEXMX vs. BOTZ - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 1.00%, more than BOTZ's 0.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 1.00% | 1.15% | 1.00% | 0.99% | 0.97% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% | 1.17% | 0.96% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.14% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEXMX vs. BOTZ - Drawdown Comparison
The maximum VEXMX drawdown since its inception was -58.17%, roughly equal to the maximum BOTZ drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for VEXMX and BOTZ. For additional features, visit the drawdowns tool.
Volatility
VEXMX vs. BOTZ - Volatility Comparison
Vanguard Extended Market Index Fund (VEXMX) has a higher volatility of 6.13% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.50%. This indicates that VEXMX's price experiences larger fluctuations and is considered to be riskier than BOTZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.