PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFFVX vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VFFVXARKK
YTD Return17.31%10.46%
1Y Return28.44%45.61%
3Y Return (Ann)5.06%-20.92%
5Y Return (Ann)10.49%5.30%
10Y Return (Ann)9.01%12.19%
Sharpe Ratio2.691.34
Sortino Ratio3.711.90
Omega Ratio1.501.23
Calmar Ratio2.960.65
Martin Ratio17.403.34
Ulcer Index1.71%14.36%
Daily Std Dev11.04%35.94%
Max Drawdown-31.40%-80.91%
Current Drawdown-0.10%-62.44%

Correlation

-0.50.00.51.00.7

The correlation between VFFVX and ARKK is 0.68, 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

VFFVX vs. ARKK - Performance Comparison

In the year-to-date period, VFFVX achieves a 17.31% return, which is significantly higher than ARKK's 10.46% return. Over the past 10 years, VFFVX has underperformed ARKK with an annualized return of 9.01%, while ARKK has yielded a comparatively higher 12.19% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
9.36%
28.22%
VFFVX
ARKK

Compare stocks, funds, or ETFs

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


VFFVX vs. ARKK - Expense Ratio Comparison

VFFVX has a 0.08% expense ratio, which is lower than ARKK's 0.75% expense ratio.


ARKK
ARK Innovation ETF
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for VFFVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VFFVX vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Target Retirement 2055 Fund (VFFVX) and ARK Innovation ETF (ARKK). 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.


VFFVX
Sharpe ratio
The chart of Sharpe ratio for VFFVX, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for VFFVX, currently valued at 3.71, compared to the broader market0.005.0010.003.71
Omega ratio
The chart of Omega ratio for VFFVX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for VFFVX, currently valued at 2.96, compared to the broader market0.005.0010.0015.0020.0025.002.96
Martin ratio
The chart of Martin ratio for VFFVX, currently valued at 17.40, compared to the broader market0.0020.0040.0060.0080.00100.0017.40
ARKK
Sharpe ratio
The chart of Sharpe ratio for ARKK, currently valued at 1.34, compared to the broader market0.002.004.001.34
Sortino ratio
The chart of Sortino ratio for ARKK, currently valued at 1.90, compared to the broader market0.005.0010.001.90
Omega ratio
The chart of Omega ratio for ARKK, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for ARKK, currently valued at 0.65, compared to the broader market0.005.0010.0015.0020.0025.000.65
Martin ratio
The chart of Martin ratio for ARKK, currently valued at 3.34, compared to the broader market0.0020.0040.0060.0080.00100.003.34

VFFVX vs. ARKK - Sharpe Ratio Comparison

The current VFFVX Sharpe Ratio is 2.69, which is higher than the ARKK Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of VFFVX and ARKK, 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 Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.69
1.34
VFFVX
ARKK

Dividends

VFFVX vs. ARKK - Dividend Comparison

VFFVX's dividend yield for the trailing twelve months is around 1.86%, while ARKK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VFFVX
Vanguard Target Retirement 2055 Fund
1.86%2.18%2.10%2.10%1.60%2.15%2.35%1.83%1.99%1.92%1.73%1.57%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%

Drawdowns

VFFVX vs. ARKK - Drawdown Comparison

The maximum VFFVX drawdown since its inception was -31.40%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for VFFVX and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.10%
-62.44%
VFFVX
ARKK

Volatility

VFFVX vs. ARKK - Volatility Comparison

The current volatility for Vanguard Target Retirement 2055 Fund (VFFVX) is 2.87%, while ARK Innovation ETF (ARKK) has a volatility of 13.21%. This indicates that VFFVX experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
2.87%
13.21%
VFFVX
ARKK