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VFH vs. FNCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFH vs. FNCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
24.60%
24.66%
VFH
FNCL

Returns By Period

The year-to-date returns for both stocks are quite close, with VFH having a 37.11% return and FNCL slightly lower at 37.09%. Both investments have delivered pretty close results over the past 10 years, with VFH having a 12.18% annualized return and FNCL not far behind at 12.12%.


VFH

YTD

37.11%

1M

9.01%

6M

24.60%

1Y

49.19%

5Y (annualized)

13.47%

10Y (annualized)

12.18%

FNCL

YTD

37.09%

1M

9.11%

6M

24.66%

1Y

49.10%

5Y (annualized)

13.39%

10Y (annualized)

12.12%

Key characteristics


VFHFNCL
Sharpe Ratio3.333.35
Sortino Ratio4.704.74
Omega Ratio1.611.61
Calmar Ratio3.893.89
Martin Ratio23.9423.92
Ulcer Index2.05%2.05%
Daily Std Dev14.76%14.67%
Max Drawdown-78.61%-44.38%
Current Drawdown0.00%0.00%

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VFH vs. FNCL - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is higher than FNCL's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFH
Vanguard Financials ETF
Expense ratio chart for VFH: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for FNCL: 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%

Correlation

-0.50.00.51.01.0

The correlation between VFH and FNCL is 1.00, 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.

Risk-Adjusted Performance

VFH vs. FNCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL). 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 VFH, currently valued at 3.33, compared to the broader market0.002.004.003.333.35
The chart of Sortino ratio for VFH, currently valued at 4.70, compared to the broader market-2.000.002.004.006.008.0010.0012.004.704.74
The chart of Omega ratio for VFH, currently valued at 1.61, compared to the broader market0.501.001.502.002.503.001.611.61
The chart of Calmar ratio for VFH, currently valued at 3.89, compared to the broader market0.005.0010.0015.003.893.89
The chart of Martin ratio for VFH, currently valued at 23.94, compared to the broader market0.0020.0040.0060.0080.00100.00120.0023.9423.92
VFH
FNCL

The current VFH Sharpe Ratio is 3.33, which is comparable to the FNCL Sharpe Ratio of 3.35. The chart below compares the historical Sharpe Ratios of VFH and FNCL, 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.33
3.35
VFH
FNCL

Dividends

VFH vs. FNCL - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.57%, more than FNCL's 1.38% yield.


TTM20232022202120202019201820172016201520142013
VFH
Vanguard Financials ETF
1.57%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%1.82%
FNCL
Fidelity MSCI Financials Index ETF
1.38%1.91%2.29%1.75%2.26%2.17%2.37%1.60%1.81%2.17%1.77%0.43%

Drawdowns

VFH vs. FNCL - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than FNCL's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for VFH and FNCL. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VFH
FNCL

Volatility

VFH vs. FNCL - Volatility Comparison

Vanguard Financials ETF (VFH) and Fidelity MSCI Financials Index ETF (FNCL) have volatilities of 7.80% and 7.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
7.80%
7.66%
VFH
FNCL