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

Correlation

The correlation between VFH and KBWB is 0.69, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VFH vs. KBWB - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
464.80%
311.01%
VFH
KBWB

Key characteristics

Sharpe Ratio

VFH:

0.84

KBWB:

0.59

Sortino Ratio

VFH:

1.26

KBWB:

0.99

Omega Ratio

VFH:

1.18

KBWB:

1.14

Calmar Ratio

VFH:

1.02

KBWB:

0.62

Martin Ratio

VFH:

3.94

KBWB:

2.25

Ulcer Index

VFH:

4.48%

KBWB:

7.40%

Daily Std Dev

VFH:

21.16%

KBWB:

28.22%

Max Drawdown

VFH:

-78.61%

KBWB:

-50.27%

Current Drawdown

VFH:

-9.16%

KBWB:

-16.31%

Returns By Period

In the year-to-date period, VFH achieves a -2.03% return, which is significantly higher than KBWB's -7.53% return. Over the past 10 years, VFH has outperformed KBWB with an annualized return of 11.19%, while KBWB has yielded a comparatively lower 7.36% annualized return.


VFH

YTD

-2.03%

1M

-4.41%

6M

2.58%

1Y

18.71%

5Y*

18.66%

10Y*

11.19%

KBWB

YTD

-7.53%

1M

-5.45%

6M

-1.82%

1Y

17.22%

5Y*

13.19%

10Y*

7.36%

*Annualized

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VFH vs. KBWB - Expense Ratio Comparison

VFH has a 0.10% expense ratio, which is lower than KBWB's 0.35% expense ratio.


Expense ratio chart for KBWB: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
KBWB: 0.35%
Expense ratio chart for VFH: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFH: 0.10%

Risk-Adjusted Performance

VFH vs. KBWB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VFH
The Risk-Adjusted Performance Rank of VFH is 7878
Overall Rank
The Sharpe Ratio Rank of VFH is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of VFH is 7676
Sortino Ratio Rank
The Omega Ratio Rank of VFH is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VFH is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VFH is 8080
Martin Ratio Rank

KBWB
The Risk-Adjusted Performance Rank of KBWB is 6767
Overall Rank
The Sharpe Ratio Rank of KBWB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of KBWB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of KBWB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of KBWB is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFH vs. KBWB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and Invesco KBW Bank ETF (KBWB). 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.


The chart of Sharpe ratio for VFH, currently valued at 0.84, compared to the broader market-1.000.001.002.003.004.00
VFH: 0.84
KBWB: 0.59
The chart of Sortino ratio for VFH, currently valued at 1.26, compared to the broader market-2.000.002.004.006.008.00
VFH: 1.26
KBWB: 0.99
The chart of Omega ratio for VFH, currently valued at 1.18, compared to the broader market0.501.001.502.002.50
VFH: 1.18
KBWB: 1.14
The chart of Calmar ratio for VFH, currently valued at 1.02, compared to the broader market0.002.004.006.008.0010.0012.00
VFH: 1.02
KBWB: 0.62
The chart of Martin ratio for VFH, currently valued at 3.94, compared to the broader market0.0020.0040.0060.00
VFH: 3.94
KBWB: 2.25

The current VFH Sharpe Ratio is 0.84, which is higher than the KBWB Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VFH and KBWB, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.84
0.59
VFH
KBWB

Dividends

VFH vs. KBWB - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.89%, less than KBWB's 2.65% yield.


TTM20242023202220212020201920182017201620152014
VFH
Vanguard Financials ETF
1.89%1.75%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%
KBWB
Invesco KBW Bank ETF
2.65%2.46%3.20%3.05%2.13%2.63%2.38%2.54%1.35%1.53%1.53%1.52%

Drawdowns

VFH vs. KBWB - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than KBWB's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VFH and KBWB. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.16%
-16.31%
VFH
KBWB

Volatility

VFH vs. KBWB - Volatility Comparison

The current volatility for Vanguard Financials ETF (VFH) is 14.02%, while Invesco KBW Bank ETF (KBWB) has a volatility of 17.50%. This indicates that VFH experiences smaller price fluctuations and is considered to be less risky than KBWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.02%
17.50%
VFH
KBWB