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

Performance

VFH vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Financials ETF (VFH) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
22.47%
35.79%
VFH
KRE

Returns By Period

In the year-to-date period, VFH achieves a 33.76% return, which is significantly higher than KRE's 27.17% return. Over the past 10 years, VFH has outperformed KRE with an annualized return of 11.96%, while KRE has yielded a comparatively lower 7.60% annualized return.


VFH

YTD

33.76%

1M

6.02%

6M

20.68%

1Y

46.22%

5Y (annualized)

12.93%

10Y (annualized)

11.96%

KRE

YTD

27.17%

1M

12.56%

6M

32.53%

1Y

52.25%

5Y (annualized)

6.18%

10Y (annualized)

7.60%

Key characteristics


VFHKRE
Sharpe Ratio3.131.61
Sortino Ratio4.452.49
Omega Ratio1.571.30
Calmar Ratio3.521.19
Martin Ratio22.396.97
Ulcer Index2.05%7.01%
Daily Std Dev14.68%30.41%
Max Drawdown-78.61%-68.54%
Current Drawdown-0.82%-10.26%

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VFH vs. KRE - Expense Ratio Comparison

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


KRE
SPDR S&P Regional Banking ETF
Expense ratio chart for KRE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%

Correlation

-0.50.00.51.00.9

The correlation between VFH and KRE is 0.88, 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. KRE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Financials ETF (VFH) and SPDR S&P Regional Banking ETF (KRE). 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 3.13, compared to the broader market0.002.004.003.131.61
The chart of Sortino ratio for VFH, currently valued at 4.45, compared to the broader market-2.000.002.004.006.008.0010.0012.004.452.49
The chart of Omega ratio for VFH, currently valued at 1.57, compared to the broader market0.501.001.502.002.503.001.571.30
The chart of Calmar ratio for VFH, currently valued at 3.52, compared to the broader market0.005.0010.0015.003.521.19
The chart of Martin ratio for VFH, currently valued at 22.39, compared to the broader market0.0020.0040.0060.0080.00100.0022.396.97
VFH
KRE

The current VFH Sharpe Ratio is 3.13, which is higher than the KRE Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VFH and KRE, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.13
1.61
VFH
KRE

Dividends

VFH vs. KRE - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.61%, less than KRE's 2.43% yield.


TTM20232022202120202019201820172016201520142013
VFH
Vanguard Financials ETF
1.61%2.08%2.31%1.87%2.21%2.17%2.30%1.53%1.63%2.00%1.85%1.82%
KRE
SPDR S&P Regional Banking ETF
2.43%2.99%2.51%1.97%2.78%2.21%2.25%1.40%1.39%1.80%1.60%1.37%

Drawdowns

VFH vs. KRE - Drawdown Comparison

The maximum VFH drawdown since its inception was -78.61%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for VFH and KRE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.82%
-10.26%
VFH
KRE

Volatility

VFH vs. KRE - Volatility Comparison

The current volatility for Vanguard Financials ETF (VFH) is 7.71%, while SPDR S&P Regional Banking ETF (KRE) has a volatility of 14.37%. This indicates that VFH experiences smaller price fluctuations and is considered to be less risky than KRE 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
7.71%
14.37%
VFH
KRE