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

Correlation

The correlation between VFH and KRE 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.


-0.50.00.51.0
Correlation: 0.7

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.

100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
204.69%
77.78%
VFH
KRE

Key characteristics

Sharpe Ratio

VFH:

0.84

KRE:

0.44

Sortino Ratio

VFH:

1.26

KRE:

0.86

Omega Ratio

VFH:

1.18

KRE:

1.11

Calmar Ratio

VFH:

1.02

KRE:

0.37

Martin Ratio

VFH:

3.94

KRE:

1.41

Ulcer Index

VFH:

4.48%

KRE:

9.88%

Daily Std Dev

VFH:

21.16%

KRE:

31.96%

Max Drawdown

VFH:

-78.61%

KRE:

-68.54%

Current Drawdown

VFH:

-9.16%

KRE:

-24.69%

Returns By Period

In the year-to-date period, VFH achieves a -2.03% return, which is significantly higher than KRE's -10.01% return. Over the past 10 years, VFH has outperformed KRE with an annualized return of 11.19%, while KRE has yielded a comparatively lower 5.18% annualized return.


VFH

YTD

-2.03%

1M

-4.41%

6M

2.58%

1Y

18.71%

5Y*

18.66%

10Y*

11.19%

KRE

YTD

-10.01%

1M

-6.26%

6M

-5.56%

1Y

15.18%

5Y*

11.20%

10Y*

5.18%

*Annualized

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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.


Expense ratio chart for KRE: 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%
KRE: 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. KRE — 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

KRE
The Risk-Adjusted Performance Rank of KRE is 5656
Overall Rank
The Sharpe Ratio Rank of KRE is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of KRE is 6161
Sortino Ratio Rank
The Omega Ratio Rank of KRE is 5858
Omega Ratio Rank
The Calmar Ratio Rank of KRE is 5454
Calmar Ratio Rank
The Martin Ratio Rank of KRE is 5151
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. 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.


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
KRE: 0.44
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
KRE: 0.86
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
KRE: 1.11
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
KRE: 0.37
The chart of Martin ratio for VFH, currently valued at 3.94, compared to the broader market0.0020.0040.0060.00
VFH: 3.94
KRE: 1.41

The current VFH Sharpe Ratio is 0.84, which is higher than the KRE Sharpe Ratio of 0.44. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.84
0.44
VFH
KRE

Dividends

VFH vs. KRE - Dividend Comparison

VFH's dividend yield for the trailing twelve months is around 1.89%, less than KRE's 2.90% 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%
KRE
SPDR S&P Regional Banking ETF
2.90%2.59%2.99%2.51%1.97%2.78%2.21%2.25%1.40%1.40%1.80%1.60%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.16%
-24.69%
VFH
KRE

Volatility

VFH vs. KRE - Volatility Comparison

The current volatility for Vanguard Financials ETF (VFH) is 14.02%, while SPDR S&P Regional Banking ETF (KRE) has a volatility of 16.70%. 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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
14.02%
16.70%
VFH
KRE