VFQY vs. LVHI
Compare and contrast key facts about Vanguard U.S. Quality Factor ETF (VFQY) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
VFQY and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VFQY is an actively managed fund by Vanguard. It was launched on Feb 13, 2018. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFQY or LVHI.
Performance
VFQY vs. LVHI - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with VFQY having a 16.04% return and LVHI slightly lower at 15.99%.
VFQY
16.04%
2.18%
9.77%
26.15%
13.45%
N/A
LVHI
15.99%
0.16%
5.96%
19.59%
8.99%
N/A
Key characteristics
| VFQY | LVHI | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.15 |
| Sortino Ratio | 2.67 | 2.80 |
| Omega Ratio | 1.34 | 1.40 |
| Calmar Ratio | 3.40 | 3.11 |
| Martin Ratio | 11.21 | 14.90 |
| Ulcer Index | 2.38% | 1.33% |
| Daily Std Dev | 14.07% | 9.23% |
| Max Drawdown | -37.41% | -32.31% |
| Current Drawdown | -1.87% | -0.89% |
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VFQY vs. LVHI - Expense Ratio Comparison
VFQY has a 0.13% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Correlation
The correlation between VFQY and LVHI is 0.62, 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.
Risk-Adjusted Performance
VFQY vs. LVHI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Quality Factor ETF (VFQY) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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.
Dividends
VFQY vs. LVHI - Dividend Comparison
VFQY's dividend yield for the trailing twelve months is around 1.28%, less than LVHI's 6.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VFQY Vanguard U.S. Quality Factor ETF | 1.28% | 1.38% | 1.44% | 0.98% | 1.22% | 1.34% | 1.31% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 6.30% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% |
Drawdowns
VFQY vs. LVHI - Drawdown Comparison
The maximum VFQY drawdown since its inception was -37.41%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for VFQY and LVHI. For additional features, visit the drawdowns tool.
Volatility
VFQY vs. LVHI - Volatility Comparison
Vanguard U.S. Quality Factor ETF (VFQY) has a higher volatility of 4.74% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 2.47%. This indicates that VFQY's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.