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VGELX vs. BTEK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VGELX vs. BTEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Energy Fund Admiral Shares (VGELX) and Future Tech ETF (BTEK). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
4.23%
-10.43%
VGELX
BTEK

Returns By Period


VGELX

YTD

12.84%

1M

0.90%

6M

4.23%

1Y

11.43%

5Y (annualized)

6.49%

10Y (annualized)

0.97%

BTEK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VGELXBTEK

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VGELX vs. BTEK - Expense Ratio Comparison

VGELX has a 0.33% expense ratio, which is lower than BTEK's 0.88% expense ratio.


BTEK
Future Tech ETF
Expense ratio chart for BTEK: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%
Expense ratio chart for VGELX: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%

Correlation

-0.50.00.51.00.1

The correlation between VGELX and BTEK is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

VGELX vs. BTEK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy Fund Admiral Shares (VGELX) and Future Tech ETF (BTEK). 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 VGELX, currently valued at 0.94, compared to the broader market-1.000.001.002.003.004.005.000.940.00
The chart of Sortino ratio for VGELX, currently valued at 1.32, compared to the broader market0.005.0010.001.3218.78
The chart of Omega ratio for VGELX, currently valued at 1.17, compared to the broader market1.002.003.004.001.178.44
The chart of Calmar ratio for VGELX, currently valued at 0.55, compared to the broader market0.005.0010.0015.0020.0025.000.550.07
The chart of Martin ratio for VGELX, currently valued at 3.93, compared to the broader market0.0020.0040.0060.0080.00100.003.930.15
VGELX
BTEK

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.94
0.00
VGELX
BTEK

Dividends

VGELX vs. BTEK - Dividend Comparison

VGELX's dividend yield for the trailing twelve months is around 3.73%, while BTEK has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VGELX
Vanguard Energy Fund Admiral Shares
3.73%4.28%4.71%3.69%4.54%3.38%3.07%3.05%1.91%2.70%2.34%1.98%
BTEK
Future Tech ETF
100.03%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGELX vs. BTEK - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-6.13%
-98.71%
VGELX
BTEK

Volatility

VGELX vs. BTEK - Volatility Comparison

Vanguard Energy Fund Admiral Shares (VGELX) has a higher volatility of 2.99% compared to Future Tech ETF (BTEK) at 0.00%. This indicates that VGELX's price experiences larger fluctuations and is considered to be riskier than BTEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%100.00%200.00%300.00%400.00%500.00%JuneJulyAugustSeptemberOctoberNovember
2.99%
0
VGELX
BTEK