VICE vs. PBJ
Compare and contrast key facts about AdvisorShares Vice ETF (VICE) and Invesco Dynamic Food & Beverage ETF (PBJ).
VICE and PBJ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VICE is an actively managed fund by AdvisorShares. It was launched on Dec 12, 2017. PBJ is a passively managed fund by Invesco that tracks the performance of the Dynamic Food & Beverage Intellidex Index. It was launched on Jun 23, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICE or PBJ.
Key characteristics
| VICE | PBJ | |
|---|---|---|
| YTD Return | 21.89% | 4.69% |
| 1Y Return | 26.64% | 11.32% |
| 3Y Return (Ann) | 0.73% | 4.47% |
| 5Y Return (Ann) | 7.50% | 8.67% |
| Sharpe Ratio | 2.11 | 1.18 |
| Sortino Ratio | 2.97 | 1.76 |
| Omega Ratio | 1.37 | 1.20 |
| Calmar Ratio | 1.09 | 1.36 |
| Martin Ratio | 11.01 | 3.80 |
| Ulcer Index | 2.74% | 3.49% |
| Daily Std Dev | 14.27% | 11.27% |
| Max Drawdown | -38.27% | -39.15% |
| Current Drawdown | -7.55% | -1.74% |
Correlation
The correlation between VICE and PBJ is 0.61, 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.
Performance
VICE vs. PBJ - Performance Comparison
In the year-to-date period, VICE achieves a 21.89% return, which is significantly higher than PBJ's 4.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VICE vs. PBJ - Expense Ratio Comparison
VICE has a 0.99% expense ratio, which is higher than PBJ's 0.63% expense ratio.
Risk-Adjusted Performance
VICE vs. PBJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Vice ETF (VICE) and Invesco Dynamic Food & Beverage ETF (PBJ). 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
VICE vs. PBJ - Dividend Comparison
VICE's dividend yield for the trailing twelve months is around 1.39%, more than PBJ's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICE AdvisorShares Vice ETF | 1.39% | 1.69% | 0.96% | 0.44% | 1.20% | 2.47% | 1.72% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% |
PBJ Invesco Dynamic Food & Beverage ETF | 1.18% | 1.80% | 1.81% | 0.90% | 1.12% | 1.21% | 1.41% | 0.70% | 1.56% | 1.24% | 1.32% | 0.85% |
Drawdowns
VICE vs. PBJ - Drawdown Comparison
The maximum VICE drawdown since its inception was -38.27%, roughly equal to the maximum PBJ drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for VICE and PBJ. For additional features, visit the drawdowns tool.
Volatility
VICE vs. PBJ - Volatility Comparison
AdvisorShares Vice ETF (VICE) has a higher volatility of 3.59% compared to Invesco Dynamic Food & Beverage ETF (PBJ) at 3.14%. This indicates that VICE's price experiences larger fluctuations and is considered to be riskier than PBJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.