VICEX vs. ITOT
Compare and contrast key facts about USA Mutuals Vice Fund (VICEX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
VICEX is managed by USA Mutuals. It was launched on Aug 29, 2002. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VICEX or ITOT.
Key characteristics
| VICEX | ITOT | |
|---|---|---|
| YTD Return | 5.72% | 25.22% |
| 1Y Return | 0.31% | 34.05% |
| 3Y Return (Ann) | -8.41% | 8.46% |
| 5Y Return (Ann) | -6.07% | 14.94% |
| 10Y Return (Ann) | -2.33% | 12.88% |
| Sharpe Ratio | 0.02 | 2.76 |
| Sortino Ratio | 0.11 | 3.68 |
| Omega Ratio | 1.02 | 1.51 |
| Calmar Ratio | 0.01 | 4.05 |
| Martin Ratio | 0.05 | 17.65 |
| Ulcer Index | 4.83% | 1.95% |
| Daily Std Dev | 13.71% | 12.49% |
| Max Drawdown | -56.25% | -55.21% |
| Current Drawdown | -33.75% | -1.20% |
Correlation
The correlation between VICEX and ITOT is 0.75, 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.
Performance
VICEX vs. ITOT - Performance Comparison
In the year-to-date period, VICEX achieves a 5.72% return, which is significantly lower than ITOT's 25.22% return. Over the past 10 years, VICEX has underperformed ITOT with an annualized return of -2.33%, while ITOT has yielded a comparatively higher 12.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VICEX vs. ITOT - Expense Ratio Comparison
VICEX has a 1.59% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
VICEX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for USA Mutuals Vice Fund (VICEX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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
VICEX vs. ITOT - Dividend Comparison
VICEX's dividend yield for the trailing twelve months is around 1.45%, more than ITOT's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VICEX USA Mutuals Vice Fund | 1.45% | 1.53% | 0.53% | 0.00% | 0.00% | 1.04% | 0.69% | 0.96% | 1.63% | 1.21% | 1.38% | 1.07% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.21% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
VICEX vs. ITOT - Drawdown Comparison
The maximum VICEX drawdown since its inception was -56.25%, roughly equal to the maximum ITOT drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for VICEX and ITOT. For additional features, visit the drawdowns tool.
Volatility
VICEX vs. ITOT - Volatility Comparison
USA Mutuals Vice Fund (VICEX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.03% and 4.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.