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VICEX vs. ITOT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

VICEX vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USA Mutuals Vice Fund (VICEX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
86.05%
651.49%
VICEX
ITOT

Key characteristics

Sharpe Ratio

VICEX:

0.03

ITOT:

1.83

Sortino Ratio

VICEX:

0.11

ITOT:

2.46

Omega Ratio

VICEX:

1.01

ITOT:

1.34

Calmar Ratio

VICEX:

0.01

ITOT:

2.78

Martin Ratio

VICEX:

0.10

ITOT:

11.83

Ulcer Index

VICEX:

2.95%

ITOT:

2.00%

Daily Std Dev

VICEX:

10.74%

ITOT:

12.92%

Max Drawdown

VICEX:

-56.25%

ITOT:

-55.20%

Current Drawdown

VICEX:

-37.85%

ITOT:

-4.15%

Returns By Period

In the year-to-date period, VICEX achieves a -0.82% return, which is significantly lower than ITOT's 23.48% return. Over the past 10 years, VICEX has underperformed ITOT with an annualized return of -2.72%, while ITOT has yielded a comparatively higher 12.49% annualized return.


VICEX

YTD

-0.82%

1M

-6.44%

6M

-1.30%

1Y

1.14%

5Y*

-7.07%

10Y*

-2.72%

ITOT

YTD

23.48%

1M

-1.01%

6M

8.73%

1Y

25.51%

5Y*

13.84%

10Y*

12.49%

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.


VICEX
USA Mutuals Vice Fund
Expense ratio chart for VICEX: current value at 1.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.59%
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for VICEX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.000.031.83
The chart of Sortino ratio for VICEX, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.112.46
The chart of Omega ratio for VICEX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.003.501.011.34
The chart of Calmar ratio for VICEX, currently valued at 0.01, compared to the broader market0.002.004.006.008.0010.0012.0014.000.012.78
The chart of Martin ratio for VICEX, currently valued at 0.10, compared to the broader market0.0020.0040.0060.000.1011.83
VICEX
ITOT

The current VICEX Sharpe Ratio is 0.03, which is lower than the ITOT Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of VICEX and ITOT, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.03
1.83
VICEX
ITOT

Dividends

VICEX vs. ITOT - Dividend Comparison

VICEX has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
VICEX
USA Mutuals Vice Fund
0.00%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
1.23%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 -55.20%. Use the drawdown chart below to compare losses from any high point for VICEX and ITOT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.85%
-4.15%
VICEX
ITOT

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 3.76% and 3.89%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.76%
3.89%
VICEX
ITOT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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