VIS vs. ROKT
Compare and contrast key facts about Vanguard Industrials ETF (VIS) and SPDR S&P Kensho Final Frontiers ETF (ROKT).
VIS and ROKT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VIS is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Industrials 25/50 Index. It was launched on Sep 23, 2004. ROKT is a passively managed fund by State Street that tracks the performance of the S&P Kensho Final Frontiers Index. It was launched on Oct 22, 2018. Both VIS and ROKT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIS or ROKT.
Key characteristics
| VIS | ROKT | |
|---|---|---|
| YTD Return | 27.09% | 24.87% |
| 1Y Return | 43.62% | 39.76% |
| 3Y Return (Ann) | 11.92% | 11.11% |
| 5Y Return (Ann) | 14.31% | 10.39% |
| Sharpe Ratio | 3.14 | 2.51 |
| Sortino Ratio | 4.34 | 3.44 |
| Omega Ratio | 1.55 | 1.44 |
| Calmar Ratio | 6.10 | 4.24 |
| Martin Ratio | 21.05 | 13.88 |
| Ulcer Index | 2.17% | 2.98% |
| Daily Std Dev | 14.56% | 16.50% |
| Max Drawdown | -63.51% | -43.16% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VIS and ROKT is 0.86, 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
VIS vs. ROKT - Performance Comparison
In the year-to-date period, VIS achieves a 27.09% return, which is significantly higher than ROKT's 24.87% 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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VIS vs. ROKT - Expense Ratio Comparison
VIS has a 0.10% expense ratio, which is lower than ROKT's 0.45% expense ratio.
Risk-Adjusted Performance
VIS vs. ROKT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and SPDR S&P Kensho Final Frontiers ETF (ROKT). 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
VIS vs. ROKT - Dividend Comparison
VIS's dividend yield for the trailing twelve months is around 1.14%, more than ROKT's 0.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIS Vanguard Industrials ETF | 1.14% | 1.36% | 1.52% | 1.11% | 1.38% | 1.69% | 1.91% | 1.60% | 1.81% | 1.94% | 1.57% | 1.06% |
ROKT SPDR S&P Kensho Final Frontiers ETF | 0.55% | 0.62% | 0.54% | 1.79% | 0.48% | 0.74% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VIS vs. ROKT - Drawdown Comparison
The maximum VIS drawdown since its inception was -63.51%, which is greater than ROKT's maximum drawdown of -43.16%. Use the drawdown chart below to compare losses from any high point for VIS and ROKT. For additional features, visit the drawdowns tool.
Volatility
VIS vs. ROKT - Volatility Comparison
The current volatility for Vanguard Industrials ETF (VIS) is 5.23%, while SPDR S&P Kensho Final Frontiers ETF (ROKT) has a volatility of 6.35%. This indicates that VIS experiences smaller price fluctuations and is considered to be less risky than ROKT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.