VJPA.L vs. CSCAX
Compare and contrast key facts about Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and Cove Street Capital Small Cap Value Fund (CSCAX).
VJPA.L is a passively managed fund by Vanguard that tracks the performance of the FTSE Japan Index. It was launched on Sep 24, 2019. CSCAX is managed by Cove Street Capital. It was launched on Oct 3, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VJPA.L or CSCAX.
Key characteristics
| VJPA.L | CSCAX | |
|---|---|---|
| YTD Return | 7.07% | -10.50% |
| 1Y Return | 15.52% | -2.21% |
| 3Y Return (Ann) | 1.33% | -13.39% |
| 5Y Return (Ann) | 4.85% | -3.83% |
| Sharpe Ratio | 0.83 | -0.08 |
| Sortino Ratio | 1.18 | 0.05 |
| Omega Ratio | 1.16 | 1.01 |
| Calmar Ratio | 0.99 | -0.05 |
| Martin Ratio | 3.74 | -0.26 |
| Ulcer Index | 3.67% | 7.88% |
| Daily Std Dev | 16.62% | 24.46% |
| Max Drawdown | -32.06% | -75.67% |
| Current Drawdown | -6.02% | -35.51% |
Correlation
The correlation between VJPA.L and CSCAX is 0.40, 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
VJPA.L vs. CSCAX - Performance Comparison
In the year-to-date period, VJPA.L achieves a 7.07% return, which is significantly higher than CSCAX's -10.50% 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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VJPA.L vs. CSCAX - Expense Ratio Comparison
VJPA.L has a 0.15% expense ratio, which is lower than CSCAX's 1.22% expense ratio.
Risk-Adjusted Performance
VJPA.L vs. CSCAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) and Cove Street Capital Small Cap Value Fund (CSCAX). 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
VJPA.L vs. CSCAX - Dividend Comparison
Neither VJPA.L nor CSCAX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
VJPA.L Vanguard FTSE Japan UCITS ETF USD Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSCAX Cove Street Capital Small Cap Value Fund | 0.00% | 0.00% | 0.00% | 1.24% | 1.24% | 0.73% |
Drawdowns
VJPA.L vs. CSCAX - Drawdown Comparison
The maximum VJPA.L drawdown since its inception was -32.06%, smaller than the maximum CSCAX drawdown of -75.67%. Use the drawdown chart below to compare losses from any high point for VJPA.L and CSCAX. For additional features, visit the drawdowns tool.
Volatility
VJPA.L vs. CSCAX - Volatility Comparison
The current volatility for Vanguard FTSE Japan UCITS ETF USD Acc (VJPA.L) is 4.38%, while Cove Street Capital Small Cap Value Fund (CSCAX) has a volatility of 10.87%. This indicates that VJPA.L experiences smaller price fluctuations and is considered to be less risky than CSCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.