VMAX vs. SVOL
Compare and contrast key facts about Hartford US Value ETF (VMAX) and Simplify Volatility Premium ETF (SVOL).
VMAX and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VMAX is an actively managed fund by Hartford. It was launched on Dec 5, 2023. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMAX or SVOL.
Correlation
The correlation between VMAX and SVOL is 0.41, 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
VMAX vs. SVOL - Performance Comparison
Key characteristics
VMAX:
1.73
SVOL:
0.73
VMAX:
2.67
SVOL:
1.06
VMAX:
1.36
SVOL:
1.18
VMAX:
2.33
SVOL:
0.98
VMAX:
6.92
SVOL:
5.26
VMAX:
3.15%
SVOL:
2.03%
VMAX:
12.59%
SVOL:
14.57%
VMAX:
-9.35%
SVOL:
-15.62%
VMAX:
-1.42%
SVOL:
0.00%
Returns By Period
In the year-to-date period, VMAX achieves a 7.27% return, which is significantly higher than SVOL's 5.13% return.
VMAX
7.27%
2.59%
9.59%
21.28%
N/A
N/A
SVOL
5.13%
2.90%
3.83%
11.07%
N/A
N/A
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VMAX vs. SVOL - Expense Ratio Comparison
VMAX has a 0.29% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
VMAX vs. SVOL — Risk-Adjusted Performance Rank
VMAX
SVOL
VMAX vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Hartford US Value ETF (VMAX) and Simplify Volatility Premium ETF (SVOL). 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
VMAX vs. SVOL - Dividend Comparison
VMAX's dividend yield for the trailing twelve months is around 1.82%, less than SVOL's 16.03% yield.
TTM | 2024 | 2023 | 2022 | 2021 | |
---|---|---|---|---|---|
VMAX Hartford US Value ETF | 1.82% | 1.95% | 0.00% | 0.00% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.03% | 16.79% | 16.37% | 18.32% | 4.65% |
Drawdowns
VMAX vs. SVOL - Drawdown Comparison
The maximum VMAX drawdown since its inception was -9.35%, smaller than the maximum SVOL drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for VMAX and SVOL. For additional features, visit the drawdowns tool.
Volatility
VMAX vs. SVOL - Volatility Comparison
The current volatility for Hartford US Value ETF (VMAX) is 2.33%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.21%. This indicates that VMAX experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.