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VOXR vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VOXR and VOX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

VOXR vs. VOX

Last updated Jun 1, 2025

Compare and contrast key facts about Vox Royalty Corp (VOXR) and Vanguard Communication Services ETF (VOX).

VOX is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Telecommunication Services 25/50 Index. It was launched on Sep 23, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VOXR or VOX.

Performance

VOXR vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vox Royalty Corp (VOXR) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VOXR:

1.36

VOX:

1.02

Sortino Ratio

VOXR:

1.96

VOX:

1.42

Omega Ratio

VOXR:

1.21

VOX:

1.20

Calmar Ratio

VOXR:

1.81

VOX:

0.96

Martin Ratio

VOXR:

3.81

VOX:

3.15

Ulcer Index

VOXR:

14.21%

VOX:

6.43%

Daily Std Dev

VOXR:

44.46%

VOX:

21.06%

Max Drawdown

VOXR:

-46.18%

VOX:

-57.18%

Current Drawdown

VOXR:

-1.39%

VOX:

-5.60%

Returns By Period

In the year-to-date period, VOXR achieves a 51.96% return, which is significantly higher than VOX's 3.09% return.

VOXR

YTD

51.96%

1M

10.62%

6M

34.88%

1Y

62.40%

3Y*

15.36%

5Y*

N/A

10Y*

N/A

VOX

YTD

3.09%

1M

7.49%

6M

3.01%

1Y

20.22%

3Y*

16.77%

5Y*

12.43%

10Y*

8.16%

*Annualized

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Vox Royalty Corp

Vanguard Communication Services ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VOXR vs. VOX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VOXR
The Risk-Adjusted Performance Rank of VOXR is 8585
Overall Rank
The Sharpe Ratio Rank of VOXR is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of VOXR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VOXR is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VOXR is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VOXR is 8282
Martin Ratio Rank
VOX
The Risk-Adjusted Performance Rank of VOX is 7676
Overall Rank
The Sharpe Ratio Rank of VOX is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of VOX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of VOX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of VOX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VOX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VOXR vs. VOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vox Royalty Corp (VOXR) and Vanguard Communication Services ETF (VOX). 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.

The current VOXR Sharpe Ratio is 1.36, which is higher than the VOX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of VOXR and VOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VOXR vs. VOX - Dividend Comparison

VOXR's dividend yield for the trailing twelve months is around 1.37%, more than VOX's 1.06% yield.

TTM20242023202220212020201920182017201620152014
VOXR
Vox Royalty Corp		1.37%2.05%2.14%0.86%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF		1.06%1.05%1.03%0.88%0.93%0.74%0.90%2.77%3.83%2.67%3.55%2.66%

Drawdowns

VOXR vs. VOX - Drawdown Comparison

The maximum VOXR drawdown since its inception was -46.18%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for VOXR and VOX.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VOXR vs. VOX - Volatility Comparison

Vox Royalty Corp (VOXR) has a higher volatility of 17.72% compared to Vanguard Communication Services ETF (VOX) at 4.42%. This indicates that VOXR's price experiences larger fluctuations and is considered to be riskier than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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