VOXX vs. VOX
Compare and contrast key facts about VOXX International Corporation (VOXX) 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: VOXX or VOX.
Performance
VOXX vs. VOX - Performance Comparison
Returns By Period
In the year-to-date period, VOXX achieves a -39.23% return, which is significantly lower than VOX's 29.21% return. Over the past 10 years, VOXX has underperformed VOX with an annualized return of -2.62%, while VOX has yielded a comparatively higher 7.54% annualized return.
VOXX
-39.23%
-17.01%
62.25%
-36.50%
5.36%
-2.62%
VOX
29.21%
2.91%
13.12%
36.02%
11.62%
7.54%
Key characteristics
| VOXX | VOX | |
|---|---|---|
| Sharpe Ratio | -0.36 | 2.30 |
| Sortino Ratio | -0.04 | 3.05 |
| Omega Ratio | 0.99 | 1.41 |
| Calmar Ratio | -0.37 | 1.45 |
| Martin Ratio | -0.74 | 16.43 |
| Ulcer Index | 47.82% | 2.21% |
| Daily Std Dev | 98.28% | 15.80% |
| Max Drawdown | -97.39% | -57.18% |
| Current Drawdown | -90.73% | -2.98% |
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Correlation
The correlation between VOXX and VOX is 0.37, 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.
Risk-Adjusted Performance
VOXX vs. VOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VOXX International Corporation (VOXX) 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.
Dividends
VOXX vs. VOX - Dividend Comparison
VOXX has not paid dividends to shareholders, while VOX's dividend yield for the trailing twelve months is around 0.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VOXX VOXX International Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOX Vanguard Communication Services ETF | 0.97% | 1.03% | 0.88% | 0.93% | 0.74% | 0.90% | 2.77% | 3.83% | 2.67% | 3.55% | 2.66% | 3.88% |
Drawdowns
VOXX vs. VOX - Drawdown Comparison
The maximum VOXX drawdown since its inception was -97.39%, which is greater than VOX's maximum drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for VOXX and VOX. For additional features, visit the drawdowns tool.
Volatility
VOXX vs. VOX - Volatility Comparison
VOXX International Corporation (VOXX) has a higher volatility of 13.51% compared to Vanguard Communication Services ETF (VOX) at 4.61%. This indicates that VOXX'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.