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VRAI vs. STLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRAI and STLG is 0.67, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

VRAI vs. STLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus Real Asset Income ETF (VRAI) and iShares Factors US Growth Style ETF (STLG). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
11.21%
115.61%
VRAI
STLG

Key characteristics

Sharpe Ratio

VRAI:

0.05

STLG:

0.73

Sortino Ratio

VRAI:

0.19

STLG:

1.14

Omega Ratio

VRAI:

1.03

STLG:

1.16

Calmar Ratio

VRAI:

0.04

STLG:

0.81

Martin Ratio

VRAI:

0.22

STLG:

2.77

Ulcer Index

VRAI:

4.21%

STLG:

6.96%

Daily Std Dev

VRAI:

18.03%

STLG:

26.64%

Max Drawdown

VRAI:

-47.51%

STLG:

-31.34%

Current Drawdown

VRAI:

-13.43%

STLG:

-9.28%

Returns By Period

In the year-to-date period, VRAI achieves a -2.54% return, which is significantly higher than STLG's -4.48% return.


VRAI

YTD

-2.54%

1M

4.52%

6M

-4.14%

1Y

-0.35%

5Y*

9.65%

10Y*

N/A

STLG

YTD

-4.48%

1M

18.17%

6M

2.65%

1Y

15.88%

5Y*

18.79%

10Y*

N/A

*Annualized

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VRAI vs. STLG - Expense Ratio Comparison

VRAI has a 0.55% expense ratio, which is higher than STLG's 0.25% expense ratio.


Expense ratio chart for VRAI: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VRAI: 0.55%
Expense ratio chart for STLG: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
STLG: 0.25%

Risk-Adjusted Performance

VRAI vs. STLG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRAI
The Risk-Adjusted Performance Rank of VRAI is 1919
Overall Rank
The Sharpe Ratio Rank of VRAI is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of VRAI is 1818
Sortino Ratio Rank
The Omega Ratio Rank of VRAI is 1818
Omega Ratio Rank
The Calmar Ratio Rank of VRAI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VRAI is 2020
Martin Ratio Rank

STLG
The Risk-Adjusted Performance Rank of STLG is 6666
Overall Rank
The Sharpe Ratio Rank of STLG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of STLG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of STLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of STLG is 7373
Calmar Ratio Rank
The Martin Ratio Rank of STLG is 6565
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.

VRAI vs. STLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus Real Asset Income ETF (VRAI) and iShares Factors US Growth Style ETF (STLG). 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 chart of Sharpe ratio for VRAI, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.00
VRAI: 0.05
STLG: 0.74
The chart of Sortino ratio for VRAI, currently valued at 0.19, compared to the broader market-2.000.002.004.006.008.00
VRAI: 0.19
STLG: 1.16
The chart of Omega ratio for VRAI, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
VRAI: 1.03
STLG: 1.16
The chart of Calmar ratio for VRAI, currently valued at 0.04, compared to the broader market0.002.004.006.008.0010.0012.00
VRAI: 0.04
STLG: 0.82
The chart of Martin ratio for VRAI, currently valued at 0.22, compared to the broader market0.0020.0040.0060.00
VRAI: 0.22
STLG: 2.80

The current VRAI Sharpe Ratio is 0.05, which is lower than the STLG Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VRAI and STLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.05
0.74
VRAI
STLG

Dividends

VRAI vs. STLG - Dividend Comparison

VRAI's dividend yield for the trailing twelve months is around 7.32%, more than STLG's 0.22% yield.


TTM202420232022202120202019
VRAI
Virtus Real Asset Income ETF
7.32%7.13%5.02%4.48%3.34%3.91%2.80%
STLG
iShares Factors US Growth Style ETF
0.22%0.22%0.09%0.14%0.00%0.75%0.00%

Drawdowns

VRAI vs. STLG - Drawdown Comparison

The maximum VRAI drawdown since its inception was -47.51%, which is greater than STLG's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for VRAI and STLG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.43%
-9.28%
VRAI
STLG

Volatility

VRAI vs. STLG - Volatility Comparison

The current volatility for Virtus Real Asset Income ETF (VRAI) is 13.00%, while iShares Factors US Growth Style ETF (STLG) has a volatility of 15.83%. This indicates that VRAI experiences smaller price fluctuations and is considered to be less risky than STLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
13.00%
15.83%
VRAI
STLG