VRAI vs. VOO
Compare and contrast key facts about Virtus Real Asset Income ETF (VRAI) and Vanguard S&P 500 ETF (VOO).
VRAI and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VRAI is a passively managed fund by Virtus Investment Partners that tracks the performance of the Indxx Real Asset Income Index. It was launched on Feb 7, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both VRAI and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRAI or VOO.
Key characteristics
| VRAI | VOO | |
|---|---|---|
| YTD Return | 6.64% | 27.15% |
| 1Y Return | 18.86% | 39.90% |
| 3Y Return (Ann) | 0.97% | 10.28% |
| 5Y Return (Ann) | 4.05% | 16.00% |
| Sharpe Ratio | 1.35 | 3.15 |
| Sortino Ratio | 2.01 | 4.19 |
| Omega Ratio | 1.24 | 1.59 |
| Calmar Ratio | 0.80 | 4.60 |
| Martin Ratio | 6.12 | 21.00 |
| Ulcer Index | 2.93% | 1.85% |
| Daily Std Dev | 13.28% | 12.34% |
| Max Drawdown | -47.51% | -33.99% |
| Current Drawdown | -7.75% | 0.00% |
Correlation
The correlation between VRAI and VOO is 0.68, 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
VRAI vs. VOO - Performance Comparison
In the year-to-date period, VRAI achieves a 6.64% return, which is significantly lower than VOO's 27.15% 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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VRAI vs. VOO - Expense Ratio Comparison
VRAI has a 0.55% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
VRAI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Real Asset Income ETF (VRAI) and Vanguard S&P 500 ETF (VOO). 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
VRAI vs. VOO - Dividend Comparison
VRAI's dividend yield for the trailing twelve months is around 5.59%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRAI Virtus Real Asset Income ETF | 5.59% | 5.02% | 4.48% | 3.34% | 3.91% | 2.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VRAI vs. VOO - Drawdown Comparison
The maximum VRAI drawdown since its inception was -47.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRAI and VOO. For additional features, visit the drawdowns tool.
Volatility
VRAI vs. VOO - Volatility Comparison
The current volatility for Virtus Real Asset Income ETF (VRAI) is 3.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.95%. This indicates that VRAI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.