VTEX vs. FALN
Compare and contrast key facts about VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN).
FALN is a passively managed fund by iShares that tracks the performance of the Bloomberg US High Yield Fallen Angel 3% Capped Index. It was launched on Jun 14, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTEX or FALN.
Performance
VTEX vs. FALN - Performance Comparison
Returns By Period
In the year-to-date period, VTEX achieves a -9.30% return, which is significantly lower than FALN's 8.04% return.
VTEX
-9.30%
-9.57%
-11.24%
-11.74%
N/A
N/A
FALN
8.04%
0.05%
5.35%
13.04%
5.70%
N/A
Key characteristics
VTEX | FALN | |
---|---|---|
Sharpe Ratio | -0.18 | 2.73 |
Sortino Ratio | 0.05 | 4.13 |
Omega Ratio | 1.01 | 1.53 |
Calmar Ratio | -0.09 | 1.81 |
Martin Ratio | -0.36 | 18.71 |
Ulcer Index | 20.88% | 0.70% |
Daily Std Dev | 43.06% | 4.78% |
Max Drawdown | -91.38% | -29.22% |
Current Drawdown | -80.65% | -0.40% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between VTEX and FALN 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
VTEX vs. FALN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VTEX (VTEX) and iShares Fallen Angels USD Bond ETF (FALN). 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
VTEX vs. FALN - Dividend Comparison
VTEX has not paid dividends to shareholders, while FALN's dividend yield for the trailing twelve months is around 6.08%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
VTEX | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Fallen Angels USD Bond ETF | 6.08% | 5.38% | 5.08% | 3.39% | 5.14% | 5.35% | 5.97% | 6.99% | 3.54% |
Drawdowns
VTEX vs. FALN - Drawdown Comparison
The maximum VTEX drawdown since its inception was -91.38%, which is greater than FALN's maximum drawdown of -29.22%. Use the drawdown chart below to compare losses from any high point for VTEX and FALN. For additional features, visit the drawdowns tool.
Volatility
VTEX vs. FALN - Volatility Comparison
VTEX (VTEX) has a higher volatility of 7.32% compared to iShares Fallen Angels USD Bond ETF (FALN) at 1.34%. This indicates that VTEX's price experiences larger fluctuations and is considered to be riskier than FALN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.