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VUIAX vs. FUTY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VUIAXFUTY
YTD Return26.73%26.71%
1Y Return26.04%26.00%
3Y Return (Ann)9.25%9.27%
5Y Return (Ann)7.15%7.21%
10Y Return (Ann)9.74%9.74%
Sharpe Ratio1.501.51
Daily Std Dev16.96%16.85%
Max Drawdown-46.28%-36.44%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between VUIAX and FUTY is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

VUIAX vs. FUTY - Performance Comparison

The year-to-date returns for both stocks are quite close, with VUIAX having a 26.73% return and FUTY slightly lower at 26.71%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: VUIAX at 9.74% and FUTY at 9.74%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
24.70%
24.79%
VUIAX
FUTY

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VUIAX vs. FUTY - Expense Ratio Comparison

VUIAX has a 0.10% expense ratio, which is higher than FUTY's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VUIAX
Vanguard Utilities Index Fund Admiral Shares
Expense ratio chart for VUIAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for FUTY: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VUIAX vs. FUTY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Fidelity MSCI Utilities Index ETF (FUTY). 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.


VUIAX
Sharpe ratio
The chart of Sharpe ratio for VUIAX, currently valued at 1.50, compared to the broader market-1.000.001.002.003.004.005.001.50
Sortino ratio
The chart of Sortino ratio for VUIAX, currently valued at 2.08, compared to the broader market0.005.0010.002.08
Omega ratio
The chart of Omega ratio for VUIAX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VUIAX, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.01
Martin ratio
The chart of Martin ratio for VUIAX, currently valued at 5.81, compared to the broader market0.0020.0040.0060.0080.00100.005.81
FUTY
Sharpe ratio
The chart of Sharpe ratio for FUTY, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.005.001.51
Sortino ratio
The chart of Sortino ratio for FUTY, currently valued at 2.09, compared to the broader market0.005.0010.002.09
Omega ratio
The chart of Omega ratio for FUTY, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for FUTY, currently valued at 1.01, compared to the broader market0.005.0010.0015.0020.001.01
Martin ratio
The chart of Martin ratio for FUTY, currently valued at 5.82, compared to the broader market0.0020.0040.0060.0080.00100.005.82

VUIAX vs. FUTY - Sharpe Ratio Comparison

The current VUIAX Sharpe Ratio is 1.50, which roughly equals the FUTY Sharpe Ratio of 1.51. The chart below compares the 12-month rolling Sharpe Ratio of VUIAX and FUTY.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
1.50
1.51
VUIAX
FUTY

Dividends

VUIAX vs. FUTY - Dividend Comparison

VUIAX's dividend yield for the trailing twelve months is around 2.85%, more than FUTY's 2.02% yield.


TTM20232022202120202019201820172016201520142013
VUIAX
Vanguard Utilities Index Fund Admiral Shares
2.85%3.49%2.98%2.70%3.17%2.82%3.23%3.18%3.19%3.64%3.02%3.76%
FUTY
Fidelity MSCI Utilities Index ETF
2.02%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%0.86%

Drawdowns

VUIAX vs. FUTY - Drawdown Comparison

The maximum VUIAX drawdown since its inception was -46.28%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for VUIAX and FUTY. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember00
VUIAX
FUTY

Volatility

VUIAX vs. FUTY - Volatility Comparison

Vanguard Utilities Index Fund Admiral Shares (VUIAX) has a higher volatility of 2.69% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 2.56%. This indicates that VUIAX's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.69%
2.56%
VUIAX
FUTY