XHS vs. VGHAX
Compare and contrast key facts about SPDR S&P Health Care Services ETF (XHS) and Vanguard Health Care Fund Admiral Shares (VGHAX).
XHS is a passively managed fund by State Street that tracks the performance of the S&P Health Care Services Select Industry Index. It was launched on Sep 28, 2011. VGHAX is managed by Vanguard. It was launched on Nov 12, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XHS or VGHAX.
Performance
XHS vs. VGHAX - Performance Comparison
Returns By Period
In the year-to-date period, XHS achieves a 3.85% return, which is significantly higher than VGHAX's -2.61% return. Over the past 10 years, XHS has outperformed VGHAX with an annualized return of 6.14%, while VGHAX has yielded a comparatively lower -0.13% annualized return.
XHS
3.85%
-4.20%
0.45%
9.83%
5.90%
6.14%
VGHAX
-2.61%
-10.27%
-6.07%
1.65%
0.04%
-0.13%
Key characteristics
| XHS | VGHAX | |
|---|---|---|
| Sharpe Ratio | 0.62 | 0.17 |
| Sortino Ratio | 1.01 | 0.31 |
| Omega Ratio | 1.12 | 1.04 |
| Calmar Ratio | 0.40 | 0.12 |
| Martin Ratio | 2.75 | 0.51 |
| Ulcer Index | 3.92% | 3.98% |
| Daily Std Dev | 17.33% | 11.99% |
| Max Drawdown | -39.32% | -45.79% |
| Current Drawdown | -19.68% | -15.43% |
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XHS vs. VGHAX - Expense Ratio Comparison
XHS has a 0.35% expense ratio, which is higher than VGHAX's 0.25% expense ratio.
Correlation
The correlation between XHS and VGHAX is 0.71, 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.
Risk-Adjusted Performance
XHS vs. VGHAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Health Care Services ETF (XHS) and Vanguard Health Care Fund Admiral Shares (VGHAX). 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
XHS vs. VGHAX - Dividend Comparison
XHS's dividend yield for the trailing twelve months is around 0.33%, less than VGHAX's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XHS SPDR S&P Health Care Services ETF | 0.33% | 0.23% | 0.19% | 0.20% | 0.23% | 2.37% | 0.34% | 0.22% | 0.29% | 0.92% | 1.17% | 0.46% |
VGHAX Vanguard Health Care Fund Admiral Shares | 0.93% | 0.89% | 0.83% | 0.91% | 0.93% | 1.22% | 1.28% | 1.06% | 1.06% | 1.24% | 1.05% | 1.32% |
Drawdowns
XHS vs. VGHAX - Drawdown Comparison
The maximum XHS drawdown since its inception was -39.32%, smaller than the maximum VGHAX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for XHS and VGHAX. For additional features, visit the drawdowns tool.
Volatility
XHS vs. VGHAX - Volatility Comparison
SPDR S&P Health Care Services ETF (XHS) has a higher volatility of 6.90% compared to Vanguard Health Care Fund Admiral Shares (VGHAX) at 3.86%. This indicates that XHS's price experiences larger fluctuations and is considered to be riskier than VGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.