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YALL vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between YALL and VTI is 0.88, 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.


-0.50.00.51.00.9

Performance

YALL vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in God Bless America ETF (YALL) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
103.13%
68.21%
YALL
VTI

Key characteristics

Sharpe Ratio

YALL:

2.34

VTI:

2.10

Sortino Ratio

YALL:

3.16

VTI:

2.80

Omega Ratio

YALL:

1.40

VTI:

1.39

Calmar Ratio

YALL:

4.16

VTI:

3.14

Martin Ratio

YALL:

14.68

VTI:

13.44

Ulcer Index

YALL:

2.47%

VTI:

2.00%

Daily Std Dev

YALL:

15.46%

VTI:

12.79%

Max Drawdown

YALL:

-12.03%

VTI:

-55.45%

Current Drawdown

YALL:

-4.41%

VTI:

-3.03%

Returns By Period

In the year-to-date period, YALL achieves a 32.89% return, which is significantly higher than VTI's 24.89% return.


YALL

YTD

32.89%

1M

-1.52%

6M

13.52%

1Y

33.77%

5Y*

N/A

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


YALL vs. VTI - Expense Ratio Comparison

YALL has a 0.65% expense ratio, which is higher than VTI's 0.03% expense ratio.


YALL
God Bless America ETF
Expense ratio chart for YALL: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

YALL vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for God Bless America ETF (YALL) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for YALL, currently valued at 2.34, compared to the broader market0.002.004.002.342.10
The chart of Sortino ratio for YALL, currently valued at 3.16, compared to the broader market-2.000.002.004.006.008.0010.003.162.80
The chart of Omega ratio for YALL, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.001.401.39
The chart of Calmar ratio for YALL, currently valued at 4.16, compared to the broader market0.005.0010.0015.004.163.14
The chart of Martin ratio for YALL, currently valued at 14.68, compared to the broader market0.0020.0040.0060.0080.00100.0014.6813.44
YALL
VTI

The current YALL Sharpe Ratio is 2.34, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of YALL and VTI, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.34
2.10
YALL
VTI

Dividends

YALL vs. VTI - Dividend Comparison

YALL has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
YALL
God Bless America ETF
0.00%3.51%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

YALL vs. VTI - Drawdown Comparison

The maximum YALL drawdown since its inception was -12.03%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for YALL and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.41%
-3.03%
YALL
VTI

Volatility

YALL vs. VTI - Volatility Comparison

God Bless America ETF (YALL) has a higher volatility of 5.47% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that YALL's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.47%
4.00%
YALL
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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