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ZIG vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZIG and VOOG is 0.60, 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.


-0.50.00.51.00.6

Performance

ZIG vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acquirers Fund (ZIG) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
7.89%
13.47%
ZIG
VOOG

Key characteristics

Sharpe Ratio

ZIG:

0.63

VOOG:

2.34

Sortino Ratio

ZIG:

1.01

VOOG:

2.99

Omega Ratio

ZIG:

1.12

VOOG:

1.42

Calmar Ratio

ZIG:

1.06

VOOG:

3.19

Martin Ratio

ZIG:

3.29

VOOG:

12.65

Ulcer Index

ZIG:

3.63%

VOOG:

3.25%

Daily Std Dev

ZIG:

19.09%

VOOG:

17.54%

Max Drawdown

ZIG:

-37.14%

VOOG:

-32.73%

Current Drawdown

ZIG:

-10.39%

VOOG:

-0.07%

Returns By Period

In the year-to-date period, ZIG achieves a 11.83% return, which is significantly lower than VOOG's 40.94% return.


ZIG

YTD

11.83%

1M

-9.89%

6M

6.16%

1Y

11.43%

5Y*

7.85%

10Y*

N/A

VOOG

YTD

40.94%

1M

5.91%

6M

13.96%

1Y

41.05%

5Y*

17.78%

10Y*

15.40%

Compare stocks, funds, or ETFs

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


ZIG vs. VOOG - Expense Ratio Comparison

ZIG has a 1.85% expense ratio, which is higher than VOOG's 0.10% expense ratio.


ZIG
Acquirers Fund
Expense ratio chart for ZIG: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%
Expense ratio chart for VOOG: 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%

Risk-Adjusted Performance

ZIG vs. VOOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Acquirers Fund (ZIG) and Vanguard S&P 500 Growth ETF (VOOG). 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 ZIG, currently valued at 0.60, compared to the broader market0.002.004.000.602.34
The chart of Sortino ratio for ZIG, currently valued at 0.97, compared to the broader market-2.000.002.004.006.008.0010.000.972.99
The chart of Omega ratio for ZIG, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.42
The chart of Calmar ratio for ZIG, currently valued at 1.02, compared to the broader market0.005.0010.0015.001.023.19
The chart of Martin ratio for ZIG, currently valued at 3.10, compared to the broader market0.0020.0040.0060.0080.00100.003.1012.65
ZIG
VOOG

The current ZIG Sharpe Ratio is 0.63, which is lower than the VOOG Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ZIG and VOOG, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.60
2.34
ZIG
VOOG

Dividends

ZIG vs. VOOG - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 0.96%, more than VOOG's 0.47% yield.


TTM20232022202120202019201820172016201520142013
ZIG
Acquirers Fund
0.96%1.07%1.26%0.18%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.47%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%

Drawdowns

ZIG vs. VOOG - Drawdown Comparison

The maximum ZIG drawdown since its inception was -37.14%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for ZIG and VOOG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.39%
-0.07%
ZIG
VOOG

Volatility

ZIG vs. VOOG - Volatility Comparison

The current volatility for Acquirers Fund (ZIG) is 4.19%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 4.97%. This indicates that ZIG experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.19%
4.97%
ZIG
VOOG
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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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