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

Key characteristics


ZIGVOOG
YTD Return10.01%24.37%
1Y Return23.19%32.34%
3Y Return (Ann)11.45%7.44%
5Y Return (Ann)9.43%16.51%
Sharpe Ratio1.201.93
Daily Std Dev19.44%16.80%
Max Drawdown-37.14%-32.73%
Current Drawdown-3.82%-4.11%

Correlation

-0.50.00.51.00.6

The correlation between ZIG and VOOG is 0.62, 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.

Performance

ZIG vs. VOOG - Performance Comparison

In the year-to-date period, ZIG achieves a 10.01% return, which is significantly lower than VOOG's 24.37% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
3.71%
9.99%
ZIG
VOOG

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.


ZIG
Sharpe ratio
The chart of Sharpe ratio for ZIG, currently valued at 1.20, compared to the broader market0.002.004.001.20
Sortino ratio
The chart of Sortino ratio for ZIG, currently valued at 1.79, compared to the broader market-2.000.002.004.006.008.0010.0012.001.79
Omega ratio
The chart of Omega ratio for ZIG, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for ZIG, currently valued at 2.42, compared to the broader market0.005.0010.0015.002.42
Martin ratio
The chart of Martin ratio for ZIG, currently valued at 6.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.78
VOOG
Sharpe ratio
The chart of Sharpe ratio for VOOG, currently valued at 1.93, compared to the broader market0.002.004.001.93
Sortino ratio
The chart of Sortino ratio for VOOG, currently valued at 2.57, compared to the broader market-2.000.002.004.006.008.0010.0012.002.57
Omega ratio
The chart of Omega ratio for VOOG, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for VOOG, currently valued at 1.54, compared to the broader market0.005.0010.0015.001.54
Martin ratio
The chart of Martin ratio for VOOG, currently valued at 9.56, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.56

ZIG vs. VOOG - Sharpe Ratio Comparison

The current ZIG Sharpe Ratio is 1.20, which is lower than the VOOG Sharpe Ratio of 1.93. The chart below compares the 12-month rolling Sharpe Ratio of ZIG and VOOG.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.20
1.93
ZIG
VOOG

Dividends

ZIG vs. VOOG - Dividend Comparison

ZIG's dividend yield for the trailing twelve months is around 0.97%, more than VOOG's 0.71% yield.


TTM20232022202120202019201820172016201520142013
ZIG
Acquirers Fund
0.97%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
0.71%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%AprilMayJuneJulyAugustSeptember
-3.82%
-4.11%
ZIG
VOOG

Volatility

ZIG vs. VOOG - Volatility Comparison

Acquirers Fund (ZIG) has a higher volatility of 7.27% compared to Vanguard S&P 500 Growth ETF (VOOG) at 5.56%. This indicates that ZIG's price experiences larger fluctuations and is considered to be riskier 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%AprilMayJuneJulyAugustSeptember
7.27%
5.56%
ZIG
VOOG