VTC vs VTEC: returns, Sharpe ratio and drawdown
Performance
VTC+0.07%VTEC+0.90%
Summary
VTC vs VTEC
Over the past year, VTEC returned +0.90% against +0.07% for VTC. VTC had the higher Sharpe ratio over the past year (-0.77 vs -0.81), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -4.62% for VTC and -6.44% for VTEC. Dividends over the past year came to 5.14% of VTC's price, against 3.18% for VTEC. Their daily returns had a correlation of 0.63 over the past year, which is moderate.
Ranking
How VTC and VTEC rank
VTCVTEC
Current Drawdown
VTC-1.92%VTEC-1.50%
Rolling Volatility
VTC4.61%VTEC3.69%
METRICS
Correlation Matrix
Fees and dividends
What VTC and VTEC cost and pay
VTCVTECExpense ratio0.03%0.06%Yield5.14%3.18%Paid, past year$3.81$3.11PaysMonthlyMonthlyGrowth a year+16.8%—Return with dividends-0.21%+0.90%1YReturn, price only-4.25%-2.22%1Y
VTC charges 0.03% a year and VTEC 0.06%.
Metrics
Risk Indicators
VTCVTEC
Alpha
VTC
-4.98%
VTEC
-3.37%
Beta
VTC
0.15x
VTEC
0.06x
Sharpe
VTC
-0.77
VTEC
-0.81
Sortino
VTC
-1.03
VTEC
-1.05
Omega
VTC
0.88
VTEC
0.86
Calmar
VTC
0.01
VTEC
0.14
Martin
VTC
-1.97
VTEC
-1.31
Comparisons