BRT vs. VGSTX
Compare and contrast key facts about BRT Apartments Corp. (BRT) and Vanguard STAR Fund (VGSTX).
VGSTX is managed by Vanguard. It was launched on Mar 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRT or VGSTX.
Key characteristics
| BRT | VGSTX | |
|---|---|---|
| YTD Return | 3.69% | 10.53% |
| 1Y Return | 12.27% | 18.37% |
| 3Y Return (Ann) | 2.40% | 1.51% |
| 5Y Return (Ann) | 7.62% | 7.79% |
| 10Y Return (Ann) | 14.76% | 7.55% |
| Sharpe Ratio | 0.31 | 2.12 |
| Sortino Ratio | 0.69 | 3.02 |
| Omega Ratio | 1.07 | 1.39 |
| Calmar Ratio | 0.27 | 1.49 |
| Martin Ratio | 0.94 | 13.30 |
| Ulcer Index | 9.92% | 1.38% |
| Daily Std Dev | 30.05% | 8.65% |
| Max Drawdown | -90.17% | -38.62% |
| Current Drawdown | -17.73% | -1.24% |
Correlation
The correlation between BRT and VGSTX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BRT vs. VGSTX - Performance Comparison
In the year-to-date period, BRT achieves a 3.69% return, which is significantly lower than VGSTX's 10.53% return. Over the past 10 years, BRT has outperformed VGSTX with an annualized return of 14.76%, while VGSTX has yielded a comparatively lower 7.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BRT vs. VGSTX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BRT Apartments Corp. (BRT) and Vanguard STAR Fund (VGSTX). 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
BRT vs. VGSTX - Dividend Comparison
BRT's dividend yield for the trailing twelve months is around 5.42%, more than VGSTX's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRT BRT Apartments Corp. | 5.42% | 5.38% | 4.99% | 3.75% | 5.79% | 4.95% | 6.99% | 3.05% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSTX Vanguard STAR Fund | 2.22% | 2.21% | 2.08% | 1.36% | 1.42% | 2.11% | 2.52% | 1.85% | 2.08% | 2.09% | 2.18% | 1.82% |
Drawdowns
BRT vs. VGSTX - Drawdown Comparison
The maximum BRT drawdown since its inception was -90.17%, which is greater than VGSTX's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for BRT and VGSTX. For additional features, visit the drawdowns tool.
Volatility
BRT vs. VGSTX - Volatility Comparison
BRT Apartments Corp. (BRT) has a higher volatility of 10.81% compared to Vanguard STAR Fund (VGSTX) at 2.23%. This indicates that BRT's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.