CHD vs. VGT
Compare and contrast key facts about Church & Dwight Co., Inc. (CHD) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHD or VGT.
Performance
CHD vs. VGT - Performance Comparison
Returns By Period
In the year-to-date period, CHD achieves a 19.00% return, which is significantly lower than VGT's 27.28% return. Over the past 10 years, CHD has underperformed VGT with an annualized return of 13.10%, while VGT has yielded a comparatively higher 20.69% annualized return.
CHD
19.00%
7.38%
4.28%
21.23%
11.42%
13.10%
VGT
27.28%
0.97%
13.82%
34.56%
22.52%
20.69%
Key characteristics
| CHD | VGT | |
|---|---|---|
| Sharpe Ratio | 1.36 | 1.59 |
| Sortino Ratio | 1.92 | 2.11 |
| Omega Ratio | 1.24 | 1.29 |
| Calmar Ratio | 2.13 | 2.20 |
| Martin Ratio | 5.15 | 7.89 |
| Ulcer Index | 4.47% | 4.24% |
| Daily Std Dev | 16.93% | 20.98% |
| Max Drawdown | -51.52% | -54.63% |
| Current Drawdown | 0.00% | -2.04% |
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Correlation
The correlation between CHD and VGT is 0.30, 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.
Risk-Adjusted Performance
CHD vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Church & Dwight Co., Inc. (CHD) and Vanguard Information Technology ETF (VGT). 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
CHD vs. VGT - Dividend Comparison
CHD's dividend yield for the trailing twelve months is around 1.02%, more than VGT's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHD Church & Dwight Co., Inc. | 1.02% | 1.15% | 1.31% | 0.99% | 1.10% | 1.30% | 1.33% | 1.51% | 1.61% | 1.58% | 1.57% | 1.69% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
CHD vs. VGT - Drawdown Comparison
The maximum CHD drawdown since its inception was -51.52%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CHD and VGT. For additional features, visit the drawdowns tool.
Volatility
CHD vs. VGT - Volatility Comparison
Church & Dwight Co., Inc. (CHD) and Vanguard Information Technology ETF (VGT) have volatilities of 6.47% and 6.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.