PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CHD vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CHDVGT
YTD Return9.86%13.49%
1Y Return13.93%31.26%
3Y Return (Ann)7.69%14.70%
5Y Return (Ann)8.07%24.22%
10Y Return (Ann)13.12%20.66%
Sharpe Ratio0.661.80
Daily Std Dev17.09%17.75%
Max Drawdown-51.52%-54.63%
Current Drawdown-3.99%-0.35%

Correlation

-0.50.00.51.00.3

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.

Performance

CHD vs. VGT - Performance Comparison

In the year-to-date period, CHD achieves a 9.86% return, which is significantly lower than VGT's 13.49% return. Over the past 10 years, CHD has underperformed VGT with an annualized return of 13.12%, while VGT has yielded a comparatively higher 20.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%2,000.00%December2024FebruaryMarchAprilMay
1,900.43%
1,238.01%
CHD
VGT

Compare stocks, funds, or ETFs

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


Church & Dwight Co., Inc.

Vanguard Information Technology ETF

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.


CHD
Sharpe ratio
The chart of Sharpe ratio for CHD, currently valued at 0.66, compared to the broader market-2.00-1.000.001.002.003.004.000.66
Sortino ratio
The chart of Sortino ratio for CHD, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.006.000.93
Omega ratio
The chart of Omega ratio for CHD, currently valued at 1.13, compared to the broader market0.501.001.502.001.13
Calmar ratio
The chart of Calmar ratio for CHD, currently valued at 0.70, compared to the broader market0.002.004.006.000.70
Martin ratio
The chart of Martin ratio for CHD, currently valued at 2.17, compared to the broader market0.0010.0020.0030.002.17
VGT
Sharpe ratio
The chart of Sharpe ratio for VGT, currently valued at 1.80, compared to the broader market-2.00-1.000.001.002.003.004.001.80
Sortino ratio
The chart of Sortino ratio for VGT, currently valued at 2.46, compared to the broader market-4.00-2.000.002.004.006.002.46
Omega ratio
The chart of Omega ratio for VGT, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for VGT, currently valued at 2.45, compared to the broader market0.002.004.006.002.45
Martin ratio
The chart of Martin ratio for VGT, currently valued at 6.94, compared to the broader market0.0010.0020.0030.006.94

CHD vs. VGT - Sharpe Ratio Comparison

The current CHD Sharpe Ratio is 0.66, which is lower than the VGT Sharpe Ratio of 1.80. The chart below compares the 12-month rolling Sharpe Ratio of CHD and VGT.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.66
1.80
CHD
VGT

Dividends

CHD vs. VGT - Dividend Comparison

CHD's dividend yield for the trailing twelve months is around 1.08%, more than VGT's 0.66% yield.


TTM20232022202120202019201820172016201520142013
CHD
Church & Dwight Co., Inc.
1.08%1.15%1.30%0.99%1.10%1.29%1.32%1.51%1.61%1.58%1.57%1.69%
VGT
Vanguard Information Technology ETF
0.66%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.99%
-0.35%
CHD
VGT

Volatility

CHD vs. VGT - Volatility Comparison

The current volatility for Church & Dwight Co., Inc. (CHD) is 3.61%, while Vanguard Information Technology ETF (VGT) has a volatility of 5.07%. This indicates that CHD experiences smaller price fluctuations and is considered to be less risky than VGT 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%December2024FebruaryMarchAprilMay
3.61%
5.07%
CHD
VGT