CLDT vs. VONG
Compare and contrast key facts about Chatham Lodging Trust (CLDT) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CLDT or VONG.
Key characteristics
| CLDT | VONG | |
|---|---|---|
| YTD Return | -14.02% | 31.22% |
| 1Y Return | -7.70% | 38.87% |
| 3Y Return (Ann) | -9.91% | 10.22% |
| 5Y Return (Ann) | -11.50% | 19.59% |
| 10Y Return (Ann) | -6.64% | 16.65% |
| Sharpe Ratio | -0.29 | 2.35 |
| Sortino Ratio | -0.23 | 3.05 |
| Omega Ratio | 0.97 | 1.43 |
| Calmar Ratio | -0.13 | 2.96 |
| Martin Ratio | -0.50 | 11.71 |
| Ulcer Index | 16.59% | 3.32% |
| Daily Std Dev | 29.19% | 16.55% |
| Max Drawdown | -83.52% | -32.72% |
| Current Drawdown | -58.22% | -0.71% |
Correlation
The correlation between CLDT and VONG is 0.40, 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
CLDT vs. VONG - Performance Comparison
In the year-to-date period, CLDT achieves a -14.02% return, which is significantly lower than VONG's 31.22% return. Over the past 10 years, CLDT has underperformed VONG with an annualized return of -6.64%, while VONG has yielded a comparatively higher 16.65% 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
CLDT vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chatham Lodging Trust (CLDT) and Vanguard Russell 1000 Growth ETF (VONG). 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
CLDT vs. VONG - Dividend Comparison
CLDT's dividend yield for the trailing twelve months is around 3.11%, more than VONG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CLDT Chatham Lodging Trust | 3.11% | 2.61% | 0.57% | 0.00% | 2.04% | 7.20% | 7.47% | 5.80% | 6.72% | 5.86% | 3.21% | 4.11% |
VONG Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
CLDT vs. VONG - Drawdown Comparison
The maximum CLDT drawdown since its inception was -83.52%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for CLDT and VONG. For additional features, visit the drawdowns tool.
Volatility
CLDT vs. VONG - Volatility Comparison
Chatham Lodging Trust (CLDT) has a higher volatility of 13.22% compared to Vanguard Russell 1000 Growth ETF (VONG) at 5.11%. This indicates that CLDT's price experiences larger fluctuations and is considered to be riskier than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.