DCI vs. VOO
Compare and contrast key facts about Donaldson Company, Inc. (DCI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DCI or VOO.
Key characteristics
| DCI | VOO | |
|---|---|---|
| YTD Return | 11.00% | 7.31% |
| 1Y Return | 15.53% | 25.21% |
| 3Y Return (Ann) | 6.72% | 8.45% |
| 5Y Return (Ann) | 7.99% | 13.50% |
| 10Y Return (Ann) | 7.39% | 12.57% |
| Sharpe Ratio | 0.93 | 2.36 |
| Daily Std Dev | 19.51% | 11.75% |
| Max Drawdown | -56.90% | -33.99% |
| Current Drawdown | -3.54% | -2.94% |
Correlation
The correlation between DCI and VOO is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DCI vs. VOO - Performance Comparison
In the year-to-date period, DCI achieves a 11.00% return, which is significantly higher than VOO's 7.31% return. Over the past 10 years, DCI has underperformed VOO with an annualized return of 7.39%, while VOO has yielded a comparatively higher 12.57% 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
DCI vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Donaldson Company, Inc. (DCI) and Vanguard S&P 500 ETF (VOO). 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
DCI vs. VOO - Dividend Comparison
DCI's dividend yield for the trailing twelve months is around 1.38%, which matches VOO's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DCI Donaldson Company, Inc. | 1.38% | 1.50% | 1.55% | 1.47% | 1.50% | 1.42% | 1.73% | 1.45% | 1.65% | 2.36% | 1.64% | 1.15% |
VOO Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DCI vs. VOO - Drawdown Comparison
The maximum DCI drawdown since its inception was -56.90%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DCI and VOO. For additional features, visit the drawdowns tool.
Volatility
DCI vs. VOO - Volatility Comparison
The current volatility for Donaldson Company, Inc. (DCI) is 2.59%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.60%. This indicates that DCI experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.