DHC vs. VOO
Compare and contrast key facts about Diversified Healthcare Trust (DHC) 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: DHC or VOO.
Key characteristics
| DHC | VOO | |
|---|---|---|
| YTD Return | -4.56% | 21.11% |
| 1Y Return | 45.69% | 32.98% |
| 3Y Return (Ann) | 1.80% | 8.44% |
| 5Y Return (Ann) | -15.13% | 15.04% |
| 10Y Return (Ann) | -11.97% | 12.94% |
| Sharpe Ratio | 0.94 | 2.84 |
| Sortino Ratio | 1.76 | 3.76 |
| Omega Ratio | 1.19 | 1.53 |
| Calmar Ratio | 0.69 | 4.05 |
| Martin Ratio | 2.70 | 18.51 |
| Ulcer Index | 22.50% | 1.85% |
| Daily Std Dev | 63.75% | 12.06% |
| Max Drawdown | -96.19% | -33.99% |
| Current Drawdown | -77.60% | -2.52% |
Correlation
The correlation between DHC and VOO 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
DHC vs. VOO - Performance Comparison
In the year-to-date period, DHC achieves a -4.56% return, which is significantly lower than VOO's 21.11% return. Over the past 10 years, DHC has underperformed VOO with an annualized return of -11.97%, while VOO has yielded a comparatively higher 12.94% 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
DHC vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diversified Healthcare Trust (DHC) 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
DHC vs. VOO - Dividend Comparison
DHC's dividend yield for the trailing twelve months is around 1.14%, less than VOO's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHC Diversified Healthcare Trust | 1.14% | 1.07% | 5.32% | 1.29% | 4.37% | 10.20% | 13.72% | 8.40% | 8.49% | 10.83% | 7.34% | 7.30% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DHC vs. VOO - Drawdown Comparison
The maximum DHC drawdown since its inception was -96.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DHC and VOO. For additional features, visit the drawdowns tool.
Volatility
DHC vs. VOO - Volatility Comparison
Diversified Healthcare Trust (DHC) has a higher volatility of 13.60% compared to Vanguard S&P 500 ETF (VOO) at 3.15%. This indicates that DHC's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.