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DLTR vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DLTR and VONG is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

DLTR vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dollar Tree, Inc. (DLTR) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%NovemberDecember2025FebruaryMarchApril
240.24%
743.20%
DLTR
VONG

Key characteristics

Sharpe Ratio

DLTR:

-0.72

VONG:

0.53

Sortino Ratio

DLTR:

-0.82

VONG:

0.90

Omega Ratio

DLTR:

0.89

VONG:

1.13

Calmar Ratio

DLTR:

-0.53

VONG:

0.57

Martin Ratio

DLTR:

-0.98

VONG:

2.00

Ulcer Index

DLTR:

35.03%

VONG:

6.61%

Daily Std Dev

DLTR:

47.77%

VONG:

24.89%

Max Drawdown

DLTR:

-67.06%

VONG:

-32.72%

Current Drawdown

DLTR:

-53.72%

VONG:

-12.68%

Returns By Period

In the year-to-date period, DLTR achieves a 7.51% return, which is significantly higher than VONG's -8.98% return. Over the past 10 years, DLTR has underperformed VONG with an annualized return of 0.53%, while VONG has yielded a comparatively higher 15.14% annualized return.


DLTR

YTD

7.51%

1M

10.75%

6M

21.25%

1Y

-33.82%

5Y*

-0.05%

10Y*

0.53%

VONG

YTD

-8.98%

1M

1.27%

6M

-4.53%

1Y

11.91%

5Y*

17.75%

10Y*

15.14%

*Annualized

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Risk-Adjusted Performance

DLTR vs. VONG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLTR
The Risk-Adjusted Performance Rank of DLTR is 1919
Overall Rank
The Sharpe Ratio Rank of DLTR is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of DLTR is 1717
Sortino Ratio Rank
The Omega Ratio Rank of DLTR is 1515
Omega Ratio Rank
The Calmar Ratio Rank of DLTR is 1818
Calmar Ratio Rank
The Martin Ratio Rank of DLTR is 2929
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 6363
Overall Rank
The Sharpe Ratio Rank of VONG is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DLTR vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dollar Tree, Inc. (DLTR) 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.


The chart of Sharpe ratio for DLTR, currently valued at -0.72, compared to the broader market-2.00-1.000.001.002.003.00
DLTR: -0.72
VONG: 0.53
The chart of Sortino ratio for DLTR, currently valued at -0.82, compared to the broader market-6.00-4.00-2.000.002.004.00
DLTR: -0.82
VONG: 0.90
The chart of Omega ratio for DLTR, currently valued at 0.89, compared to the broader market0.501.001.502.00
DLTR: 0.89
VONG: 1.13
The chart of Calmar ratio for DLTR, currently valued at -0.53, compared to the broader market0.001.002.003.004.005.00
DLTR: -0.53
VONG: 0.57
The chart of Martin ratio for DLTR, currently valued at -0.98, compared to the broader market-5.000.005.0010.0015.0020.00
DLTR: -0.98
VONG: 2.00

The current DLTR Sharpe Ratio is -0.72, which is lower than the VONG Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DLTR and VONG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.72
0.53
DLTR
VONG

Dividends

DLTR vs. VONG - Dividend Comparison

DLTR has not paid dividends to shareholders, while VONG's dividend yield for the trailing twelve months is around 0.59%.


TTM20242023202220212020201920182017201620152014
DLTR
Dollar Tree, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF
0.59%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

DLTR vs. VONG - Drawdown Comparison

The maximum DLTR drawdown since its inception was -67.06%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for DLTR and VONG. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-53.72%
-12.68%
DLTR
VONG

Volatility

DLTR vs. VONG - Volatility Comparison

Dollar Tree, Inc. (DLTR) has a higher volatility of 23.97% compared to Vanguard Russell 1000 Growth ETF (VONG) at 16.63%. This indicates that DLTR'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.97%
16.63%
DLTR
VONG