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DORM vs. VHGEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

DORM vs. VHGEX

Last updated May 12, 2025

Compare and contrast key facts about Dorman Products, Inc. (DORM) and Vanguard Global Equity Fund (VHGEX).

VHGEX is managed by Vanguard. It was launched on Aug 14, 1995.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DORM or VHGEX.

Correlation

The correlation between DORM and VHGEX is -0.80. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Performance

DORM vs. VHGEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dorman Products, Inc. (DORM) and Vanguard Global Equity Fund (VHGEX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DORM:

52.01%

VHGEX:

19.39%

Max Drawdown

DORM:

0.00%

VHGEX:

-64.62%

Current Drawdown

DORM:

0.00%

VHGEX:

-6.12%

Returns By Period

DORM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VHGEX

YTD

0.51%

1M

8.18%

6M

-2.98%

1Y

5.61%

5Y*

11.77%

10Y*

8.39%

*Annualized

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Risk-Adjusted Performance

DORM vs. VHGEX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DORM
The Risk-Adjusted Performance Rank of DORM is 8585
Overall Rank
The Sharpe Ratio Rank of DORM is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DORM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DORM is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DORM is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DORM is 8484
Martin Ratio Rank
VHGEX
The Risk-Adjusted Performance Rank of VHGEX is 4444
Overall Rank
The Sharpe Ratio Rank of VHGEX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VHGEX is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VHGEX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VHGEX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VHGEX is 4646
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.

DORM vs. VHGEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorman Products, Inc. (DORM) and Vanguard Global Equity Fund (VHGEX). 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.

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Dividends

DORM vs. VHGEX - Dividend Comparison

DORM has not paid dividends to shareholders, while VHGEX's dividend yield for the trailing twelve months is around 1.25%.

TTM20242023202220212020201920182017201620152014
DORM
Dorman Products, 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%
VHGEX
Vanguard Global Equity Fund		1.25%1.25%1.15%1.65%0.92%0.67%2.33%1.59%1.29%1.51%1.71%1.56%

Drawdowns

DORM vs. VHGEX - Drawdown Comparison

The maximum DORM drawdown since its inception was 0.00%, smaller than the maximum VHGEX drawdown of -64.62%. Use the drawdown chart below to compare losses from any high point for DORM and VHGEX. For additional features, visit the drawdowns tool.

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Volatility

DORM vs. VHGEX - Volatility Comparison

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