DORM vs. VHGEX

In the year-to-date period, DORM achieves a -0.19% return, which is significantly lower than VHGEX's 4.90% return. Over the past 10 years, DORM has outperformed VHGEX with an annualized return of 10.45%, while VHGEX has yielded a comparatively lower 8.95% annualized return.

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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.

The current DORM Sharpe Ratio is 1.39, which is higher than the VHGEX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DORM and VHGEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DORM has not paid dividends to shareholders, while VHGEX's dividend yield for the trailing twelve months is around 4.04%.

The maximum DORM drawdown since its inception was -88.99%, which is greater than VHGEX's maximum drawdown of -63.67%. Use the drawdown chart below to compare losses from any high point for DORM and VHGEX.

Dorman Products, Inc. (DORM) has a higher volatility of 9.58% compared to Vanguard Global Equity Fund (VHGEX) at 4.76%. This indicates that DORM's price experiences larger fluctuations and is considered to be riskier than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.