DORM vs. VHGEX
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.
Key characteristics
| DORM | VHGEX | |
|---|---|---|
| YTD Return | 6.73% | 3.86% |
| 1Y Return | 7.50% | 18.50% |
| 3Y Return (Ann) | -3.54% | 0.79% |
| 5Y Return (Ann) | 0.40% | 8.50% |
| 10Y Return (Ann) | 4.45% | 8.30% |
| Sharpe Ratio | 0.08 | 1.21 |
| Daily Std Dev | 36.38% | 14.22% |
| Max Drawdown | -88.99% | -64.62% |
| Current Drawdown | -27.44% | -4.39% |
Correlation
The correlation between DORM and VHGEX is 0.34, 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
DORM vs. VHGEX - Performance Comparison
In the year-to-date period, DORM achieves a 6.73% return, which is significantly higher than VHGEX's 3.86% return. Over the past 10 years, DORM has underperformed VHGEX with an annualized return of 4.45%, while VHGEX has yielded a comparatively higher 8.30% 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
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.
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 1.10%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.10% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% | 1.56% | 1.53% |
Drawdowns
DORM vs. VHGEX - Drawdown Comparison
The maximum DORM drawdown since its inception was -88.99%, which is greater than VHGEX's maximum 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.
Volatility
DORM vs. VHGEX - Volatility Comparison
Dorman Products, Inc. (DORM) has a higher volatility of 6.53% compared to Vanguard Global Equity Fund (VHGEX) at 4.36%. 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.