DORM vs. VHGEX

Last updated Aug 4, 2026

DORM (Dorman Products, Inc.) is a stock, while VHGEX (Vanguard Global Equity Fund) is Global Equities fund actively managed by Vanguard. Over the past 10 years, DORM returned 7.21%/yr vs 11.61%/yr for VHGEX. Their 0.34 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, DORM achieves a 3.64% return, which is significantly lower than VHGEX's 7.52% return. Over the past 10 years, DORM has underperformed VHGEX with an annualized return of 7.21%, while VHGEX has yielded a comparatively higher 11.61% annualized return.

DORM

• 1D: -4.12%
• 1M: -7.24%
• 6M: 0.86%
• YTD: 3.64%
• 1Y: 7.18%
• 3Y*: 12.64%
• 5Y*: 5.47%
• 10Y*: 7.21%
• ALL TIME*: 12.70%

VHGEX

• 1D: 0.59%
• 1M: 0.64%
• 6M: 5.40%
• YTD: 7.52%
• 1Y: 17.83%
• 3Y*: 14.98%
• 5Y*: 7.24%
• 10Y*: 11.61%
• ALL TIME*: 9.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DORM Dorman Products, Inc.	$41.04M	$36.52M	$37.36M
VHGEX Vanguard Global Equity Fund	$0.00	$0.00	$0.00

DORM vs. VHGEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DORM Dorman Products, Inc.	3.64%	-4.91%	55.32%	3.14%	-28.44%	30.17%	14.66%	-15.89%	47.24%	-16.32%
VHGEX Vanguard Global Equity Fund	7.52%	21.22%	13.41%	23.52%	-22.72%	13.06%	22.38%	28.73%	-9.15%	27.80%

Correlation

The correlation between DORM and VHGEX is 0.33, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.33
Correlation (3Y) Balances recent behavior with more history.	0.46
Correlation (5Y) Shows whether the relationship held over a longer period.	0.45
Correlation (10Y) Provides a long-term view across more market conditions.	0.44
Correlation (All Time) Calculated using the full available price history since Aug 31, 1995	0.34

The correlation between DORM and VHGEX shifts across timeframes, from 0.33 (1 year) to 0.46 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DORM vs. VHGEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DORM

DORM Risk / Return Rank: 48
DORM Sharpe Ratio Rank: 52
DORM Sortino Ratio Rank: 47
DORM Omega Ratio Rank: 46
DORM Calmar Ratio Rank: 48
DORM Martin Ratio Rank: 48

VHGEX

VHGEX Risk / Return Rank: 29
VHGEX Sharpe Ratio Rank: 29
VHGEX Sortino Ratio Rank: 28
VHGEX Omega Ratio Rank: 28
VHGEX Calmar Ratio Rank: 28
VHGEX Martin Ratio Rank: 32

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DORM vs. VHGEX - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DORM	VHGEX	Difference
Sharpe ratio: Return per unit of total volatility	0.20	1.04	-0.84
Sortino ratio: Return per unit of downside risk	0.55	1.50	-0.95
Omega ratio: Gain probability vs. loss probability	1.07	1.19	-0.12
Calmar ratio: Return relative to maximum drawdown	0.18	1.35	-1.16
Martin ratio: Return relative to average drawdown	0.31	5.05	-4.74

DORM vs. VHGEX - Sharpe Ratio Comparison

The current DORM Sharpe Ratio is 0.20, which is lower than the VHGEX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DORM and VHGEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 -64.81%. Use the drawdown chart below to compare losses from any high point for DORM and VHGEX.

Drawdown Indicators

	DORM	VHGEX	Difference
Max Drawdown Largest peak-to-trough decline	-88.99%	-64.81%	-24.18%
Max Drawdown (1Y) Largest decline over 1 year	-39.58%	-11.92%	-27.66%
Max Drawdown (3Y) Largest decline over 3 years	-39.58%	-19.21%	-20.37%
Max Drawdown (5Y) Largest decline over 5 years	-49.32%	-33.02%	-16.30%
Max Drawdown (10Y) Largest decline over 10 years	-50.78%	-33.23%	-17.55%
Current Drawdown Current decline from peak	-23.24%	-0.65%	-22.59%
Average Drawdown Average peak-to-trough decline	-23.72%	-9.91%	-13.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.35%	3.17%	+20.18%

Volatility

DORM vs. VHGEX - Volatility Comparison

Dorman Products, Inc. (DORM) has a higher volatility of 12.01% compared to Vanguard Global Equity Fund (VHGEX) at 3.89%. 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.

Volatility by Period

	DORM	VHGEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.01%	3.89%	+8.12%
Volatility (6M) Calculated over the trailing 6-month period	25.27%	12.32%	+12.95%
Volatility (1Y) Calculated over the trailing 1-year period	36.04%	15.49%	+20.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.90%	18.43%	+14.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.39%	17.99%	+15.40%

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 11.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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	11.51%	12.38%	4.24%	1.15%	11.32%	10.90%	2.88%	6.20%	8.45%	1.29%	1.51%	1.71%

Frequently Asked Questions

Can I hold both DORM and VHGEX in my portfolio?

DORM and VHGEX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DORM or VHGEX?

DORM has higher volatility (12.01%) compared to VHGEX (3.89%). In terms of maximum drawdown, DORM dropped -88.99% vs VHGEX's -64.81%.

Which has better risk-adjusted returns?

VHGEX currently has the higher Sharpe Ratio (1.04 vs 0.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.