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DOW vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOW vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dow Inc. (DOW) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOW achieves a 34.61% return, which is significantly higher than VGSH's 0.41% return.


DOW

1D
-2.96%
1M
-13.63%
YTD
34.61%
6M
34.38%
1Y
16.72%
3Y*
-10.64%
5Y*
-8.53%
10Y*

VGSH

1D
-0.09%
1M
0.06%
YTD
0.41%
6M
0.53%
1Y
3.04%
3Y*
4.18%
5Y*
1.84%
10Y*
1.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOW vs. VGSH - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DOW
Dow Inc.
34.61%-37.38%-22.79%14.71%-6.65%6.81%7.88%8.40%
VGSH
Vanguard Short-Term Treasury ETF
0.41%5.07%4.00%4.31%-3.86%-0.60%3.04%3.00%

Correlation

The correlation between DOW and VGSH is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Mar 20, 2019

-0.10

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Return for Risk

DOW vs. VGSH — Risk / Return Rank

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

DOW
DOW Risk / Return Rank: 5353
Overall Rank
DOW Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DOW Sortino Ratio Rank: 5151
Sortino Ratio Rank
DOW Omega Ratio Rank: 5050
Omega Ratio Rank
DOW Calmar Ratio Rank: 5555
Calmar Ratio Rank
DOW Martin Ratio Rank: 5353
Martin Ratio Rank

VGSH
VGSH Risk / Return Rank: 7878
Overall Rank
VGSH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 8686
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8484
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7171
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DOW vs. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dow Inc. (DOW) and Vanguard Short-Term Treasury ETF (VGSH). 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.


DOWVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.99

Sortino ratioReturn per unit of downside risk

-2.87

Omega ratioGain probability vs. loss probability

1.10

1.49

-0.38

Calmar ratioReturn relative to maximum drawdown

0.54

3.46

-2.92

Martin ratioReturn relative to average drawdown

1.00

13.29

-12.29

DOW vs. VGSH - Sharpe Ratio Comparison

The current DOW Sharpe Ratio is 0.34, which is lower than the VGSH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of DOW and VGSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DOW vs. VGSH - Drawdown Comparison

The maximum DOW drawdown since its inception was -64.37%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for DOW and VGSH.


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Drawdown Indicators


DOWVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-64.37%

-5.70%

-58.67%

Max Drawdown (1Y)

Largest decline over 1 year

-31.28%

-0.88%

-30.40%

Max Drawdown (3Y)

Largest decline over 3 years

-62.16%

-0.97%

-61.19%

Max Drawdown (5Y)

Largest decline over 5 years

-64.37%

-5.66%

-58.71%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-44.69%

-0.36%

-44.33%

Average Drawdown

Average peak-to-trough decline

-22.84%

-0.60%

-22.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.68%

0.23%

+16.45%

Volatility

DOW vs. VGSH - Volatility Comparison

Dow Inc. (DOW) has a higher volatility of 8.34% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.45%. This indicates that DOW's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOWVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.34%

0.45%

+7.89%

Volatility (6M)

Calculated over the trailing 6-month period

32.86%

0.96%

+31.90%

Volatility (1Y)

Calculated over the trailing 1-year period

49.26%

1.31%

+47.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.56%

1.97%

+31.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.68%

1.58%

+37.10%

Dividends

DOW vs. VGSH - Dividend Comparison

DOW's dividend yield for the trailing twelve months is around 4.55%, more than VGSH's 3.88% yield.


PositionTTM20252024202320222021202020192018201720162015
DOW
Dow Inc.
4.55%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.88%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


DOW and VGSH have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOW has higher volatility (8.34%) compared to VGSH (0.45%). In terms of maximum drawdown, DOW dropped -64.37% vs VGSH's -5.70%.

VGSH currently has the higher Sharpe Ratio (2.33 vs 0.34), 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.

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