FAT vs. VTSAX
Compare and contrast key facts about FAT Brands Inc. (FAT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FAT or VTSAX.
Key characteristics
| FAT | VTSAX | |
|---|---|---|
| YTD Return | -6.11% | 19.89% |
| 1Y Return | -9.39% | 32.60% |
| 3Y Return (Ann) | -15.95% | 6.78% |
| 5Y Return (Ann) | 27.77% | 14.32% |
| Sharpe Ratio | -0.15 | 2.75 |
| Sortino Ratio | 0.14 | 3.65 |
| Omega Ratio | 1.02 | 1.51 |
| Calmar Ratio | -0.13 | 3.64 |
| Martin Ratio | -0.25 | 17.49 |
| Ulcer Index | 30.73% | 1.95% |
| Daily Std Dev | 50.27% | 12.40% |
| Max Drawdown | -81.65% | -55.34% |
| Current Drawdown | -50.19% | -2.51% |
Correlation
The correlation between FAT and VTSAX is 0.16, 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
FAT vs. VTSAX - Performance Comparison
In the year-to-date period, FAT achieves a -6.11% return, which is significantly lower than VTSAX's 19.89% 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
FAT vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
FAT vs. VTSAX - Dividend Comparison
FAT's dividend yield for the trailing twelve months is around 10.53%, more than VTSAX's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAT FAT Brands Inc. | 10.53% | 9.24% | 10.92% | 4.91% | 0.00% | 6.37% | 18.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.32% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
FAT vs. VTSAX - Drawdown Comparison
The maximum FAT drawdown since its inception was -81.65%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for FAT and VTSAX. For additional features, visit the drawdowns tool.
Volatility
FAT vs. VTSAX - Volatility Comparison
FAT Brands Inc. (FAT) has a higher volatility of 7.88% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.06%. This indicates that FAT's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.