GAIN vs. VGT
Compare and contrast key facts about Gladstone Investment Corporation (GAIN) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAIN or VGT.
Key characteristics
| GAIN | VGT | |
|---|---|---|
| YTD Return | 5.93% | 29.17% |
| 1Y Return | 11.12% | 40.51% |
| 3Y Return (Ann) | 6.13% | 12.36% |
| 5Y Return (Ann) | 10.84% | 22.93% |
| 10Y Return (Ann) | 17.55% | 20.94% |
| Sharpe Ratio | 0.60 | 2.10 |
| Sortino Ratio | 0.93 | 2.68 |
| Omega Ratio | 1.12 | 1.37 |
| Calmar Ratio | 0.87 | 2.90 |
| Martin Ratio | 2.22 | 10.47 |
| Ulcer Index | 5.05% | 4.22% |
| Daily Std Dev | 18.65% | 21.00% |
| Max Drawdown | -80.87% | -54.63% |
| Current Drawdown | -4.38% | -0.58% |
Correlation
The correlation between GAIN and VGT is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GAIN vs. VGT - Performance Comparison
In the year-to-date period, GAIN achieves a 5.93% return, which is significantly lower than VGT's 29.17% return. Over the past 10 years, GAIN has underperformed VGT with an annualized return of 17.55%, while VGT has yielded a comparatively higher 20.94% 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
GAIN vs. VGT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Vanguard Information Technology ETF (VGT). 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
GAIN vs. VGT - Dividend Comparison
GAIN's dividend yield for the trailing twelve months is around 18.79%, more than VGT's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAIN Gladstone Investment Corporation | 18.79% | 17.24% | 9.88% | 6.06% | 9.22% | 7.74% | 9.88% | 7.94% | 8.87% | 9.68% | 11.00% | 8.44% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Drawdowns
GAIN vs. VGT - Drawdown Comparison
The maximum GAIN drawdown since its inception was -80.87%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for GAIN and VGT. For additional features, visit the drawdowns tool.
Volatility
GAIN vs. VGT - Volatility Comparison
Gladstone Investment Corporation (GAIN) and Vanguard Information Technology ETF (VGT) have volatilities of 6.24% and 6.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.