GAIN vs. VOO
Compare and contrast key facts about Gladstone Investment Corporation (GAIN) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAIN or VOO.
Key characteristics
| GAIN | VOO | |
|---|---|---|
| YTD Return | 4.91% | 27.15% |
| 1Y Return | 10.13% | 39.90% |
| 3Y Return (Ann) | 5.92% | 10.28% |
| 5Y Return (Ann) | 11.19% | 16.00% |
| 10Y Return (Ann) | 17.55% | 13.43% |
| Sharpe Ratio | 0.51 | 3.15 |
| Sortino Ratio | 0.81 | 4.19 |
| Omega Ratio | 1.10 | 1.59 |
| Calmar Ratio | 0.74 | 4.60 |
| Martin Ratio | 1.87 | 21.00 |
| Ulcer Index | 5.04% | 1.85% |
| Daily Std Dev | 18.61% | 12.34% |
| Max Drawdown | -80.87% | -33.99% |
| Current Drawdown | -5.30% | 0.00% |
Correlation
The correlation between GAIN and VOO is 0.45, 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. VOO - Performance Comparison
In the year-to-date period, GAIN achieves a 4.91% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, GAIN has outperformed VOO with an annualized return of 17.55%, while VOO has yielded a comparatively lower 13.43% 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Investment Corporation (GAIN) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
GAIN's dividend yield for the trailing twelve months is around 18.97%, more than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAIN Gladstone Investment Corporation | 18.97% | 17.24% | 9.88% | 6.06% | 9.22% | 7.74% | 9.88% | 7.94% | 8.87% | 9.68% | 11.00% | 8.44% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GAIN vs. VOO - Drawdown Comparison
The maximum GAIN drawdown since its inception was -80.87%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GAIN and VOO. For additional features, visit the drawdowns tool.
Volatility
GAIN vs. VOO - Volatility Comparison
Gladstone Investment Corporation (GAIN) has a higher volatility of 6.24% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that GAIN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.