GAL vs. VDC
Compare and contrast key facts about SPDR SSgA Global Allocation ETF (GAL) and Vanguard Consumer Staples ETF (VDC).
GAL and VDC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAL is an actively managed fund by State Street. It was launched on Apr 25, 2012. VDC is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Consumer Staples 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: GAL or VDC.
Key characteristics
| GAL | VDC | |
|---|---|---|
| YTD Return | 11.25% | 14.87% |
| 1Y Return | 20.73% | 21.08% |
| 3Y Return (Ann) | 2.82% | 6.98% |
| 5Y Return (Ann) | 6.75% | 9.38% |
| 10Y Return (Ann) | 5.90% | 8.53% |
| Sharpe Ratio | 2.33 | 2.17 |
| Sortino Ratio | 3.39 | 3.11 |
| Omega Ratio | 1.43 | 1.38 |
| Calmar Ratio | 1.93 | 2.43 |
| Martin Ratio | 15.98 | 14.33 |
| Ulcer Index | 1.26% | 1.50% |
| Daily Std Dev | 8.68% | 9.91% |
| Max Drawdown | -28.31% | -34.24% |
| Current Drawdown | -1.12% | -2.05% |
Correlation
The correlation between GAL and VDC is 0.59, 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
GAL vs. VDC - Performance Comparison
In the year-to-date period, GAL achieves a 11.25% return, which is significantly lower than VDC's 14.87% return. Over the past 10 years, GAL has underperformed VDC with an annualized return of 5.90%, while VDC has yielded a comparatively higher 8.53% 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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GAL vs. VDC - Expense Ratio Comparison
GAL has a 0.35% expense ratio, which is higher than VDC's 0.10% expense ratio.
Risk-Adjusted Performance
GAL vs. VDC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Global Allocation ETF (GAL) and Vanguard Consumer Staples ETF (VDC). 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
GAL vs. VDC - Dividend Comparison
GAL's dividend yield for the trailing twelve months is around 2.21%, less than VDC's 2.56% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAL SPDR SSgA Global Allocation ETF | 2.21% | 2.56% | 6.19% | 4.05% | 2.14% | 2.96% | 2.43% | 2.26% | 2.43% | 3.10% | 3.36% | 2.50% |
VDC Vanguard Consumer Staples ETF | 2.56% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
Drawdowns
GAL vs. VDC - Drawdown Comparison
The maximum GAL drawdown since its inception was -28.31%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for GAL and VDC. For additional features, visit the drawdowns tool.
Volatility
GAL vs. VDC - Volatility Comparison
The current volatility for SPDR SSgA Global Allocation ETF (GAL) is 2.36%, while Vanguard Consumer Staples ETF (VDC) has a volatility of 2.77%. This indicates that GAL experiences smaller price fluctuations and is considered to be less risky than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.