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GAL vs. VDC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAL vs. VDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Global Allocation ETF (GAL) and Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

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GAL vs. VDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GAL
SPDR SSgA Global Allocation ETF
0.38%15.95%9.85%13.32%-13.41%12.23%9.33%19.59%-7.71%18.67%
VDC
Vanguard Consumer Staples ETF
6.90%2.17%13.30%2.38%-1.79%17.64%10.86%26.11%-7.79%11.85%

Returns By Period

In the year-to-date period, GAL achieves a 0.38% return, which is significantly lower than VDC's 6.90% return. Both investments have delivered pretty close results over the past 10 years, with GAL having a 7.52% annualized return and VDC not far ahead at 7.72%.


GAL

1D
1.94%
1M
-4.19%
YTD
0.38%
6M
2.74%
1Y
14.27%
3Y*
11.53%
5Y*
6.29%
10Y*
7.52%

VDC

1D
0.23%
1M
-7.52%
YTD
6.90%
6M
6.26%
1Y
4.94%
3Y*
7.68%
5Y*
7.34%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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.


Return for Risk

GAL vs. VDC — Risk / Return Rank

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

GAL
GAL Risk / Return Rank: 7575
Overall Rank
GAL Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
GAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
GAL Omega Ratio Rank: 7575
Omega Ratio Rank
GAL Calmar Ratio Rank: 7171
Calmar Ratio Rank
GAL Martin Ratio Rank: 7979
Martin Ratio Rank

VDC
VDC Risk / Return Rank: 2525
Overall Rank
VDC Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VDC Sortino Ratio Rank: 2424
Sortino Ratio Rank
VDC Omega Ratio Rank: 2222
Omega Ratio Rank
VDC Calmar Ratio Rank: 3131
Calmar Ratio Rank
VDC Martin Ratio Rank: 2626
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.

GAL vs. VDC - Risk-Adjusted Trends 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.


GALVDCDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.36

+0.95

Sortino ratio

Return per unit of downside risk

1.88

0.62

+1.26

Omega ratio

Gain probability vs. loss probability

1.28

1.08

+0.20

Calmar ratio

Return relative to maximum drawdown

1.78

0.71

+1.07

Martin ratio

Return relative to average drawdown

8.25

1.76

+6.49

GAL vs. VDC - Sharpe Ratio Comparison

The current GAL Sharpe Ratio is 1.31, which is higher than the VDC Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of GAL and VDC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GALVDCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.36

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.57

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.53

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.67

-0.03

Correlation

The correlation between GAL and VDC is 0.56, 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.


Dividends

GAL vs. VDC - Dividend Comparison

GAL's dividend yield for the trailing twelve months is around 3.38%, more than VDC's 2.15% yield.


TTM20252024202320222021202020192018201720162015
GAL
SPDR SSgA Global Allocation ETF
3.38%3.47%2.99%2.56%6.19%4.05%2.14%2.96%2.43%2.26%2.43%3.10%
VDC
Vanguard Consumer Staples ETF
2.15%2.26%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%

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.


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Drawdown Indicators


GALVDCDifference

Max Drawdown

Largest peak-to-trough decline

-28.31%

-34.24%

+5.93%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-9.28%

+1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.14%

-16.55%

-4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-28.31%

-25.31%

-3.00%

Current Drawdown

Current decline from peak

-4.45%

-7.52%

+3.07%

Average Drawdown

Average peak-to-trough decline

-3.78%

-3.71%

-0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

3.73%

-2.00%

Volatility

GAL vs. VDC - Volatility Comparison

SPDR SSgA Global Allocation ETF (GAL) has a higher volatility of 4.37% compared to Vanguard Consumer Staples ETF (VDC) at 3.89%. This indicates that GAL's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GALVDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.37%

3.89%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

6.96%

8.98%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

10.92%

13.75%

-2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.41%

12.98%

-2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

14.59%

-3.27%