GDIV vs. AJG
Compare and contrast key facts about Harbor Dividend Growth Leaders ETF (GDIV) and Arthur J. Gallagher & Co. (AJG).
GDIV is an actively managed fund by Harbor. It was launched on Jul 26, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDIV or AJG.
Key characteristics
| GDIV | AJG | |
|---|---|---|
| YTD Return | 16.49% | 32.21% |
| 1Y Return | 26.07% | 20.27% |
| Sharpe Ratio | 2.22 | 1.08 |
| Sortino Ratio | 3.08 | 1.44 |
| Omega Ratio | 1.40 | 1.20 |
| Calmar Ratio | 3.65 | 1.57 |
| Martin Ratio | 13.44 | 4.09 |
| Ulcer Index | 1.93% | 4.90% |
| Daily Std Dev | 11.71% | 18.62% |
| Max Drawdown | -15.07% | -57.95% |
| Current Drawdown | -1.22% | -1.43% |
Correlation
The correlation between GDIV and AJG is 0.54, 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
GDIV vs. AJG - Performance Comparison
In the year-to-date period, GDIV achieves a 16.49% return, which is significantly lower than AJG's 32.21% 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
GDIV vs. AJG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Dividend Growth Leaders ETF (GDIV) and Arthur J. Gallagher & Co. (AJG). 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
GDIV vs. AJG - Dividend Comparison
GDIV's dividend yield for the trailing twelve months is around 1.38%, more than AJG's 0.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDIV Harbor Dividend Growth Leaders ETF | 1.38% | 2.28% | 9.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AJG Arthur J. Gallagher & Co. | 0.80% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
Drawdowns
GDIV vs. AJG - Drawdown Comparison
The maximum GDIV drawdown since its inception was -15.07%, smaller than the maximum AJG drawdown of -57.95%. Use the drawdown chart below to compare losses from any high point for GDIV and AJG. For additional features, visit the drawdowns tool.
Volatility
GDIV vs. AJG - Volatility Comparison
The current volatility for Harbor Dividend Growth Leaders ETF (GDIV) is 4.02%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 4.41%. This indicates that GDIV experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.