GDV.TO vs. DGS.TO
Compare and contrast key facts about Global Dividend Growth Split Corp. (GDV.TO) and Dividend Growth Split Corp. (DGS.TO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GDV.TO or DGS.TO.
Key characteristics
| GDV.TO | DGS.TO | |
|---|---|---|
| YTD Return | 35.88% | 57.62% |
| 1Y Return | 49.84% | 76.48% |
| 3Y Return (Ann) | 7.78% | 14.26% |
| 5Y Return (Ann) | 12.44% | 19.52% |
| Sharpe Ratio | 4.06 | 4.20 |
| Sortino Ratio | 5.28 | 5.21 |
| Omega Ratio | 1.74 | 1.74 |
| Calmar Ratio | 2.45 | 2.93 |
| Martin Ratio | 40.82 | 43.84 |
| Ulcer Index | 1.38% | 2.15% |
| Daily Std Dev | 13.90% | 22.48% |
| Max Drawdown | -58.15% | -85.18% |
| Current Drawdown | -4.94% | -2.82% |
Fundamentals
| GDV.TO | DGS.TO |
|---|
Correlation
The correlation between GDV.TO and DGS.TO is 0.52, 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
GDV.TO vs. DGS.TO - Performance Comparison
In the year-to-date period, GDV.TO achieves a 35.88% return, which is significantly lower than DGS.TO's 57.62% 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
GDV.TO vs. DGS.TO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Dividend Growth Split Corp. (GDV.TO) and Dividend Growth Split Corp. (DGS.TO). 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
GDV.TO vs. DGS.TO - Dividend Comparison
GDV.TO's dividend yield for the trailing twelve months is around 11.00%, less than DGS.TO's 16.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GDV.TO Global Dividend Growth Split Corp. | 11.00% | 13.54% | 11.21% | 9.49% | 11.43% | 10.70% | 7.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DGS.TO Dividend Growth Split Corp. | 16.01% | 5.86% | 17.42% | 14.68% | 5.88% | 15.18% | 24.93% | 14.85% | 15.33% | 17.91% | 13.11% | 11.82% |
Drawdowns
GDV.TO vs. DGS.TO - Drawdown Comparison
The maximum GDV.TO drawdown since its inception was -58.15%, smaller than the maximum DGS.TO drawdown of -85.18%. Use the drawdown chart below to compare losses from any high point for GDV.TO and DGS.TO. For additional features, visit the drawdowns tool.
Volatility
GDV.TO vs. DGS.TO - Volatility Comparison
The current volatility for Global Dividend Growth Split Corp. (GDV.TO) is 3.81%, while Dividend Growth Split Corp. (DGS.TO) has a volatility of 4.46%. This indicates that GDV.TO experiences smaller price fluctuations and is considered to be less risky than DGS.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GDV.TO vs. DGS.TO - Financials Comparison
This section allows you to compare key financial metrics between Global Dividend Growth Split Corp. and Dividend Growth Split Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities