GLAD vs. VOO
Compare and contrast key facts about Gladstone Capital Corporation (GLAD) 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: GLAD or VOO.
Performance
GLAD vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, GLAD achieves a 30.51% return, which is significantly higher than VOO's 24.51% return. Both investments have delivered pretty close results over the past 10 years, with GLAD having a 13.45% annualized return and VOO not far behind at 13.12%.
GLAD
30.51%
4.90%
21.33%
40.92%
13.64%
13.45%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| GLAD | VOO | |
|---|---|---|
| Sharpe Ratio | 2.29 | 2.64 |
| Sortino Ratio | 2.80 | 3.53 |
| Omega Ratio | 1.42 | 1.49 |
| Calmar Ratio | 3.30 | 3.81 |
| Martin Ratio | 9.10 | 17.34 |
| Ulcer Index | 4.33% | 1.86% |
| Daily Std Dev | 17.17% | 12.20% |
| Max Drawdown | -74.88% | -33.99% |
| Current Drawdown | 0.00% | -2.16% |
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Correlation
The correlation between GLAD and VOO is 0.43, 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.
Risk-Adjusted Performance
GLAD vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gladstone Capital Corporation (GLAD) 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
GLAD vs. VOO - Dividend Comparison
GLAD's dividend yield for the trailing twelve months is around 7.63%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLAD Gladstone Capital Corporation | 7.00% | 9.16% | 8.42% | 6.73% | 8.97% | 8.46% | 11.51% | 9.12% | 8.95% | 11.49% | 10.16% | 8.78% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
GLAD vs. VOO - Drawdown Comparison
The maximum GLAD drawdown since its inception was -74.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GLAD and VOO. For additional features, visit the drawdowns tool.
Volatility
GLAD vs. VOO - Volatility Comparison
Gladstone Capital Corporation (GLAD) has a higher volatility of 4.93% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that GLAD'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.