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GLO vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLO and VTI is 0.70, 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.


-0.50.00.51.00.7

Performance

GLO vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Opportunities Fund (GLO) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.06%
10.18%
GLO
VTI

Key characteristics

Sharpe Ratio

GLO:

1.32

VTI:

1.84

Sortino Ratio

GLO:

1.90

VTI:

2.48

Omega Ratio

GLO:

1.25

VTI:

1.34

Calmar Ratio

GLO:

0.39

VTI:

2.77

Martin Ratio

GLO:

7.47

VTI:

11.02

Ulcer Index

GLO:

2.56%

VTI:

2.16%

Daily Std Dev

GLO:

14.45%

VTI:

12.93%

Max Drawdown

GLO:

-60.35%

VTI:

-55.45%

Current Drawdown

GLO:

-38.20%

VTI:

0.00%

Returns By Period

In the year-to-date period, GLO achieves a 5.50% return, which is significantly higher than VTI's 4.44% return. Over the past 10 years, GLO has underperformed VTI with an annualized return of 3.16%, while VTI has yielded a comparatively higher 12.69% annualized return.


GLO

YTD

5.50%

1M

1.53%

6M

5.46%

1Y

19.38%

5Y*

-0.71%

10Y*

3.16%

VTI

YTD

4.44%

1M

2.19%

6M

10.73%

1Y

23.46%

5Y*

13.79%

10Y*

12.69%

*Annualized

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Risk-Adjusted Performance

GLO vs. VTI — Risk-Adjusted Performance Rank

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

GLO
The Risk-Adjusted Performance Rank of GLO is 7777
Overall Rank
The Sharpe Ratio Rank of GLO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of GLO is 7777
Sortino Ratio Rank
The Omega Ratio Rank of GLO is 7575
Omega Ratio Rank
The Calmar Ratio Rank of GLO is 6262
Calmar Ratio Rank
The Martin Ratio Rank of GLO is 8686
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 7575
Overall Rank
The Sharpe Ratio Rank of VTI is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7777
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLO vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Opportunities Fund (GLO) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for GLO, currently valued at 1.32, compared to the broader market-2.000.002.004.001.321.84
The chart of Sortino ratio for GLO, currently valued at 1.90, compared to the broader market-6.00-4.00-2.000.002.004.006.001.902.48
The chart of Omega ratio for GLO, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.34
The chart of Calmar ratio for GLO, currently valued at 0.39, compared to the broader market0.002.004.006.000.392.77
The chart of Martin ratio for GLO, currently valued at 7.47, compared to the broader market0.0010.0020.0030.007.4711.02
GLO
VTI

The current GLO Sharpe Ratio is 1.32, which is comparable to the VTI Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of GLO and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.32
1.84
GLO
VTI

Dividends

GLO vs. VTI - Dividend Comparison

GLO's dividend yield for the trailing twelve months is around 10.95%, more than VTI's 1.21% yield.


TTM20242023202220212020201920182017201620152014
GLO
Clough Global Opportunities Fund
10.95%11.25%12.26%22.25%12.29%9.72%11.10%14.50%10.12%12.63%11.49%11.00%
VTI
Vanguard Total Stock Market ETF
1.21%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GLO vs. VTI - Drawdown Comparison

The maximum GLO drawdown since its inception was -60.35%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GLO and VTI. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.20%
0
GLO
VTI

Volatility

GLO vs. VTI - Volatility Comparison

Clough Global Opportunities Fund (GLO) has a higher volatility of 3.87% compared to Vanguard Total Stock Market ETF (VTI) at 3.13%. This indicates that GLO's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
3.87%
3.13%
GLO
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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