GLP vs. VUG
Compare and contrast key facts about Global Partners LP (GLP) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GLP or VUG.
Key characteristics
| GLP | VUG | |
|---|---|---|
| YTD Return | 22.53% | 31.76% |
| 1Y Return | 63.03% | 45.05% |
| 3Y Return (Ann) | 42.70% | 9.08% |
| 5Y Return (Ann) | 32.06% | 19.65% |
| 10Y Return (Ann) | 12.40% | 15.84% |
| Sharpe Ratio | 1.88 | 2.60 |
| Sortino Ratio | 2.42 | 3.34 |
| Omega Ratio | 1.31 | 1.47 |
| Calmar Ratio | 2.69 | 3.38 |
| Martin Ratio | 7.36 | 13.39 |
| Ulcer Index | 8.80% | 3.28% |
| Daily Std Dev | 34.38% | 16.91% |
| Max Drawdown | -81.17% | -50.68% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between GLP and VUG is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GLP vs. VUG - Performance Comparison
In the year-to-date period, GLP achieves a 22.53% return, which is significantly lower than VUG's 31.76% return. Over the past 10 years, GLP has underperformed VUG with an annualized return of 12.40%, while VUG has yielded a comparatively higher 15.84% annualized 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
GLP vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global Partners LP (GLP) and Vanguard Growth ETF (VUG). 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
GLP vs. VUG - Dividend Comparison
GLP's dividend yield for the trailing twelve months is around 5.88%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLP Global Partners LP | 5.88% | 9.92% | 6.93% | 9.68% | 11.30% | 10.14% | 11.51% | 11.09% | 9.52% | 15.57% | 7.67% | 6.61% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
GLP vs. VUG - Drawdown Comparison
The maximum GLP drawdown since its inception was -81.17%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for GLP and VUG. For additional features, visit the drawdowns tool.
Volatility
GLP vs. VUG - Volatility Comparison
Global Partners LP (GLP) has a higher volatility of 9.02% compared to Vanguard Growth ETF (VUG) at 5.09%. This indicates that GLP's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.