GM vs. VGHCX
Compare and contrast key facts about General Motors Company (GM) and Vanguard Health Care Fund Investor Shares (VGHCX).
VGHCX is managed by Vanguard. It was launched on May 23, 1984.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GM or VGHCX.
Performance
GM vs. VGHCX - Performance Comparison
Returns By Period
In the year-to-date period, GM achieves a 59.22% return, which is significantly higher than VGHCX's -2.15% return. Over the past 10 years, GM has outperformed VGHCX with an annualized return of 8.61%, while VGHCX has yielded a comparatively lower -0.18% annualized return.
GM
59.22%
15.35%
24.61%
104.62%
10.33%
8.61%
VGHCX
-2.15%
-9.86%
-5.45%
2.50%
0.32%
-0.18%
Key characteristics
| GM | VGHCX | |
|---|---|---|
| Sharpe Ratio | 3.47 | 0.20 |
| Sortino Ratio | 4.27 | 0.35 |
| Omega Ratio | 1.60 | 1.04 |
| Calmar Ratio | 1.91 | 0.14 |
| Martin Ratio | 21.65 | 0.63 |
| Ulcer Index | 5.02% | 3.88% |
| Daily Std Dev | 31.32% | 11.96% |
| Max Drawdown | -59.95% | -45.86% |
| Current Drawdown | -11.68% | -15.13% |
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Correlation
The correlation between GM and VGHCX 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
GM vs. VGHCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for General Motors Company (GM) and Vanguard Health Care Fund Investor Shares (VGHCX). 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
GM vs. VGHCX - Dividend Comparison
GM's dividend yield for the trailing twelve months is around 0.79%, less than VGHCX's 0.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GM General Motors Company | 0.79% | 1.00% | 0.54% | 0.00% | 0.91% | 4.15% | 4.54% | 3.71% | 4.36% | 4.06% | 3.44% | 0.00% |
VGHCX Vanguard Health Care Fund Investor Shares | 0.88% | 0.84% | 0.78% | 0.86% | 0.87% | 1.17% | 1.22% | 1.00% | 1.00% | 1.18% | 1.00% | 1.26% |
Drawdowns
GM vs. VGHCX - Drawdown Comparison
The maximum GM drawdown since its inception was -59.95%, which is greater than VGHCX's maximum drawdown of -45.86%. Use the drawdown chart below to compare losses from any high point for GM and VGHCX. For additional features, visit the drawdowns tool.
Volatility
GM vs. VGHCX - Volatility Comparison
General Motors Company (GM) has a higher volatility of 11.81% compared to Vanguard Health Care Fund Investor Shares (VGHCX) at 3.89%. This indicates that GM's price experiences larger fluctuations and is considered to be riskier than VGHCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.