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

Correlation

The correlation between GOOD and VTI is 0.38, 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

GOOD vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Gladstone Commercial Corporation (GOOD) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GOOD:

0.13

VTI:

0.66

Sortino Ratio

GOOD:

0.48

VTI:

1.12

Omega Ratio

GOOD:

1.06

VTI:

1.17

Calmar Ratio

GOOD:

0.14

VTI:

0.74

Martin Ratio

GOOD:

0.56

VTI:

2.80

Ulcer Index

GOOD:

8.60%

VTI:

5.11%

Daily Std Dev

GOOD:

20.76%

VTI:

20.23%

Max Drawdown

GOOD:

-67.22%

VTI:

-55.45%

Current Drawdown

GOOD:

-27.07%

VTI:

-3.14%

Returns By Period

In the year-to-date period, GOOD achieves a -9.92% return, which is significantly lower than VTI's 1.31% return. Over the past 10 years, GOOD has underperformed VTI with an annualized return of 6.03%, while VTI has yielded a comparatively higher 12.18% annualized return.


GOOD

YTD

-9.92%

1M

2.37%

6M

-12.18%

1Y

2.62%

5Y*

7.71%

10Y*

6.03%

VTI

YTD

1.31%

1M

13.31%

6M

1.46%

1Y

13.20%

5Y*

17.04%

10Y*

12.18%

*Annualized

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Risk-Adjusted Performance

GOOD vs. VTI — Risk-Adjusted Performance Rank

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

GOOD
The Risk-Adjusted Performance Rank of GOOD is 5555
Overall Rank
The Sharpe Ratio Rank of GOOD is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOD is 5050
Sortino Ratio Rank
The Omega Ratio Rank of GOOD is 4949
Omega Ratio Rank
The Calmar Ratio Rank of GOOD is 5858
Calmar Ratio Rank
The Martin Ratio Rank of GOOD is 5959
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6868
Overall Rank
The Sharpe Ratio Rank of VTI is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 7171
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6868
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.

GOOD vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gladstone Commercial Corporation (GOOD) 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.


The current GOOD Sharpe Ratio is 0.13, which is lower than the VTI Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of GOOD 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.


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Dividends

GOOD vs. VTI - Dividend Comparison

GOOD's dividend yield for the trailing twelve months is around 7.72%, more than VTI's 1.28% yield.


TTM20242023202220212020201920182017201620152014
GOOD
Gladstone Commercial Corporation
7.72%7.39%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%
VTI
Vanguard Total Stock Market ETF
1.28%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

GOOD vs. VTI - Drawdown Comparison

The maximum GOOD drawdown since its inception was -67.22%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for GOOD and VTI. For additional features, visit the drawdowns tool.


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Volatility

GOOD vs. VTI - Volatility Comparison

The current volatility for Gladstone Commercial Corporation (GOOD) is 4.66%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.53%. This indicates that GOOD experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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