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

Correlation

The correlation between GOOD and VTI is 0.39, 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.


-0.50.00.51.00.4

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.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
17.33%
8.78%
GOOD
VTI

Key characteristics

Sharpe Ratio

GOOD:

1.52

VTI:

1.92

Sortino Ratio

GOOD:

2.22

VTI:

2.56

Omega Ratio

GOOD:

1.28

VTI:

1.35

Calmar Ratio

GOOD:

0.74

VTI:

2.88

Martin Ratio

GOOD:

9.62

VTI:

12.48

Ulcer Index

GOOD:

3.40%

VTI:

1.98%

Daily Std Dev

GOOD:

21.50%

VTI:

12.86%

Max Drawdown

GOOD:

-67.22%

VTI:

-55.45%

Current Drawdown

GOOD:

-20.69%

VTI:

-3.99%

Returns By Period

In the year-to-date period, GOOD achieves a 30.54% return, which is significantly higher than VTI's 23.66% return. Over the past 10 years, GOOD has underperformed VTI with an annualized return of 7.56%, while VTI has yielded a comparatively higher 12.48% annualized return.


GOOD

YTD

30.54%

1M

-6.21%

6M

17.33%

1Y

32.75%

5Y*

1.75%

10Y*

7.56%

VTI

YTD

23.66%

1M

-0.38%

6M

8.51%

1Y

23.75%

5Y*

13.89%

10Y*

12.48%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for GOOD, currently valued at 1.52, compared to the broader market-4.00-2.000.002.001.522.01
The chart of Sortino ratio for GOOD, currently valued at 2.22, compared to the broader market-4.00-2.000.002.004.002.222.69
The chart of Omega ratio for GOOD, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.37
The chart of Calmar ratio for GOOD, currently valued at 0.74, compared to the broader market0.002.004.006.000.742.99
The chart of Martin ratio for GOOD, currently valued at 9.62, compared to the broader market0.0010.0020.009.6212.78
GOOD
VTI

The current GOOD Sharpe Ratio is 1.52, which is comparable to the VTI Sharpe Ratio of 1.92. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.52
2.01
GOOD
VTI

Dividends

GOOD vs. VTI - Dividend Comparison

GOOD's dividend yield for the trailing twelve months is around 7.50%, more than VTI's 1.29% yield.


TTM20232022202120202019201820172016201520142013
GOOD
Gladstone Commercial Corporation
7.50%9.06%8.13%5.83%8.34%6.86%8.37%7.12%7.46%10.28%8.74%8.35%
VTI
Vanguard Total Stock Market ETF
1.29%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.69%
-3.99%
GOOD
VTI

Volatility

GOOD vs. VTI - Volatility Comparison

Gladstone Commercial Corporation (GOOD) has a higher volatility of 5.40% compared to Vanguard Total Stock Market ETF (VTI) at 3.82%. This indicates that GOOD'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%JulyAugustSeptemberOctoberNovemberDecember
5.40%
3.82%
GOOD
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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