GOOD vs. VTI
Compare and contrast key facts about Gladstone Commercial Corporation (GOOD) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GOOD or VTI.
Key characteristics
| GOOD | VTI | |
|---|---|---|
| YTD Return | 38.30% | 26.15% |
| 1Y Return | 46.63% | 35.28% |
| 3Y Return (Ann) | -1.28% | 8.67% |
| 5Y Return (Ann) | 2.35% | 15.15% |
| 10Y Return (Ann) | 8.11% | 12.89% |
| Sharpe Ratio | 2.33 | 3.04 |
| Sortino Ratio | 3.27 | 4.05 |
| Omega Ratio | 1.41 | 1.57 |
| Calmar Ratio | 1.24 | 4.47 |
| Martin Ratio | 14.37 | 19.73 |
| Ulcer Index | 3.84% | 1.94% |
| Daily Std Dev | 23.66% | 12.58% |
| Max Drawdown | -67.22% | -55.45% |
| Current Drawdown | -15.98% | -0.44% |
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.
Performance
GOOD vs. VTI - Performance Comparison
In the year-to-date period, GOOD achieves a 38.30% return, which is significantly higher than VTI's 26.15% return. Over the past 10 years, GOOD has underperformed VTI with an annualized return of 8.11%, while VTI has yielded a comparatively higher 12.89% 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
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.
Dividends
GOOD vs. VTI - Dividend Comparison
GOOD's dividend yield for the trailing twelve months is around 7.03%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOD Gladstone Commercial Corporation | 7.03% | 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 | 1.26% | 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.
Volatility
GOOD vs. VTI - Volatility Comparison
Gladstone Commercial Corporation (GOOD) has a higher volatility of 7.98% compared to Vanguard Total Stock Market ETF (VTI) at 3.97%. 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.