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GRSPX vs. VGSTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GRSPX and VGSTX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

GRSPX vs. VGSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greenspring Fund (GRSPX) and Vanguard STAR Fund (VGSTX). The values are adjusted to include any dividend payments, if applicable.

400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
361.27%
972.64%
GRSPX
VGSTX

Key characteristics

Sharpe Ratio

GRSPX:

0.83

VGSTX:

1.26

Sortino Ratio

GRSPX:

1.15

VGSTX:

1.78

Omega Ratio

GRSPX:

1.17

VGSTX:

1.23

Calmar Ratio

GRSPX:

0.76

VGSTX:

1.40

Martin Ratio

GRSPX:

4.14

VGSTX:

7.58

Ulcer Index

GRSPX:

3.06%

VGSTX:

1.46%

Daily Std Dev

GRSPX:

15.25%

VGSTX:

8.79%

Max Drawdown

GRSPX:

-41.70%

VGSTX:

-38.62%

Current Drawdown

GRSPX:

-11.20%

VGSTX:

-3.32%

Returns By Period

The year-to-date returns for both stocks are quite close, with GRSPX having a 9.93% return and VGSTX slightly lower at 9.48%. Over the past 10 years, GRSPX has underperformed VGSTX with an annualized return of 1.51%, while VGSTX has yielded a comparatively higher 7.35% annualized return.


GRSPX

YTD

9.93%

1M

-8.42%

6M

1.15%

1Y

11.65%

5Y*

3.67%

10Y*

1.51%

VGSTX

YTD

9.48%

1M

-0.95%

6M

3.36%

1Y

10.11%

5Y*

6.99%

10Y*

7.35%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GRSPX vs. VGSTX - Expense Ratio Comparison

GRSPX has a 1.09% expense ratio, which is higher than VGSTX's 0.31% expense ratio.


GRSPX
Greenspring Fund
Expense ratio chart for GRSPX: current value at 1.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.09%
Expense ratio chart for VGSTX: current value at 0.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.31%

Risk-Adjusted Performance

GRSPX vs. VGSTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Greenspring Fund (GRSPX) and Vanguard STAR Fund (VGSTX). 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 GRSPX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.000.831.26
The chart of Sortino ratio for GRSPX, currently valued at 1.15, compared to the broader market-2.000.002.004.006.008.0010.001.151.78
The chart of Omega ratio for GRSPX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.23
The chart of Calmar ratio for GRSPX, currently valued at 0.76, compared to the broader market0.002.004.006.008.0010.0012.0014.000.761.40
The chart of Martin ratio for GRSPX, currently valued at 4.14, compared to the broader market0.0020.0040.0060.004.147.58
GRSPX
VGSTX

The current GRSPX Sharpe Ratio is 0.83, which is lower than the VGSTX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of GRSPX and VGSTX, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.83
1.26
GRSPX
VGSTX

Dividends

GRSPX vs. VGSTX - Dividend Comparison

GRSPX's dividend yield for the trailing twelve months is around 0.35%, less than VGSTX's 2.24% yield.


TTM20232022202120202019201820172016201520142013
GRSPX
Greenspring Fund
0.35%0.90%1.24%0.41%1.46%1.60%1.97%1.75%1.33%2.39%2.81%2.19%
VGSTX
Vanguard STAR Fund
2.24%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%1.82%

Drawdowns

GRSPX vs. VGSTX - Drawdown Comparison

The maximum GRSPX drawdown since its inception was -41.70%, which is greater than VGSTX's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for GRSPX and VGSTX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.20%
-3.32%
GRSPX
VGSTX

Volatility

GRSPX vs. VGSTX - Volatility Comparison

Greenspring Fund (GRSPX) has a higher volatility of 7.83% compared to Vanguard STAR Fund (VGSTX) at 2.79%. This indicates that GRSPX's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.83%
2.79%
GRSPX
VGSTX
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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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