KLG vs. VDIGX

In the year-to-date period, KLG achieves a -4.65% return, which is significantly lower than VDIGX's -3.14% return.

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This table presents a comparison of risk-adjusted performance metrics for WK Kellogg Co (KLG) and Vanguard Dividend Growth Fund (VDIGX). 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 KLG Sharpe Ratio is -0.46, which is comparable to the VDIGX Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of KLG and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

KLG's dividend yield for the trailing twelve months is around 3.79%, more than VDIGX's 1.93% yield.

The maximum KLG drawdown since its inception was -42.06%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for KLG and VDIGX. For additional features, visit the drawdowns tool.