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MSA vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSA and VONG is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

MSA vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSA Safety Incorporated (MSA) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%750.00%800.00%850.00%900.00%NovemberDecember2025FebruaryMarchApril
631.83%
668.22%
MSA
VONG

Key characteristics

Sharpe Ratio

MSA:

-0.97

VONG:

0.13

Sortino Ratio

MSA:

-1.32

VONG:

0.35

Omega Ratio

MSA:

0.84

VONG:

1.05

Calmar Ratio

MSA:

-0.66

VONG:

0.14

Martin Ratio

MSA:

-1.53

VONG:

0.51

Ulcer Index

MSA:

14.69%

VONG:

6.32%

Daily Std Dev

MSA:

23.31%

VONG:

24.55%

Max Drawdown

MSA:

-70.32%

VONG:

-32.72%

Current Drawdown

MSA:

-28.14%

VONG:

-20.45%

Returns By Period

In the year-to-date period, MSA achieves a -13.85% return, which is significantly higher than VONG's -17.08% return. Over the past 10 years, MSA has underperformed VONG with an annualized return of 13.01%, while VONG has yielded a comparatively higher 13.82% annualized return.


MSA

YTD

-13.85%

1M

-4.99%

6M

-16.17%

1Y

-22.30%

5Y*

9.46%

10Y*

13.01%

VONG

YTD

-17.08%

1M

-10.12%

6M

-13.26%

1Y

5.71%

5Y*

15.90%

10Y*

13.82%

*Annualized

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Risk-Adjusted Performance

MSA vs. VONG — Risk-Adjusted Performance Rank

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

MSA
The Risk-Adjusted Performance Rank of MSA is 1010
Overall Rank
The Sharpe Ratio Rank of MSA is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of MSA is 99
Sortino Ratio Rank
The Omega Ratio Rank of MSA is 1212
Omega Ratio Rank
The Calmar Ratio Rank of MSA is 1313
Calmar Ratio Rank
The Martin Ratio Rank of MSA is 1010
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 4242
Overall Rank
The Sharpe Ratio Rank of VONG is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 4343
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 4141
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.

MSA vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MSA Safety Incorporated (MSA) and Vanguard Russell 1000 Growth ETF (VONG). 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 chart of Sharpe ratio for MSA, currently valued at -0.97, compared to the broader market-2.00-1.000.001.002.003.00
MSA: -0.97
VONG: 0.13
The chart of Sortino ratio for MSA, currently valued at -1.32, compared to the broader market-6.00-4.00-2.000.002.004.00
MSA: -1.32
VONG: 0.35
The chart of Omega ratio for MSA, currently valued at 0.84, compared to the broader market0.501.001.502.00
MSA: 0.84
VONG: 1.05
The chart of Calmar ratio for MSA, currently valued at -0.66, compared to the broader market0.001.002.003.004.00
MSA: -0.66
VONG: 0.14
The chart of Martin ratio for MSA, currently valued at -1.53, compared to the broader market-5.000.005.0010.0015.0020.00
MSA: -1.53
VONG: 0.51

The current MSA Sharpe Ratio is -0.97, which is lower than the VONG Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of MSA and VONG, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.97
0.13
MSA
VONG

Dividends

MSA vs. VONG - Dividend Comparison

MSA's dividend yield for the trailing twelve months is around 1.43%, more than VONG's 0.65% yield.


TTM20242023202220212020201920182017201620152014
MSA
MSA Safety Incorporated
1.43%1.21%1.11%1.26%1.16%1.14%1.30%1.58%1.78%1.89%2.92%2.32%
VONG
Vanguard Russell 1000 Growth ETF
0.65%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

Drawdowns

MSA vs. VONG - Drawdown Comparison

The maximum MSA drawdown since its inception was -70.32%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for MSA and VONG. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.14%
-20.45%
MSA
VONG

Volatility

MSA vs. VONG - Volatility Comparison

The current volatility for MSA Safety Incorporated (MSA) is 12.76%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 16.08%. This indicates that MSA experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
12.76%
16.08%
MSA
VONG