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OGN vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OGN and VDIGX is 0.40, 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.


Performance

OGN vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Organon & Co. (OGN) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

OGN:

-1.08

VDIGX:

-0.38

Sortino Ratio

OGN:

-1.59

VDIGX:

-0.32

Omega Ratio

OGN:

0.78

VDIGX:

0.95

Calmar Ratio

OGN:

-0.73

VDIGX:

-0.25

Martin Ratio

OGN:

-1.93

VDIGX:

-0.64

Ulcer Index

OGN:

28.66%

VDIGX:

9.07%

Daily Std Dev

OGN:

51.56%

VDIGX:

17.58%

Max Drawdown

OGN:

-75.77%

VDIGX:

-46.89%

Current Drawdown

OGN:

-72.75%

VDIGX:

-14.40%

Returns By Period

In the year-to-date period, OGN achieves a -38.15% return, which is significantly lower than VDIGX's -1.06% return.


OGN

YTD

-38.15%

1M

-16.26%

6M

-38.61%

1Y

-55.75%

5Y*

N/A

10Y*

N/A

VDIGX

YTD

-1.06%

1M

5.51%

6M

-11.16%

1Y

-6.95%

5Y*

7.81%

10Y*

6.21%

*Annualized

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Risk-Adjusted Performance

OGN vs. VDIGX — Risk-Adjusted Performance Rank

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

OGN
The Risk-Adjusted Performance Rank of OGN is 44
Overall Rank
The Sharpe Ratio Rank of OGN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of OGN is 55
Sortino Ratio Rank
The Omega Ratio Rank of OGN is 44
Omega Ratio Rank
The Calmar Ratio Rank of OGN is 77
Calmar Ratio Rank
The Martin Ratio Rank of OGN is 11
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 55
Overall Rank
The Sharpe Ratio Rank of VDIGX is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 55
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 44
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 55
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.

OGN vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) 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 OGN Sharpe Ratio is -1.08, which is lower than the VDIGX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of OGN 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.


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Dividends

OGN vs. VDIGX - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 9.51%, less than VDIGX's 13.44% yield.


TTM20242023202220212020201920182017201620152014
OGN
Organon & Co.
9.51%7.51%7.77%4.01%1.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDIGX
Vanguard Dividend Growth Fund
13.44%11.96%2.29%6.06%5.45%2.83%4.70%8.84%5.16%2.86%5.69%3.41%

Drawdowns

OGN vs. VDIGX - Drawdown Comparison

The maximum OGN drawdown since its inception was -75.77%, which is greater than VDIGX's maximum drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for OGN and VDIGX. For additional features, visit the drawdowns tool.


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Volatility

OGN vs. VDIGX - Volatility Comparison

Organon & Co. (OGN) has a higher volatility of 37.83% compared to Vanguard Dividend Growth Fund (VDIGX) at 4.68%. This indicates that OGN's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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