PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PFGC vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PFGC and VTI is 0.49, 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.


-0.50.00.51.00.5

Performance

PFGC vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Performance Food Group Company (PFGC) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
339.53%
246.16%
PFGC
VTI

Key characteristics

Sharpe Ratio

PFGC:

0.99

VTI:

2.10

Sortino Ratio

PFGC:

1.52

VTI:

2.80

Omega Ratio

PFGC:

1.20

VTI:

1.39

Calmar Ratio

PFGC:

1.16

VTI:

3.14

Martin Ratio

PFGC:

3.00

VTI:

13.44

Ulcer Index

PFGC:

7.89%

VTI:

2.00%

Daily Std Dev

PFGC:

23.95%

VTI:

12.79%

Max Drawdown

PFGC:

-78.85%

VTI:

-55.45%

Current Drawdown

PFGC:

-6.82%

VTI:

-3.03%

Returns By Period

In the year-to-date period, PFGC achieves a 22.04% return, which is significantly lower than VTI's 24.89% return.


PFGC

YTD

22.04%

1M

0.45%

6M

24.89%

1Y

22.70%

5Y*

11.45%

10Y*

N/A

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

PFGC vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Performance Food Group Company (PFGC) 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.


Sharpe ratio
The chart of Sharpe ratio for PFGC, currently valued at 0.99, compared to the broader market-4.00-2.000.002.000.992.10
The chart of Sortino ratio for PFGC, currently valued at 1.52, compared to the broader market-4.00-2.000.002.004.001.522.80
The chart of Omega ratio for PFGC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.39
The chart of Calmar ratio for PFGC, currently valued at 1.16, compared to the broader market0.002.004.006.001.163.14
The chart of Martin ratio for PFGC, currently valued at 3.00, compared to the broader market-5.000.005.0010.0015.0020.0025.003.0013.44
PFGC
VTI

The current PFGC Sharpe Ratio is 0.99, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of PFGC and VTI, 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 Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.99
2.10
PFGC
VTI

Dividends

PFGC vs. VTI - Dividend Comparison

PFGC has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
PFGC
Performance Food Group Company
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

PFGC vs. VTI - Drawdown Comparison

The maximum PFGC drawdown since its inception was -78.85%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for PFGC and VTI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.82%
-3.03%
PFGC
VTI

Volatility

PFGC vs. VTI - Volatility Comparison

Performance Food Group Company (PFGC) has a higher volatility of 5.44% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that PFGC'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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
5.44%
4.00%
PFGC
VTI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab