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RLGT vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RLGT and VT is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

RLGT vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Radiant Logistics, Inc. (RLGT) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RLGT:

0.34

VT:

0.78

Sortino Ratio

RLGT:

0.74

VT:

1.09

Omega Ratio

RLGT:

1.09

VT:

1.16

Calmar Ratio

RLGT:

0.33

VT:

0.75

Martin Ratio

RLGT:

1.14

VT:

3.29

Ulcer Index

RLGT:

11.70%

VT:

3.77%

Daily Std Dev

RLGT:

39.31%

VT:

17.81%

Max Drawdown

RLGT:

-92.68%

VT:

-50.27%

Current Drawdown

RLGT:

-31.25%

VT:

-0.48%

Returns By Period

In the year-to-date period, RLGT achieves a -11.34% return, which is significantly lower than VT's 5.36% return. Over the past 10 years, RLGT has underperformed VT with an annualized return of -0.08%, while VT has yielded a comparatively higher 9.24% annualized return.


RLGT

YTD

-11.34%

1M

0.68%

6M

-20.59%

1Y

11.24%

3Y*

-3.60%

5Y*

8.28%

10Y*

-0.08%

VT

YTD

5.36%

1M

5.43%

6M

2.26%

1Y

12.87%

3Y*

12.04%

5Y*

13.37%

10Y*

9.24%

*Annualized

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Radiant Logistics, Inc.

Vanguard Total World Stock ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RLGT vs. VT — Risk-Adjusted Performance Rank

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

RLGT
The Risk-Adjusted Performance Rank of RLGT is 6262
Overall Rank
The Sharpe Ratio Rank of RLGT is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of RLGT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of RLGT is 5656
Omega Ratio Rank
The Calmar Ratio Rank of RLGT is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RLGT is 6565
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6565
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7272
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.

RLGT vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Radiant Logistics, Inc. (RLGT) and Vanguard Total World Stock ETF (VT). 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 RLGT Sharpe Ratio is 0.34, which is lower than the VT Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of RLGT and VT, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RLGT vs. VT - Dividend Comparison

RLGT has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.83%.


TTM20242023202220212020201920182017201620152014
RLGT
Radiant Logistics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF
1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

RLGT vs. VT - Drawdown Comparison

The maximum RLGT drawdown since its inception was -92.68%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for RLGT and VT.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RLGT vs. VT - Volatility Comparison

Radiant Logistics, Inc. (RLGT) has a higher volatility of 9.49% compared to Vanguard Total World Stock ETF (VT) at 3.82%. This indicates that RLGT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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