RLGT vs. VTSAX
Compare and contrast key facts about Radiant Logistics, Inc. (RLGT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RLGT or VTSAX.
Performance
RLGT vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, RLGT achieves a 13.55% return, which is significantly lower than VTSAX's 26.28% return. Over the past 10 years, RLGT has underperformed VTSAX with an annualized return of 7.19%, while VTSAX has yielded a comparatively higher 12.73% annualized return.
RLGT
13.55%
12.71%
42.80%
20.06%
7.85%
7.19%
VTSAX
26.28%
4.04%
14.03%
33.65%
15.20%
12.73%
Key characteristics
| RLGT | VTSAX | |
|---|---|---|
| Sharpe Ratio | 0.56 | 2.68 |
| Sortino Ratio | 1.04 | 3.57 |
| Omega Ratio | 1.12 | 1.49 |
| Calmar Ratio | 0.46 | 3.93 |
| Martin Ratio | 1.23 | 17.10 |
| Ulcer Index | 16.25% | 1.97% |
| Daily Std Dev | 36.01% | 12.56% |
| Max Drawdown | -92.68% | -55.34% |
| Current Drawdown | -12.73% | -0.28% |
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Correlation
The correlation between RLGT and VTSAX is 0.26, 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.
Risk-Adjusted Performance
RLGT vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Radiant Logistics, Inc. (RLGT) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
RLGT vs. VTSAX - Dividend Comparison
RLGT has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.25%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
RLGT vs. VTSAX - Drawdown Comparison
The maximum RLGT drawdown since its inception was -92.68%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for RLGT and VTSAX. For additional features, visit the drawdowns tool.
Volatility
RLGT vs. VTSAX - Volatility Comparison
Radiant Logistics, Inc. (RLGT) has a higher volatility of 12.64% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.18%. This indicates that RLGT's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.