RPM vs. VONG
Compare and contrast key facts about RPM International Inc. (RPM) and Vanguard Russell 1000 Growth ETF (VONG).
VONG is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 Growth Index. It was launched on Sep 20, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RPM or VONG.
Key characteristics
| RPM | VONG | |
|---|---|---|
| YTD Return | 22.72% | 32.13% |
| 1Y Return | 42.69% | 45.17% |
| 3Y Return (Ann) | 16.37% | 10.37% |
| 5Y Return (Ann) | 14.34% | 20.12% |
| 10Y Return (Ann) | 13.70% | 16.75% |
| Sharpe Ratio | 1.88 | 2.62 |
| Sortino Ratio | 2.76 | 3.36 |
| Omega Ratio | 1.34 | 1.48 |
| Calmar Ratio | 3.13 | 3.35 |
| Martin Ratio | 7.83 | 13.22 |
| Ulcer Index | 5.25% | 3.32% |
| Daily Std Dev | 21.85% | 16.76% |
| Max Drawdown | -61.69% | -32.72% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between RPM and VONG is 0.60, 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
RPM vs. VONG - Performance Comparison
In the year-to-date period, RPM achieves a 22.72% return, which is significantly lower than VONG's 32.13% return. Over the past 10 years, RPM has underperformed VONG with an annualized return of 13.70%, while VONG has yielded a comparatively higher 16.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RPM vs. VONG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for RPM International Inc. (RPM) 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.
Dividends
RPM vs. VONG - Dividend Comparison
RPM's dividend yield for the trailing twelve months is around 1.40%, more than VONG's 0.58% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPM RPM International Inc. | 1.40% | 1.54% | 1.66% | 1.52% | 1.61% | 1.84% | 2.23% | 2.33% | 2.09% | 2.39% | 1.93% | 1.66% |
VONG Vanguard Russell 1000 Growth ETF | 0.58% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Drawdowns
RPM vs. VONG - Drawdown Comparison
The maximum RPM drawdown since its inception was -61.69%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for RPM and VONG. For additional features, visit the drawdowns tool.
Volatility
RPM vs. VONG - Volatility Comparison
RPM International Inc. (RPM) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 5.33% and 5.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.