RSG vs. VIGI
Compare and contrast key facts about Republic Services, Inc. (RSG) and Vanguard International Dividend Appreciation ETF (VIGI).
VIGI is a passively managed fund by Vanguard that tracks the performance of the NASDAQ International DividendAchieversSelect Index. It was launched on Feb 25, 2016.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSG or VIGI.
Key characteristics
| RSG | VIGI | |
|---|---|---|
| Sharpe Ratio | 2.23 | 1.21 |
| Sortino Ratio | 2.75 | 1.76 |
| Omega Ratio | 1.42 | 1.21 |
| Calmar Ratio | 4.16 | 1.29 |
| Martin Ratio | 14.50 | 4.91 |
| Ulcer Index | 2.25% | 2.81% |
| Daily Std Dev | 14.58% | 11.44% |
| Max Drawdown | -65.98% | -31.01% |
| Current Drawdown | -1.81% | -4.76% |
Correlation
The correlation between RSG and VIGI is 0.37, 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
RSG vs. VIGI - Performance Comparison
Returns By Period
In the year-to-date period, RSG achieves a 31.36% return, which is significantly higher than VIGI's 8.37% return.
RSG
31.36%
8.16%
15.29%
33.69%
21.37%
20.73%
VIGI
8.37%
1.05%
4.92%
14.32%
7.11%
N/A
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Risk-Adjusted Performance
RSG vs. VIGI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) and Vanguard International Dividend Appreciation ETF (VIGI). 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
RSG vs. VIGI - Dividend Comparison
RSG's dividend yield for the trailing twelve months is around 1.02%, less than VIGI's 1.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RSG Republic Services, Inc. | 1.02% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% | 2.68% | 2.98% |
VIGI Vanguard International Dividend Appreciation ETF | 1.96% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 0.98% | 0.00% | 0.00% | 0.00% |
Drawdowns
RSG vs. VIGI - Drawdown Comparison
The maximum RSG drawdown since its inception was -65.98%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for RSG and VIGI. For additional features, visit the drawdowns tool.
Volatility
RSG vs. VIGI - Volatility Comparison
Republic Services, Inc. (RSG) has a higher volatility of 4.80% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.34%. This indicates that RSG's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.