SAMG vs. VT
Compare and contrast key facts about Silvercrest Asset Management Group Inc. (SAMG) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAMG or VT.
Key characteristics
| SAMG | VT | |
|---|---|---|
| YTD Return | 12.89% | 19.63% |
| 1Y Return | 22.28% | 30.97% |
| 3Y Return (Ann) | 7.93% | 5.98% |
| 5Y Return (Ann) | 12.81% | 11.56% |
| 10Y Return (Ann) | 6.52% | 9.54% |
| Sharpe Ratio | 0.52 | 2.76 |
| Sortino Ratio | 0.96 | 3.75 |
| Omega Ratio | 1.12 | 1.50 |
| Calmar Ratio | 0.51 | 3.44 |
| Martin Ratio | 1.89 | 18.15 |
| Ulcer Index | 9.27% | 1.79% |
| Daily Std Dev | 33.71% | 11.77% |
| Max Drawdown | -54.78% | -50.27% |
| Current Drawdown | -12.40% | -0.16% |
Correlation
The correlation between SAMG and VT is 0.35, 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
SAMG vs. VT - Performance Comparison
In the year-to-date period, SAMG achieves a 12.89% return, which is significantly lower than VT's 19.63% return. Over the past 10 years, SAMG has underperformed VT with an annualized return of 6.52%, while VT has yielded a comparatively higher 9.54% 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
SAMG vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) 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.
Dividends
SAMG vs. VT - Dividend Comparison
SAMG's dividend yield for the trailing twelve months is around 4.16%, more than VT's 1.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | 4.16% | 4.35% | 3.73% | 3.84% | 4.61% | 4.77% | 4.23% | 2.99% | 3.65% | 5.05% | 3.07% | 0.70% |
VT Vanguard Total World Stock ETF | 1.82% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
Drawdowns
SAMG vs. VT - Drawdown Comparison
The maximum SAMG drawdown since its inception was -54.78%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for SAMG and VT. For additional features, visit the drawdowns tool.
Volatility
SAMG vs. VT - Volatility Comparison
Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 9.85% compared to Vanguard Total World Stock ETF (VT) at 3.20%. This indicates that SAMG'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.