TRV vs. VBIAX
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Vanguard Balanced Index Fund Admiral Shares (VBIAX).
VBIAX 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: TRV or VBIAX.
Performance
TRV vs. VBIAX - Performance Comparison
Returns By Period
In the year-to-date period, TRV achieves a 38.83% return, which is significantly higher than VBIAX's 14.07% return. Over the past 10 years, TRV has outperformed VBIAX with an annualized return of 12.30%, while VBIAX has yielded a comparatively lower 7.54% annualized return.
TRV
38.83%
7.36%
19.82%
54.88%
16.97%
12.30%
VBIAX
14.07%
-0.24%
8.01%
18.80%
7.36%
7.54%
Key characteristics
| TRV | VBIAX | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.20 |
| Sortino Ratio | 3.07 | 2.98 |
| Omega Ratio | 1.51 | 1.42 |
| Calmar Ratio | 4.68 | 1.77 |
| Martin Ratio | 10.95 | 13.30 |
| Ulcer Index | 5.19% | 1.43% |
| Daily Std Dev | 22.89% | 8.64% |
| Max Drawdown | -55.11% | -35.90% |
| Current Drawdown | -1.74% | -1.75% |
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Correlation
The correlation between TRV and VBIAX is 0.55, 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.
Risk-Adjusted Performance
TRV vs. VBIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Vanguard Balanced Index Fund Admiral Shares (VBIAX). 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
TRV vs. VBIAX - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.57%, less than VBIAX's 2.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.57% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 2.04% | 2.04% | 1.93% | 1.39% | 1.66% | 2.12% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% | 1.85% |
Drawdowns
TRV vs. VBIAX - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, which is greater than VBIAX's maximum drawdown of -35.90%. Use the drawdown chart below to compare losses from any high point for TRV and VBIAX. For additional features, visit the drawdowns tool.
Volatility
TRV vs. VBIAX - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 6.42% compared to Vanguard Balanced Index Fund Admiral Shares (VBIAX) at 2.62%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier than VBIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.