VADGX vs. CSPX.L
Compare and contrast key facts about Vanguard Advice Select Dividend Growth Fund (VADGX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L).
VADGX is managed by Vanguard. It was launched on Nov 9, 2021. CSPX.L is a passively managed fund by Blackrock Financial Management that tracks the performance of the S&P 500 Index. It was launched on May 18, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VADGX or CSPX.L.
Key characteristics
| VADGX | CSPX.L | |
|---|---|---|
| YTD Return | 15.05% | 26.30% |
| 1Y Return | 21.93% | 37.23% |
| 3Y Return (Ann) | 8.26% | 9.97% |
| Sharpe Ratio | 2.43 | 3.03 |
| Sortino Ratio | 3.29 | 4.19 |
| Omega Ratio | 1.43 | 1.57 |
| Calmar Ratio | 4.34 | 4.51 |
| Martin Ratio | 13.94 | 19.41 |
| Ulcer Index | 1.58% | 1.78% |
| Daily Std Dev | 9.03% | 11.55% |
| Max Drawdown | -15.75% | -33.90% |
| Current Drawdown | -1.35% | -0.37% |
Correlation
The correlation between VADGX and CSPX.L is 0.46, 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
VADGX vs. CSPX.L - Performance Comparison
In the year-to-date period, VADGX achieves a 15.05% return, which is significantly lower than CSPX.L's 26.30% 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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VADGX vs. CSPX.L - Expense Ratio Comparison
VADGX has a 0.45% expense ratio, which is higher than CSPX.L's 0.07% expense ratio.
Risk-Adjusted Performance
VADGX vs. CSPX.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Dividend Growth Fund (VADGX) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L). 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
VADGX vs. CSPX.L - Dividend Comparison
VADGX's dividend yield for the trailing twelve months is around 1.21%, while CSPX.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
VADGX Vanguard Advice Select Dividend Growth Fund | 1.21% | 1.21% | 0.81% | 0.17% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VADGX vs. CSPX.L - Drawdown Comparison
The maximum VADGX drawdown since its inception was -15.75%, smaller than the maximum CSPX.L drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for VADGX and CSPX.L. For additional features, visit the drawdowns tool.
Volatility
VADGX vs. CSPX.L - Volatility Comparison
The current volatility for Vanguard Advice Select Dividend Growth Fund (VADGX) is 2.75%, while iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) has a volatility of 3.76%. This indicates that VADGX experiences smaller price fluctuations and is considered to be less risky than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.