PortfoliosLab logoPortfoliosLab logo
VGMS vs. OGSP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGMS vs. OGSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Multi-Sector Income Bond ETF (VGMS) and Obra High Grade Structured Products ETF (OGSP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VGMS vs. OGSP - Yearly Performance Comparison


Returns By Period

In the year-to-date period, VGMS achieves a -0.28% return, which is significantly lower than OGSP's 0.63% return.


VGMS

1D
0.79%
1M
-1.38%
YTD
-0.28%
6M
1.27%
1Y
3Y*
5Y*
10Y*

OGSP

1D
0.05%
1M
-0.18%
YTD
0.63%
6M
2.25%
1Y
5.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGMS vs. OGSP - Expense Ratio Comparison

VGMS has a 0.30% expense ratio, which is lower than OGSP's 0.90% expense ratio.


Return for Risk

VGMS vs. OGSP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGMS

OGSP
OGSP Risk / Return Rank: 9898
Overall Rank
OGSP Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
OGSP Sortino Ratio Rank: 9898
Sortino Ratio Rank
OGSP Omega Ratio Rank: 9898
Omega Ratio Rank
OGSP Calmar Ratio Rank: 9898
Calmar Ratio Rank
OGSP Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGMS vs. OGSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Multi-Sector Income Bond ETF (VGMS) and Obra High Grade Structured Products ETF (OGSP). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

VGMS vs. OGSP - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


VGMSOGSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.66

Sharpe Ratio (All Time)

Calculated using the full available price history

2.08

3.04

-0.95

Correlation

The correlation between VGMS and OGSP is 0.23, 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.


Dividends

VGMS vs. OGSP - Dividend Comparison

VGMS's dividend yield for the trailing twelve months is around 3.83%, less than OGSP's 5.88% yield.


Drawdowns

VGMS vs. OGSP - Drawdown Comparison

The maximum VGMS drawdown since its inception was -2.46%, which is greater than OGSP's maximum drawdown of -0.82%. Use the drawdown chart below to compare losses from any high point for VGMS and OGSP.


Loading graphics...

Drawdown Indicators


VGMSOGSPDifference

Max Drawdown

Largest peak-to-trough decline

-2.46%

-0.82%

-1.64%

Max Drawdown (1Y)

Largest decline over 1 year

-0.82%

Current Drawdown

Current decline from peak

-1.51%

-0.26%

-1.25%

Average Drawdown

Average peak-to-trough decline

-0.27%

-0.10%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

Volatility

VGMS vs. OGSP - Volatility Comparison


Loading graphics...

Volatility by Period


VGMSOGSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

Volatility (6M)

Calculated over the trailing 6-month period

1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

2.01%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.12%

2.00%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.12%

2.00%

+1.12%