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VGSTX vs. BIDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VGSTX and BIDU 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

VGSTX vs. BIDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard STAR Fund (VGSTX) and Baidu, Inc. (BIDU). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VGSTX:

0.30

BIDU:

-0.43

Sortino Ratio

VGSTX:

0.49

BIDU:

-0.34

Omega Ratio

VGSTX:

1.07

BIDU:

0.96

Calmar Ratio

VGSTX:

0.18

BIDU:

-0.23

Martin Ratio

VGSTX:

0.84

BIDU:

-0.82

Ulcer Index

VGSTX:

4.52%

BIDU:

21.71%

Daily Std Dev

VGSTX:

12.74%

BIDU:

43.70%

Max Drawdown

VGSTX:

-43.45%

BIDU:

-77.47%

Current Drawdown

VGSTX:

-12.02%

BIDU:

-73.20%

Returns By Period

In the year-to-date period, VGSTX achieves a 3.20% return, which is significantly lower than BIDU's 8.04% return. Over the past 10 years, VGSTX has outperformed BIDU with an annualized return of 2.96%, while BIDU has yielded a comparatively lower -7.25% annualized return.


VGSTX

YTD

3.20%

1M

7.67%

6M

-2.72%

1Y

3.78%

5Y*

3.99%

10Y*

2.96%

BIDU

YTD

8.04%

1M

10.11%

6M

7.42%

1Y

-18.52%

5Y*

-1.05%

10Y*

-7.25%

*Annualized

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Risk-Adjusted Performance

VGSTX vs. BIDU — Risk-Adjusted Performance Rank

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

VGSTX
The Risk-Adjusted Performance Rank of VGSTX is 3434
Overall Rank
The Sharpe Ratio Rank of VGSTX is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of VGSTX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VGSTX is 3434
Omega Ratio Rank
The Calmar Ratio Rank of VGSTX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VGSTX is 3434
Martin Ratio Rank

BIDU
The Risk-Adjusted Performance Rank of BIDU is 2929
Overall Rank
The Sharpe Ratio Rank of BIDU is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of BIDU is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BIDU is 2727
Omega Ratio Rank
The Calmar Ratio Rank of BIDU is 3636
Calmar Ratio Rank
The Martin Ratio Rank of BIDU is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VGSTX vs. BIDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard STAR Fund (VGSTX) and Baidu, Inc. (BIDU). 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.


The current VGSTX Sharpe Ratio is 0.30, which is higher than the BIDU Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of VGSTX and BIDU, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VGSTX vs. BIDU - Dividend Comparison

VGSTX's dividend yield for the trailing twelve months is around 2.35%, while BIDU has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VGSTX
Vanguard STAR Fund
2.35%2.43%2.21%2.08%1.36%1.42%2.11%2.52%1.85%2.08%2.09%2.18%
BIDU
Baidu, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VGSTX vs. BIDU - Drawdown Comparison

The maximum VGSTX drawdown since its inception was -43.45%, smaller than the maximum BIDU drawdown of -77.47%. Use the drawdown chart below to compare losses from any high point for VGSTX and BIDU. For additional features, visit the drawdowns tool.


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Volatility

VGSTX vs. BIDU - Volatility Comparison

The current volatility for Vanguard STAR Fund (VGSTX) is 3.30%, while Baidu, Inc. (BIDU) has a volatility of 10.05%. This indicates that VGSTX experiences smaller price fluctuations and is considered to be less risky than BIDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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