VYGR vs. SGVT
VYGR (Voyager Therapeutics, Inc.) is a stock, while SGVT (Schwab Government Money Market ETF) is Money Market fund actively managed by Charles Schwab. Over the past year, VYGR returned -1.43% vs 3.70% for SGVT. At a correlation of -0.04, they often move in opposite directions.
Performance
VYGR vs. SGVT - Performance Comparison
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Returns By Period
In the year-to-date period, VYGR achieves a -12.47% return, which is significantly lower than SGVT's 1.78% return.
VYGR
- 1D
- -6.52%
- 1M
- -1.71%
- 6M
- -14.43%
- YTD
- -12.47%
- 1Y
- -1.43%
- 3Y*
- -29.58%
- 5Y*
- -2.53%
- 10Y*
- -11.98%
SGVT
- 1D
- 0.02%
- 1M
- 0.26%
- 6M
- 1.67%
- YTD
- 1.78%
- 1Y
- 3.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VYGR vs. SGVT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VYGR Voyager Therapeutics, Inc. | -12.47% | 16.27% |
SGVT Schwab Government Money Market ETF | 1.78% | 2.22% |
Correlation
The correlation between VYGR and SGVT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2025 | -0.04 |
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Return for Risk
VYGR vs. SGVT — Risk / Return Rank
VYGR
SGVT
VYGR vs. SGVT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Voyager Therapeutics, Inc. (VYGR) and Schwab Government Money Market ETF (SGVT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VYGR | SGVT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -17.21 | ||
| Sortino ratioReturn per unit of downside risk | -82.48 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 29.34 | -28.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | 137.59 | -137.67 |
| Martin ratioReturn relative to average drawdown | -0.14 | 1,100.66 | -1,100.80 |
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Drawdowns
VYGR vs. SGVT - Drawdown Comparison
The maximum VYGR drawdown since its inception was -92.11%, which is greater than SGVT's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for VYGR and SGVT.
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Drawdown Indicators
| VYGR | SGVT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.11% | -0.03% | -92.08% |
Max Drawdown (1Y)Largest decline over 1 year | -37.71% | -0.03% | -37.68% |
Max Drawdown (3Y)Largest decline over 3 years | -74.82% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -80.49% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -92.11% | — | — |
Current DrawdownCurrent decline from peak | -89.01% | 0.00% | -89.01% |
Average DrawdownAverage peak-to-trough decline | -67.05% | -0.00% | -67.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.58% | 0.00% | +22.58% |
Volatility
VYGR vs. SGVT - Volatility Comparison
Voyager Therapeutics, Inc. (VYGR) has a higher volatility of 14.57% compared to Schwab Government Money Market ETF (SGVT) at 0.09%. This indicates that VYGR's price experiences larger fluctuations and is considered to be riskier than SGVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VYGR | SGVT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.57% | 0.09% | +14.48% |
Volatility (6M)Calculated over the trailing 6-month period | 44.23% | 0.15% | +44.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 64.63% | 0.22% | +64.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.85% | 0.22% | +80.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 75.69% | 0.22% | +75.47% |
Dividends
VYGR vs. SGVT - Dividend Comparison
VYGR has not paid dividends to shareholders, while SGVT's dividend yield for the trailing twelve months is around 3.25%.
| Position | TTM | 2025 |
|---|---|---|
SGVT Schwab Government Money Market ETF | 3.25% | 1.73% |
VYGR Voyager Therapeutics, Inc. | 0.00% | 0.00% |
Frequently Asked Questions
VYGR and SGVT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VYGR has higher volatility (14.57%) compared to SGVT (0.09%). In terms of maximum drawdown, VYGR dropped -92.11% vs SGVT's -0.03%.
SGVT currently has the higher Sharpe Ratio (17.16 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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