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Vanguard Global Capital Cycles Fund (VGPMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9219082081

CUSIP

921908208

Issuer

Vanguard

Inception Date

May 23, 1984

Min. Investment

$3,000

Asset Class

Equity

Expense Ratio

VGPMX has an expense ratio of 0.36%, placing it in the medium range.


Expense ratio chart for VGPMX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGPMX: 0.36%

Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Global Capital Cycles Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
418.20%
2,239.62%
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Global Capital Cycles Fund had a return of 11.78% year-to-date (YTD) and 12.81% in the last 12 months. Over the past 10 years, Vanguard Global Capital Cycles Fund had an annualized return of 6.43%, while the S&P 500 had an annualized return of 10.05%, indicating that Vanguard Global Capital Cycles Fund did not perform as well as the benchmark.


VGPMX

YTD

11.78%

1M

-1.41%

6M

3.45%

1Y

12.81%

5Y*

18.67%

10Y*

6.43%

^GSPC (Benchmark)

YTD

-6.75%

1M

-5.05%

6M

-5.60%

1Y

8.15%

5Y*

14.14%

10Y*

10.05%

*Annualized

Monthly Returns

The table below presents the monthly returns of VGPMX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.80%3.51%2.71%1.29%11.78%
2024-4.24%2.38%6.83%0.55%3.65%-2.32%3.53%1.48%2.41%-2.00%-0.73%-5.22%5.78%
20238.09%-5.71%3.30%0.91%-6.47%5.43%3.90%-4.00%-2.58%-1.45%6.42%3.09%10.06%
20221.99%5.94%4.07%-7.00%3.90%-10.75%1.59%-2.85%-5.87%5.83%12.63%-0.04%7.34%
20210.10%6.17%1.61%4.46%3.71%-4.12%1.03%0.55%-2.21%4.14%-1.35%4.40%19.51%
2020-4.32%-7.65%-15.44%13.37%4.97%3.52%8.37%3.98%-3.02%-3.35%10.64%8.97%17.21%
20197.64%1.44%0.78%0.64%-6.26%9.40%-1.12%-0.13%0.51%2.13%-0.25%5.07%20.67%
2018-1.12%-8.70%0.49%2.51%-0.71%-0.62%-2.99%-11.63%-0.49%-6.49%-2.09%-5.48%-32.26%
201714.26%-4.19%0.99%-4.33%2.21%0.39%4.22%4.42%-6.13%-3.36%-1.09%7.33%13.75%
2016-2.20%23.47%9.07%28.75%-10.50%17.02%11.65%-14.08%5.74%-6.68%-9.73%-0.63%50.79%
20154.69%1.25%-9.15%9.45%-0.53%-8.68%-16.22%-1.25%-5.60%5.49%-9.56%-1.09%-29.44%
20140.39%10.21%-3.15%-0.45%-1.63%7.56%0.00%0.00%-13.45%-13.66%4.59%0.44%-11.41%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGPMX is 66, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VGPMX is 6666
Overall Rank
The Sharpe Ratio Rank of VGPMX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VGPMX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VGPMX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VGPMX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of VGPMX is 7676
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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The chart of Sharpe ratio for VGPMX, currently valued at 0.74, compared to the broader market-1.000.001.002.003.00
VGPMX: 0.74
^GSPC: 0.49
The chart of Sortino ratio for VGPMX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.00
VGPMX: 1.10
^GSPC: 0.81
The chart of Omega ratio for VGPMX, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.00
VGPMX: 1.15
^GSPC: 1.12
The chart of Calmar ratio for VGPMX, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.00
VGPMX: 0.26
^GSPC: 0.50
The chart of Martin ratio for VGPMX, currently valued at 3.32, compared to the broader market0.0010.0020.0030.0040.0050.00
VGPMX: 3.32
^GSPC: 2.07

The current Vanguard Global Capital Cycles Fund Sharpe ratio is 0.74. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Global Capital Cycles Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.74
0.49
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Global Capital Cycles Fund provided a 2.25% dividend yield over the last twelve months, with an annual payout of $0.32 per share.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.402015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$0.32$0.34$0.40$0.38$0.36$0.19$0.20$0.21$0.00$0.16$0.15

Dividend yield

2.25%2.68%3.22%3.27%3.26%2.03%2.39%3.01%0.02%1.71%2.33%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global Capital Cycles Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.01$0.00$0.01
2024$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.34
2023$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.40
2022$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.36$0.38
2021$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35$0.36
2020$0.00$0.00$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.18$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20$0.20
2018$0.00$0.00$0.12$0.00$0.00$0.00$0.00$0.10$0.00$0.00$0.00$0.00$0.21
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2016$0.00$0.00$0.16$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16
2015$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-48.53%
-10.73%
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Global Capital Cycles Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Global Capital Cycles Fund was 83.63%, occurring on Jan 19, 2016. The portfolio has not yet recovered.

The current Vanguard Global Capital Cycles Fund drawdown is 48.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.63%May 20, 20081928Jan 19, 2016
-65.25%Feb 6, 1996670Aug 31, 19981249Aug 8, 20031919
-49.11%Aug 5, 19871384Nov 23, 1992275Dec 13, 19931659
-26.72%Sep 26, 199492Jan 31, 1995262Feb 1, 1996354
-26.32%May 11, 200623Jun 13, 2006226May 9, 2007249

Volatility

Volatility Chart

The current Vanguard Global Capital Cycles Fund volatility is 12.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.50%
14.23%
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)