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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

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.


Popular comparisons:
VGPMX vs. DBP VGPMX vs. GLTR VGPMX vs. VTI VGPMX vs. BKIE VGPMX vs. VOO VGPMX vs. GLD VGPMX vs. VTSAX VGPMX vs. FUTY VGPMX vs. GLDM VGPMX vs. IAU
Popular comparisons:
VGPMX vs. DBP VGPMX vs. GLTR VGPMX vs. VTI VGPMX vs. BKIE VGPMX vs. VOO VGPMX vs. GLD VGPMX vs. VTSAX VGPMX vs. FUTY VGPMX vs. GLDM VGPMX vs. IAU

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
0.37%
11.49%
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Global Capital Cycles Fund had a return of 10.70% year-to-date (YTD) and 15.35% in the last 12 months. Over the past 10 years, Vanguard Global Capital Cycles Fund had an annualized return of 5.60%, while the S&P 500 had an annualized return of 11.14%, indicating that Vanguard Global Capital Cycles Fund did not perform as well as the benchmark.


VGPMX

YTD

10.70%

1M

-4.11%

6M

-0.95%

1Y

15.35%

5Y (annualized)

14.27%

10Y (annualized)

5.60%

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

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
2024-4.24%2.38%6.83%0.55%3.65%-2.32%3.53%1.48%2.41%-2.00%10.70%
20238.09%-5.71%3.31%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%-7.01%3.90%-10.75%1.59%-2.85%-5.87%5.83%12.63%-0.04%7.34%
20210.11%6.16%1.60%4.46%3.71%-4.12%1.03%0.56%-2.21%4.14%-1.35%4.40%19.50%
2020-4.32%-7.65%-15.44%13.36%4.97%3.52%8.37%3.98%-3.02%-3.35%10.64%8.97%17.21%
20197.64%1.45%0.78%0.64%-6.26%9.40%-1.12%-0.13%0.50%2.13%-0.25%5.07%20.67%
2018-1.12%-8.70%0.48%2.51%-0.71%-0.62%-2.99%-11.63%-0.49%-6.49%-2.09%-5.48%-32.27%
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%9.05%28.75%-10.50%17.02%11.65%-14.08%5.74%-6.68%-9.73%-0.63%50.76%
20154.69%1.25%-9.17%9.45%-0.53%-8.68%-16.22%-1.24%-5.60%5.49%-9.56%-1.09%-29.45%
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%
2013-3.07%-7.50%-5.68%-8.90%-2.44%-13.36%1.64%4.46%-2.99%0.75%-6.69%2.88%-35.14%

Expense Ratio

VGPMX features an expense ratio of 0.36%, falling within the medium range.


Expense ratio chart for VGPMX: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VGPMX is 16, indicating that it is in the bottom 16% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VGPMX is 1616
Combined Rank
The Sharpe Ratio Rank of VGPMX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VGPMX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of VGPMX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of VGPMX is 88
Calmar Ratio Rank
The Martin Ratio Rank of VGPMX is 2323
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.


Sharpe ratio
The chart of Sharpe ratio for VGPMX, currently valued at 1.07, compared to the broader market0.002.004.001.072.54
The chart of Sortino ratio for VGPMX, currently valued at 1.50, compared to the broader market0.005.0010.001.503.40
The chart of Omega ratio for VGPMX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.47
The chart of Calmar ratio for VGPMX, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.0025.000.333.66
The chart of Martin ratio for VGPMX, currently valued at 5.11, compared to the broader market0.0020.0040.0060.0080.00100.005.1116.28
VGPMX
^GSPC

The current Vanguard Global Capital Cycles Fund Sharpe ratio is 1.07. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.07
2.54
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Global Capital Cycles Fund provided a 3.09% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.42$0.40$0.38$0.36$0.19$0.20$0.21$0.00$0.16$0.15$0.00$0.01

Dividend yield

3.09%3.22%3.27%3.26%2.03%2.39%3.01%0.02%1.71%2.33%0.00%0.08%

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
2024$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.03
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$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15
2014$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
2013$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.01

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-39.16%
-1.41%
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 79.32%, occurring on Jan 19, 2016. The portfolio has not yet recovered.

The current Vanguard Global Capital Cycles Fund drawdown is 39.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-79.32%May 20, 20081928Jan 19, 2016
-65.25%Feb 6, 1996670Aug 31, 19981250Aug 11, 20031920
-49.26%Aug 5, 19871384Nov 23, 1992276Dec 14, 19931660
-26.72%Sep 26, 199492Jan 31, 1995262Feb 1, 1996354
-26.32%May 11, 200623Jun 13, 2006201Apr 3, 2007224

Volatility

Volatility Chart

The current Vanguard Global Capital Cycles Fund volatility is 4.76%, 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%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.76%
4.07%
VGPMX (Vanguard Global Capital Cycles Fund)
Benchmark (^GSPC)