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0P6M.L vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 0P6M.L and VIGIX is 0.34, 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.


Performance

0P6M.L vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

400.00%500.00%600.00%700.00%800.00%900.00%December2025FebruaryMarchAprilMay
615.99%
831.03%
0P6M.L
VIGIX

Key characteristics

Sharpe Ratio

0P6M.L:

0.69

VIGIX:

0.55

Sortino Ratio

0P6M.L:

1.23

VIGIX:

0.90

Omega Ratio

0P6M.L:

1.16

VIGIX:

1.13

Calmar Ratio

0P6M.L:

0.89

VIGIX:

0.58

Martin Ratio

0P6M.L:

2.61

VIGIX:

2.00

Ulcer Index

0P6M.L:

9.23%

VIGIX:

6.70%

Daily Std Dev

0P6M.L:

31.34%

VIGIX:

25.17%

Max Drawdown

0P6M.L:

-67.82%

VIGIX:

-57.17%

Current Drawdown

0P6M.L:

-12.01%

VIGIX:

-9.18%

Returns By Period

In the year-to-date period, 0P6M.L achieves a 15.42% return, which is significantly higher than VIGIX's -5.38% return. Over the past 10 years, 0P6M.L has underperformed VIGIX with an annualized return of 12.86%, while VIGIX has yielded a comparatively higher 14.66% annualized return.


0P6M.L

YTD

15.42%

1M

15.30%

6M

15.96%

1Y

21.44%

5Y*

26.42%

10Y*

12.86%

VIGIX

YTD

-5.38%

1M

17.99%

6M

-4.35%

1Y

13.70%

5Y*

16.70%

10Y*

14.66%

*Annualized

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Risk-Adjusted Performance

0P6M.L vs. VIGIX — Risk-Adjusted Performance Rank

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

0P6M.L
The Risk-Adjusted Performance Rank of 0P6M.L is 7676
Overall Rank
The Sharpe Ratio Rank of 0P6M.L is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of 0P6M.L is 7171
Sortino Ratio Rank
The Omega Ratio Rank of 0P6M.L is 7171
Omega Ratio Rank
The Calmar Ratio Rank of 0P6M.L is 8282
Calmar Ratio Rank
The Martin Ratio Rank of 0P6M.L is 7777
Martin Ratio Rank

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 6060
Overall Rank
The Sharpe Ratio Rank of VIGIX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 5757
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.

0P6M.L vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siemens AG Class N (0P6M.L) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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 0P6M.L Sharpe Ratio is 0.69, which is comparable to the VIGIX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of 0P6M.L and VIGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.81
0.54
0P6M.L
VIGIX

Dividends

0P6M.L vs. VIGIX - Dividend Comparison

0P6M.L's dividend yield for the trailing twelve months is around 2.44%, more than VIGIX's 0.50% yield.


TTM20242023202220212020201920182017201620152014
0P6M.L
Siemens AG Class N
2.44%2.48%2.51%3.09%2.29%2.99%3.26%3.80%3.10%3.01%3.66%3.20%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.50%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%

Drawdowns

0P6M.L vs. VIGIX - Drawdown Comparison

The maximum 0P6M.L drawdown since its inception was -67.82%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for 0P6M.L and VIGIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.39%
-9.18%
0P6M.L
VIGIX

Volatility

0P6M.L vs. VIGIX - Volatility Comparison

The current volatility for Siemens AG Class N (0P6M.L) is 12.14%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 13.94%. This indicates that 0P6M.L experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%December2025FebruaryMarchAprilMay
12.14%
13.94%
0P6M.L
VIGIX