AAPL vs. VGPMX

Last updated Jul 21, 2026

AAPL (Apple Inc) is a stock, while VGPMX (Vanguard Global Capital Cycles Fund) is Global Equities fund managed by Vanguard. Over the past 10 years, AAPL returned 30.70%/yr vs 9.25%/yr for VGPMX. At a 0.17 correlation, their price movements are largely independent.

Performance

AAPL vs. VGPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Apple Inc (AAPL) and Vanguard Global Capital Cycles Fund (VGPMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AAPL achieves a 20.35% return, which is significantly higher than VGPMX's 13.06% return. Over the past 10 years, AAPL has outperformed VGPMX with an annualized return of 30.70%, while VGPMX has yielded a comparatively lower 9.25% annualized return.

AAPL

• 1D: -2.14%
• 1M: 9.59%
• 6M: 28.05%
• YTD: 20.35%
• 1Y: 55.26%
• 3Y*: 19.94%
• 5Y*: 18.17%
• 10Y*: 30.70%
• ALL TIME*: 19.46%

VGPMX

• 1D: -0.48%
• 1M: -1.81%
• 6M: 6.78%
• YTD: 13.06%
• 1Y: 50.10%
• 3Y*: 26.51%
• 5Y*: 20.34%
• 10Y*: 9.25%
• ALL TIME*: 6.44%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAPL vs. VGPMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AAPL Apple Inc	20.35%	9.05%	30.71%	49.01%	-26.40%	34.65%	82.31%	88.96%	-5.39%	48.46%
VGPMX Vanguard Global Capital Cycles Fund	13.06%	65.96%	5.78%	10.06%	7.34%	19.50%	17.21%	20.67%	-32.26%	13.75%

Correlation

The correlation between AAPL and VGPMX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since May 23, 1984	0.17

The correlation between AAPL and VGPMX shifts across timeframes, from 0.17 (all time) to 0.38 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AAPL vs. VGPMX — Risk / Return Rank

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

AAPL

AAPL Risk / Return Rank: 92
AAPL Sharpe Ratio Rank: 94
AAPL Sortino Ratio Rank: 93
AAPL Omega Ratio Rank: 93
AAPL Calmar Ratio Rank: 92
AAPL Martin Ratio Rank: 90

VGPMX

VGPMX Risk / Return Rank: 89
VGPMX Sharpe Ratio Rank: 94
VGPMX Sortino Ratio Rank: 85
VGPMX Omega Ratio Rank: 85
VGPMX Calmar Ratio Rank: 92
VGPMX Martin Ratio Rank: 89

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAPL vs. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Apple Inc (AAPL) and Vanguard Global Capital Cycles Fund (VGPMX). 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.

	AAPL	VGPMX	Difference
Sharpe ratio: Return per unit of total volatility	2.27	2.78	-0.52
Sortino ratio: Return per unit of downside risk	3.09	3.42	-0.33
Omega ratio: Gain probability vs. loss probability	1.41	1.47	-0.07
Calmar ratio: Return relative to maximum drawdown	4.02	3.92	+0.11
Martin ratio: Return relative to average drawdown	9.58	13.66	-4.08

AAPL vs. VGPMX - Sharpe Ratio Comparison

The current AAPL Sharpe Ratio is 2.27, which is comparable to the VGPMX Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of AAPL and VGPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

AAPL vs. VGPMX - Drawdown Comparison

The maximum AAPL drawdown since its inception was -81.80%, roughly equal to the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for AAPL and VGPMX.

Drawdown Indicators

	AAPL	VGPMX	Difference
Max Drawdown Largest peak-to-trough decline	-81.80%	-78.85%	-2.95%
Max Drawdown (1Y) Largest decline over 1 year	-13.80%	-12.80%	-1.00%
Max Drawdown (3Y) Largest decline over 3 years	-33.36%	-14.63%	-18.73%
Max Drawdown (5Y) Largest decline over 5 years	-33.36%	-22.71%	-10.65%
Max Drawdown (10Y) Largest decline over 10 years	-38.52%	-54.59%	+16.07%
Current Drawdown Current decline from peak	-2.14%	-6.67%	+4.53%
Average Drawdown Average peak-to-trough decline	-29.54%	-34.47%	+4.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.78%	3.66%	+2.12%

Volatility

AAPL vs. VGPMX - Volatility Comparison

Apple Inc (AAPL) has a higher volatility of 10.61% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 4.81%. This indicates that AAPL's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAPL	VGPMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.61%	4.81%	+5.80%
Volatility (6M) Calculated over the trailing 6-month period	19.34%	15.26%	+4.08%
Volatility (1Y) Calculated over the trailing 1-year period	24.55%	18.02%	+6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.79%	17.52%	+10.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.08%	20.75%	+8.33%

Dividends

AAPL vs. VGPMX - Dividend Comparison

AAPL's dividend yield for the trailing twelve months is around 0.32%, less than VGPMX's 3.45% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAPL Apple Inc	0.32%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
VGPMX Vanguard Global Capital Cycles Fund	3.45%	2.59%	2.68%	3.22%	3.27%	3.26%	2.03%	2.39%	3.02%	0.02%	1.72%	2.32%

Frequently Asked Questions

Can I hold both AAPL and VGPMX in my portfolio?

AAPL and VGPMX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AAPL or VGPMX?

AAPL has higher volatility (10.61%) compared to VGPMX (4.81%). In terms of maximum drawdown, AAPL dropped -81.80% vs VGPMX's -78.85%.

Which has better risk-adjusted returns?

VGPMX currently has the higher Sharpe Ratio (2.78 vs 2.27), 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.