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AGIO vs. VEXMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGIO and VEXMX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

AGIO vs. VEXMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Agios Pharmaceuticals, Inc. (AGIO) and Vanguard Extended Market Index Fund (VEXMX). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-20.18%
20.56%
AGIO
VEXMX

Key characteristics

Sharpe Ratio

AGIO:

0.80

VEXMX:

1.32

Sortino Ratio

AGIO:

1.55

VEXMX:

1.86

Omega Ratio

AGIO:

1.20

VEXMX:

1.23

Calmar Ratio

AGIO:

0.58

VEXMX:

1.36

Martin Ratio

AGIO:

2.56

VEXMX:

6.46

Ulcer Index

AGIO:

18.82%

VEXMX:

3.67%

Daily Std Dev

AGIO:

60.63%

VEXMX:

17.99%

Max Drawdown

AGIO:

-87.36%

VEXMX:

-58.17%

Current Drawdown

AGIO:

-74.81%

VEXMX:

-3.63%

Returns By Period

In the year-to-date period, AGIO achieves a 3.50% return, which is significantly lower than VEXMX's 4.75% return. Over the past 10 years, AGIO has underperformed VEXMX with an annualized return of -10.90%, while VEXMX has yielded a comparatively higher 9.71% annualized return.


AGIO

YTD

3.50%

1M

5.65%

6M

-20.18%

1Y

43.32%

5Y*

-6.83%

10Y*

-10.90%

VEXMX

YTD

4.75%

1M

2.62%

6M

20.56%

1Y

25.20%

5Y*

10.20%

10Y*

9.71%

*Annualized

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Risk-Adjusted Performance

AGIO vs. VEXMX — Risk-Adjusted Performance Rank

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

AGIO
The Risk-Adjusted Performance Rank of AGIO is 7272
Overall Rank
The Sharpe Ratio Rank of AGIO is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of AGIO is 7272
Sortino Ratio Rank
The Omega Ratio Rank of AGIO is 7171
Omega Ratio Rank
The Calmar Ratio Rank of AGIO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of AGIO is 7171
Martin Ratio Rank

VEXMX
The Risk-Adjusted Performance Rank of VEXMX is 7171
Overall Rank
The Sharpe Ratio Rank of VEXMX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXMX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VEXMX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VEXMX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEXMX is 7373
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.

AGIO vs. VEXMX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Agios Pharmaceuticals, Inc. (AGIO) and Vanguard Extended Market Index Fund (VEXMX). 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.


Sharpe ratio
The chart of Sharpe ratio for AGIO, currently valued at 0.80, compared to the broader market-2.000.002.004.000.801.32
The chart of Sortino ratio for AGIO, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.006.001.551.86
The chart of Omega ratio for AGIO, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.23
The chart of Calmar ratio for AGIO, currently valued at 0.58, compared to the broader market0.002.004.006.000.581.36
The chart of Martin ratio for AGIO, currently valued at 2.56, compared to the broader market-10.000.0010.0020.002.566.46
AGIO
VEXMX

The current AGIO Sharpe Ratio is 0.80, which is lower than the VEXMX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of AGIO and VEXMX, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.80
1.32
AGIO
VEXMX

Dividends

AGIO vs. VEXMX - Dividend Comparison

AGIO has not paid dividends to shareholders, while VEXMX's dividend yield for the trailing twelve months is around 0.92%.


TTM20242023202220212020201920182017201620152014
AGIO
Agios Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEXMX
Vanguard Extended Market Index Fund
0.92%0.97%1.15%1.00%0.99%0.97%1.18%1.52%1.12%1.31%1.20%2.33%

Drawdowns

AGIO vs. VEXMX - Drawdown Comparison

The maximum AGIO drawdown since its inception was -87.36%, which is greater than VEXMX's maximum drawdown of -58.17%. Use the drawdown chart below to compare losses from any high point for AGIO and VEXMX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-74.81%
-3.63%
AGIO
VEXMX

Volatility

AGIO vs. VEXMX - Volatility Comparison

Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 12.25% compared to Vanguard Extended Market Index Fund (VEXMX) at 4.78%. This indicates that AGIO's price experiences larger fluctuations and is considered to be riskier than VEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
12.25%
4.78%
AGIO
VEXMX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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