AGIO vs. VEXMX
Compare and contrast key facts about Agios Pharmaceuticals, Inc. (AGIO) and Vanguard Extended Market Index Fund (VEXMX).
VEXMX is managed by Vanguard. It was launched on Dec 21, 1987.
Performance
AGIO vs. VEXMX - Performance Comparison
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AGIO vs. VEXMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGIO Agios Pharmaceuticals, Inc. | 25.61% | -17.16% | 47.55% | -20.69% | -14.57% | -24.14% | -9.26% | 3.56% | -19.35% | 37.00% |
VEXMX Vanguard Extended Market Index Fund | -1.29% | 10.93% | 15.05% | 26.79% | -26.56% | 12.31% | 32.43% | 27.87% | -9.48% | 17.94% |
Returns By Period
In the year-to-date period, AGIO achieves a 25.61% return, which is significantly higher than VEXMX's -1.29% return. Over the past 10 years, AGIO has underperformed VEXMX with an annualized return of -2.00%, while VEXMX has yielded a comparatively higher 10.75% annualized return.
AGIO
- 1D
- 1.06%
- 1M
- 17.09%
- YTD
- 25.61%
- 6M
- -14.67%
- 1Y
- 24.78%
- 3Y*
- 14.18%
- 5Y*
- -8.26%
- 10Y*
- -2.00%
VEXMX
- 1D
- 3.44%
- 1M
- -5.36%
- YTD
- -1.29%
- 6M
- -1.43%
- 1Y
- 19.99%
- 3Y*
- 14.71%
- 5Y*
- 3.74%
- 10Y*
- 10.75%
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Return for Risk
AGIO vs. VEXMX — Risk / Return Rank
AGIO
VEXMX
AGIO vs. VEXMX - Risk-Adjusted Trends 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.
| AGIO | VEXMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.90 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.40 | -0.46 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | 1.38 | -1.05 |
Martin ratioReturn relative to average drawdown | 0.70 | 5.65 | -4.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGIO | VEXMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.90 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.17 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | 0.48 | -0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.52 | -0.51 |
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.
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 1.03%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.03% | 0.74% | 0.74% | 1.14% | 1.00% | 0.99% | 1.19% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% |
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.
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Drawdown Indicators
| AGIO | VEXMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.36% | -58.17% | -29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -50.89% | -14.63% | -36.26% |
Max Drawdown (5Y)Largest decline over 5 years | -72.16% | -36.38% | -35.78% |
Max Drawdown (10Y)Largest decline over 10 years | -82.86% | -41.63% | -41.23% |
Current DrawdownCurrent decline from peak | -74.68% | -7.19% | -67.49% |
Average DrawdownAverage peak-to-trough decline | -58.57% | -11.19% | -47.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.81% | 3.57% | +20.24% |
Volatility
AGIO vs. VEXMX - Volatility Comparison
Agios Pharmaceuticals, Inc. (AGIO) has a higher volatility of 15.62% compared to Vanguard Extended Market Index Fund (VEXMX) at 7.02%. 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.
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Volatility by Period
| AGIO | VEXMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.62% | 7.02% | +8.60% |
Volatility (6M)Calculated over the trailing 6-month period | 79.68% | 13.51% | +66.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 71.01% | 22.99% | +48.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.37% | 22.38% | +34.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.30% | 22.35% | +34.95% |