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AGNG vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AGNG and VIG is 0.63, 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.


Performance

AGNG vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Aging Population ETF (AGNG) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGNG:

0.33

VIG:

0.54

Sortino Ratio

AGNG:

0.57

VIG:

0.95

Omega Ratio

AGNG:

1.08

VIG:

1.14

Calmar Ratio

AGNG:

0.36

VIG:

0.64

Martin Ratio

AGNG:

1.11

VIG:

2.62

Ulcer Index

AGNG:

4.66%

VIG:

3.62%

Daily Std Dev

AGNG:

14.98%

VIG:

15.77%

Max Drawdown

AGNG:

-30.58%

VIG:

-46.81%

Current Drawdown

AGNG:

-7.00%

VIG:

-5.88%

Returns By Period

In the year-to-date period, AGNG achieves a 1.69% return, which is significantly higher than VIG's -1.37% return.


AGNG

YTD

1.69%

1M

6.63%

6M

-4.17%

1Y

4.86%

5Y*

6.37%

10Y*

N/A

VIG

YTD

-1.37%

1M

5.87%

6M

-4.46%

1Y

8.09%

5Y*

13.23%

10Y*

11.20%

*Annualized

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AGNG vs. VIG - Expense Ratio Comparison

AGNG has a 0.50% expense ratio, which is higher than VIG's 0.06% expense ratio.


Risk-Adjusted Performance

AGNG vs. VIG — Risk-Adjusted Performance Rank

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

AGNG
The Risk-Adjusted Performance Rank of AGNG is 4444
Overall Rank
The Sharpe Ratio Rank of AGNG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of AGNG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AGNG is 4141
Omega Ratio Rank
The Calmar Ratio Rank of AGNG is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AGNG is 4444
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 6767
Overall Rank
The Sharpe Ratio Rank of VIG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7171
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.

AGNG vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Aging Population ETF (AGNG) and Vanguard Dividend Appreciation ETF (VIG). 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 AGNG Sharpe Ratio is 0.33, which is lower than the VIG Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AGNG and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AGNG vs. VIG - Dividend Comparison

AGNG's dividend yield for the trailing twelve months is around 0.81%, less than VIG's 1.85% yield.


TTM20242023202220212020201920182017201620152014
AGNG
Global X Aging Population ETF
0.81%0.83%0.96%0.49%0.72%0.36%0.84%1.00%1.03%1.05%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

AGNG vs. VIG - Drawdown Comparison

The maximum AGNG drawdown since its inception was -30.58%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for AGNG and VIG. For additional features, visit the drawdowns tool.


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Volatility

AGNG vs. VIG - Volatility Comparison

Global X Aging Population ETF (AGNG) has a higher volatility of 6.25% compared to Vanguard Dividend Appreciation ETF (VIG) at 5.63%. This indicates that AGNG's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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