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AVPEX vs. VGPMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AVPEX vs. VGPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) and Vanguard Global Capital Cycles Fund (VGPMX). The values are adjusted to include any dividend payments, if applicable.

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AVPEX vs. VGPMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
-17.85%1.46%18.06%28.80%-28.96%24.03%9.25%43.19%-12.61%24.96%
VGPMX
Vanguard Global Capital Cycles Fund
4.53%65.96%5.78%10.06%7.34%19.50%17.21%20.67%-32.26%13.75%

Returns By Period

In the year-to-date period, AVPEX achieves a -17.85% return, which is significantly lower than VGPMX's 4.53% return. Over the past 10 years, AVPEX has underperformed VGPMX with an annualized return of 7.48%, while VGPMX has yielded a comparatively higher 12.39% annualized return.


AVPEX

1D
0.59%
1M
-8.54%
YTD
-17.85%
6M
-18.80%
1Y
-13.46%
3Y*
6.74%
5Y*
1.56%
10Y*
7.48%

VGPMX

1D
-0.02%
1M
-10.69%
YTD
4.53%
6M
17.55%
1Y
57.21%
3Y*
24.25%
5Y*
19.13%
10Y*
12.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AVPEX vs. VGPMX - Expense Ratio Comparison

AVPEX has a 1.45% expense ratio, which is higher than VGPMX's 0.36% expense ratio.


Return for Risk

AVPEX vs. VGPMX — Risk / Return Rank

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

AVPEX
AVPEX Risk / Return Rank: 11
Overall Rank
AVPEX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
AVPEX Sortino Ratio Rank: 11
Sortino Ratio Rank
AVPEX Omega Ratio Rank: 11
Omega Ratio Rank
AVPEX Calmar Ratio Rank: 11
Calmar Ratio Rank
AVPEX Martin Ratio Rank: 00
Martin Ratio Rank

VGPMX
VGPMX Risk / Return Rank: 9797
Overall Rank
VGPMX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9696
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9797
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9797
Martin Ratio Rank
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.

AVPEX vs. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) 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.


AVPEXVGPMXDifference

Sharpe ratio

Return per unit of total volatility

-0.68

2.94

-3.62

Sortino ratio

Return per unit of downside risk

-0.82

3.51

-4.34

Omega ratio

Gain probability vs. loss probability

0.89

1.56

-0.67

Calmar ratio

Return relative to maximum drawdown

-0.68

4.24

-4.92

Martin ratio

Return relative to average drawdown

-2.02

17.59

-19.62

AVPEX vs. VGPMX - Sharpe Ratio Comparison

The current AVPEX Sharpe Ratio is -0.68, which is lower than the VGPMX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of AVPEX and VGPMX, 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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Sharpe Ratios by Period


AVPEXVGPMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

2.94

-3.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

1.12

-1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.57

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.25

+0.13

Correlation

The correlation between AVPEX and VGPMX is 0.56, 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

AVPEX vs. VGPMX - Dividend Comparison

AVPEX's dividend yield for the trailing twelve months is around 10.35%, more than VGPMX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
AVPEX
ALPS/Red Rocks Global Opportunity Portfolio
10.35%8.50%8.83%0.00%31.03%4.24%13.52%3.02%6.79%2.33%0.75%0.11%
VGPMX
Vanguard Global Capital Cycles Fund
3.73%2.59%2.68%3.22%3.27%3.26%2.03%2.39%3.02%0.02%1.72%2.32%

Drawdowns

AVPEX vs. VGPMX - Drawdown Comparison

The maximum AVPEX drawdown since its inception was -46.42%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for AVPEX and VGPMX.


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Drawdown Indicators


AVPEXVGPMXDifference

Max Drawdown

Largest peak-to-trough decline

-46.42%

-78.85%

+32.43%

Max Drawdown (1Y)

Largest decline over 1 year

-22.41%

-12.80%

-9.61%

Max Drawdown (5Y)

Largest decline over 5 years

-37.50%

-22.71%

-14.79%

Max Drawdown (10Y)

Largest decline over 10 years

-46.42%

-54.59%

+8.17%

Current Drawdown

Current decline from peak

-21.95%

-10.73%

-11.22%

Average Drawdown

Average peak-to-trough decline

-8.52%

-34.69%

+26.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.54%

3.09%

+4.45%

Volatility

AVPEX vs. VGPMX - Volatility Comparison

The current volatility for ALPS/Red Rocks Global Opportunity Portfolio (AVPEX) is 5.97%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 7.56%. This indicates that AVPEX experiences smaller price fluctuations and is considered to be less risky than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVPEXVGPMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.97%

7.56%

-1.59%

Volatility (6M)

Calculated over the trailing 6-month period

13.47%

13.14%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.62%

19.28%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.62%

17.15%

+1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.93%

21.65%

-2.72%