DGNX vs. VTI
DGNX (Diginex Ltd) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past year, DGNX returned -97.73% vs 28.79% for VTI. At a 0.14 correlation, their price movements are largely independent.
Performance
DGNX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, DGNX achieves a -96.88% return, which is significantly lower than VTI's 11.72% return.
DGNX
- 1D
- -5.45%
- 1M
- -42.54%
- YTD
- -96.88%
- 6M
- -98.58%
- 1Y
- -97.73%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- 0.47%
- 1M
- 4.59%
- YTD
- 11.72%
- 6M
- 11.43%
- 1Y
- 28.79%
- 3Y*
- 22.37%
- 5Y*
- 12.80%
- 10Y*
- 15.04%
DGNX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DGNX Diginex Ltd | -96.88% | 344.80% |
VTI Vanguard Total Stock Market ETF | 11.72% | 12.90% |
Correlation
The correlation between DGNX and VTI is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2025 | 0.14 |
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Return for Risk
DGNX vs. VTI — Risk / Return Rank
DGNX
VTI
DGNX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Diginex Ltd (DGNX) and Vanguard Total Stock Market ETF (VTI). 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.
| DGNX | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.98 | ||
| Sortino ratioReturn per unit of downside risk | -5.35 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.43 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 3.24 | -4.22 |
| Martin ratioReturn relative to average drawdown | -1.39 | 14.94 | -16.33 |
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
| DGNX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | 2.38 | -2.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.28 | 0.51 | -0.79 |
Drawdowns
DGNX vs. VTI - Drawdown Comparison
The maximum DGNX drawdown since its inception was -99.63%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for DGNX and VTI.
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Drawdown Indicators
| DGNX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.63% | -55.45% | -44.18% |
Max Drawdown (1Y)Largest decline over 1 year | -99.63% | -8.92% | -90.71% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -99.59% | -0.26% | -99.33% |
Average DrawdownAverage peak-to-trough decline | -59.47% | -8.03% | -51.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 70.32% | 1.93% | +68.39% |
Volatility
DGNX vs. VTI - Volatility Comparison
Diginex Ltd (DGNX) has a higher volatility of 44.17% compared to Vanguard Total Stock Market ETF (VTI) at 2.90%. This indicates that DGNX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGNX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.17% | 2.90% | +41.27% |
Volatility (6M)Calculated over the trailing 6-month period | 106.17% | 9.13% | +97.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 163.31% | 12.17% | +151.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 276.44% | 17.40% | +259.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 276.44% | 18.30% | +258.14% |
Dividends
DGNX vs. VTI - Dividend Comparison
DGNX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.01%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGNX Diginex Ltd | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
DGNX and VTI have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DGNX has higher volatility (44.17%) compared to VTI (2.90%). In terms of maximum drawdown, DGNX dropped -99.63% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.38 vs -0.60), 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.
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