ENTIX vs. VGPMX

Last updated Jun 24, 2026

ENTIX (ERShares Global Entrepreneurs™) and VGPMX (Vanguard Global Capital Cycles Fund) are both Global Equities funds. Over the past 10 years, ENTIX returned 10.19%/yr vs 10.59%/yr for VGPMX. A 0.53 correlation means they provide meaningful diversification when combined. ENTIX charges 1.29%/yr vs 0.36%/yr for VGPMX.

Performance

ENTIX vs. VGPMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ERShares Global Entrepreneurs™ (ENTIX) and Vanguard Global Capital Cycles Fund (VGPMX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ENTIX achieves a -7.58% return, which is significantly lower than VGPMX's 14.50% return. Both investments have delivered pretty close results over the past 10 years, with ENTIX having a 10.19% annualized return and VGPMX not far ahead at 10.59%.

ENTIX

• 1D: -1.03%
• 1M: -2.66%
• YTD: -7.58%
• 6M: -9.41%
• 1Y: 1.09%
• 3Y*: 17.75%
• 5Y*: 2.49%
• 10Y*: 10.19%

VGPMX

• 1D: -0.56%
• 1M: -1.37%
• YTD: 14.50%
• 6M: 15.06%
• 1Y: 54.65%
• 3Y*: 29.12%
• 5Y*: 20.35%
• 10Y*: 10.59%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ENTIX vs. VGPMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENTIX ERShares Global Entrepreneurs™	-7.58%	22.05%	33.84%	23.82%	-31.67%	-8.38%	38.75%	27.65%	-11.04%	30.17%
VGPMX Vanguard Global Capital Cycles Fund	14.50%	65.96%	5.78%	10.06%	7.34%	19.50%	17.21%	20.67%	-32.26%	13.75%

Correlation

The correlation between ENTIX and VGPMX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (10Y) Calculated over the trailing 10-year period	0.55
Correlation (All Time) Calculated using the full available price history since Nov 11, 2010	0.53

The correlation between ENTIX and VGPMX shifts across timeframes, from 0.51 (1 year) to 0.62 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ENTIX vs. VGPMX — Risk / Return Rank

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

ENTIX

ENTIX Risk / Return Rank: 3
ENTIX Sharpe Ratio Rank: 3
ENTIX Sortino Ratio Rank: 4
ENTIX Omega Ratio Rank: 3
ENTIX Calmar Ratio Rank: 3
ENTIX Martin Ratio Rank: 3

VGPMX

VGPMX Risk / Return Rank: 90
VGPMX Sharpe Ratio Rank: 96
VGPMX Sortino Ratio Rank: 87
VGPMX Omega Ratio Rank: 86
VGPMX Calmar Ratio Rank: 90
VGPMX Martin Ratio Rank: 92

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.

ENTIX vs. VGPMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ERShares Global Entrepreneurs™ (ENTIX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ENTIX	VGPMX	Difference
Sharpe ratio: Return per unit of total volatility	0.10	3.15	-3.05
Sortino ratio: Return per unit of downside risk	0.27	3.83	-3.56
Omega ratio: Gain probability vs. loss probability	1.03	1.54	-0.51
Calmar ratio: Return relative to maximum drawdown	0.08	4.36	-4.28
Martin ratio: Return relative to average drawdown	0.19	17.29	-17.10

ENTIX vs. VGPMX - Sharpe Ratio Comparison

The current ENTIX Sharpe Ratio is 0.10, which is lower than the VGPMX Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of ENTIX and VGPMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ENTIX vs. VGPMX - Drawdown Comparison

The maximum ENTIX drawdown since its inception was -54.84%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for ENTIX and VGPMX.

Drawdown Indicators

	ENTIX	VGPMX	Difference
Max Drawdown Largest peak-to-trough decline	-54.84%	-78.85%	+24.01%
Max Drawdown (1Y) Largest decline over 1 year	-25.35%	-12.80%	-12.55%
Max Drawdown (3Y) Largest decline over 3 years	-25.35%	-14.63%	-10.72%
Max Drawdown (5Y) Largest decline over 5 years	-44.84%	-22.71%	-22.13%
Max Drawdown (10Y) Largest decline over 10 years	-54.84%	-54.59%	-0.25%
Current Drawdown Current decline from peak	-14.89%	-5.49%	-9.40%
Average Drawdown Average peak-to-trough decline	-13.74%	-34.51%	+20.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.32%	3.22%	+8.10%

Volatility

ENTIX vs. VGPMX - Volatility Comparison

ERShares Global Entrepreneurs™ (ENTIX) and Vanguard Global Capital Cycles Fund (VGPMX) have volatilities of 6.76% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ENTIX	VGPMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.76%	6.91%	-0.15%
Volatility (6M) Calculated over the trailing 6-month period	15.97%	15.08%	+0.89%
Volatility (1Y) Calculated over the trailing 1-year period	20.58%	17.74%	+2.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.81%	17.50%	+4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.00%	20.89%	+0.11%

ENTIX vs. VGPMX - Expense Ratio Comparison

ENTIX has a 1.29% expense ratio, which is higher than VGPMX's 0.36% expense ratio.

Dividends

ENTIX vs. VGPMX - Dividend Comparison

ENTIX's dividend yield for the trailing twelve months is around 0.05%, less than VGPMX's 3.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ENTIX ERShares Global Entrepreneurs™	0.05%	0.04%	0.61%	0.07%	0.00%	29.89%	10.55%	3.00%	2.92%	8.18%	0.00%	0.37%
VGPMX Vanguard Global Capital Cycles Fund	3.41%	2.59%	2.68%	3.22%	3.27%	3.26%	2.03%	2.39%	3.02%	0.02%	1.72%	2.32%

Frequently Asked Questions

Can I hold both ENTIX and VGPMX in my portfolio?

ENTIX and VGPMX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENTIX or VGPMX?

VGPMX has higher volatility (6.91%) compared to ENTIX (6.76%). In terms of maximum drawdown, ENTIX dropped -54.84% vs VGPMX's -78.85%.

Which has better risk-adjusted returns?

VGPMX currently has the higher Sharpe Ratio (3.15 vs 0.10), 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.