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FCX vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FCX vs. VIG

Last updated Jun 13, 2026

FCX (Freeport-McMoRan Inc.) is a stock, while VIG (Vanguard Dividend Appreciation ETF) is Dividend fund tracking the S&P U.S. Dividend Growers Index. Over the past 10 years, FCX returned 22.12%/yr vs 13.24%/yr for VIG. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

FCX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freeport-McMoRan Inc. (FCX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCX achieves a 35.32% return, which is significantly higher than VIG's 7.68% return. Over the past 10 years, FCX has outperformed VIG with an annualized return of 22.12%, while VIG has yielded a comparatively lower 13.24% annualized return.

FCX

1D
3.12%
1M
1.86%
YTD
35.32%
6M
45.06%
1Y
68.06%
3Y*
21.38%
5Y*
12.26%
10Y*
22.12%

VIG

1D
0.53%
1M
3.08%
YTD
7.68%
6M
6.99%
1Y
18.23%
3Y*
15.98%
5Y*
10.74%
10Y*
13.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCX vs. VIG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FCX
Freeport-McMoRan Inc.		35.32%35.41%-9.41%13.69%-7.91%61.41%99.06%29.59%-45.11%43.75%
VIG
Vanguard Dividend Appreciation ETF		7.68%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Correlation

The correlation between FCX and VIG 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

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2006

0.50

The correlation between FCX and VIG has been stable across timeframes, ranging from 0.45 to 0.51 - a consistent structural relationship.

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Freeport-McMoRan Inc.

Vanguard Dividend Appreciation ETF

Often compared with FCX:
FCX vs. SCCOFCX vs. BHPFCX vs. TECK-B.TOFCX vs. MPFCX vs. CCJFCX vs. HBMFCX vs. CSX
Often compared with VIG:
VIG vs. SCHDVIG vs. VYMVIG vs. VOOVIG vs. DGROVIG vs. VDIGXVIG vs. VTIVIG vs. VTV

Return for Risk

FCX vs. VIG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FCX
FCX Risk / Return Rank: 7979
Overall Rank
FCX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
FCX Sortino Ratio Rank: 7373
Sortino Ratio Rank
FCX Omega Ratio Rank: 7676
Omega Ratio Rank
FCX Calmar Ratio Rank: 8282
Calmar Ratio Rank
FCX Martin Ratio Rank: 8282
Martin Ratio Rank
VIG
VIG Risk / Return Rank: 6060
Overall Rank
VIG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
VIG Omega Ratio Rank: 6161
Omega Ratio Rank
VIG Calmar Ratio Rank: 5353
Calmar Ratio Rank
VIG Martin Ratio Rank: 6060
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.

FCX vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freeport-McMoRan Inc. (FCX) 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.

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.

FCXVIGDifference
Sharpe ratioReturn per unit of total volatility
1.40
1.80

-0.40

Sortino ratioReturn per unit of downside risk
1.79
2.61

-0.83

Omega ratioGain probability vs. loss probability

1.25

1.32

-0.06

Calmar ratioReturn relative to maximum drawdown

2.75

2.32

+0.43

Martin ratioReturn relative to average drawdown

6.85

9.34

-2.49

FCX vs. VIG - Sharpe Ratio Comparison

The current FCX Sharpe Ratio is 1.40, which is comparable to the VIG Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of FCX and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FCX vs. VIG - Drawdown Comparison

The maximum FCX drawdown since its inception was -92.52%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FCX and VIG.

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Drawdown Indicators

FCXVIGDifference

Max Drawdown

Largest peak-to-trough decline

-92.52%

-46.81%

-45.71%

Max Drawdown (1Y)

Largest decline over 1 year

-24.90%

-7.91%

-16.99%

Max Drawdown (3Y)

Largest decline over 3 years

-46.34%

-14.95%

-31.39%

Max Drawdown (5Y)

Largest decline over 5 years

-51.47%

-20.39%

-31.08%

Max Drawdown (10Y)

Largest decline over 10 years

-72.59%

-31.72%

-40.87%

Current Drawdown

Current decline from peak

-4.62%

-0.33%

-4.29%

Average Drawdown

Average peak-to-trough decline

-39.62%

-5.51%

-34.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.97%

1.96%

+8.01%

Volatility

FCX vs. VIG - Volatility Comparison

Freeport-McMoRan Inc. (FCX) has a higher volatility of 17.98% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.93%. This indicates that FCX'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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Volatility by Period

FCXVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.98%

2.93%

+15.05%

Volatility (6M)

Calculated over the trailing 6-month period

37.53%

7.78%

+29.75%

Volatility (1Y)

Calculated over the trailing 1-year period

48.88%

10.19%

+38.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.14%

14.25%

+30.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.65%

16.06%

+32.59%

Dividends

FCX vs. VIG - Dividend Comparison

FCX's dividend yield for the trailing twelve months is around 0.88%, less than VIG's 1.47% yield.

PositionTTM20252024202320222021202020192018201720162015
FCX
Freeport-McMoRan Inc.		0.88%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
VIG
Vanguard Dividend Appreciation ETF		1.47%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions

FCX and VIG 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.

FCX has higher volatility (17.98%) compared to VIG (2.93%). In terms of maximum drawdown, FCX dropped -92.52% vs VIG's -46.81%.

VIG currently has the higher Sharpe Ratio (1.80 vs 1.40), 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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