FMSGX vs. VGPMX
Compare and contrast key facts about Frontier MFG Global Sustainable Fund (FMSGX) and Vanguard Global Capital Cycles Fund (VGPMX).
FMSGX is managed by Frontier Funds. It was launched on Oct 8, 2019. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
FMSGX vs. VGPMX - Performance Comparison
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FMSGX vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
FMSGX Frontier MFG Global Sustainable Fund | -8.10% | 23.05% | 20.91% | 31.65% | -22.11% | 15.83% | 7.74% | 8.17% |
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 8.68% |
Returns By Period
In the year-to-date period, FMSGX achieves a -8.10% return, which is significantly lower than VGPMX's 7.85% return.
FMSGX
- 1D
- 2.37%
- 1M
- -7.14%
- YTD
- -8.10%
- 6M
- -6.16%
- 1Y
- 8.60%
- 3Y*
- 17.24%
- 5Y*
- 9.44%
- 10Y*
- —
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
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FMSGX vs. VGPMX - Expense Ratio Comparison
FMSGX has a 0.80% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
FMSGX vs. VGPMX — Risk / Return Rank
FMSGX
VGPMX
FMSGX vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Frontier MFG Global Sustainable Fund (FMSGX) 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.
| FMSGX | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 3.21 | -2.54 |
Sortino ratioReturn per unit of downside risk | 1.04 | 3.80 | -2.75 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.61 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | 0.74 | 4.79 | -4.05 |
Martin ratioReturn relative to average drawdown | 3.07 | 19.71 | -16.65 |
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
| FMSGX | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 3.21 | -2.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 1.14 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.25 | +0.38 |
Correlation
The correlation between FMSGX and VGPMX is 0.64, 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
FMSGX vs. VGPMX - Dividend Comparison
FMSGX's dividend yield for the trailing twelve months is around 9.63%, more than VGPMX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMSGX Frontier MFG Global Sustainable Fund | 9.63% | 8.85% | 9.34% | 0.91% | 0.62% | 3.33% | 0.23% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
FMSGX vs. VGPMX - Drawdown Comparison
The maximum FMSGX drawdown since its inception was -28.73%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for FMSGX and VGPMX.
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Drawdown Indicators
| FMSGX | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.73% | -78.85% | +50.12% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -12.80% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -27.74% | -22.71% | -5.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.59% | — |
Current DrawdownCurrent decline from peak | -9.91% | -7.89% | -2.02% |
Average DrawdownAverage peak-to-trough decline | -5.92% | -34.68% | +28.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.11% | -0.07% |
Volatility
FMSGX vs. VGPMX - Volatility Comparison
The current volatility for Frontier MFG Global Sustainable Fund (FMSGX) is 4.93%, while Vanguard Global Capital Cycles Fund (VGPMX) has a volatility of 8.37%. This indicates that FMSGX 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
| FMSGX | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 8.37% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.54% | 13.47% | -4.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 19.47% | -5.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.21% | 17.21% | -3.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.50% | 21.67% | -5.17% |