FMX vs. VUG
Compare and contrast key facts about Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Vanguard Growth ETF (VUG).
VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Growth Index. It was launched on Nov 13, 2000.
Performance
FMX vs. VUG - Performance Comparison
Loading graphics...
FMX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMX Fomento Económico Mexicano, S.A.B. de C.V. | 13.71% | 29.05% | -32.57% | 70.14% | 2.91% | 4.05% | -17.78% | 11.64% | -6.85% | 25.12% |
VUG Vanguard Growth ETF | -10.37% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Returns By Period
In the year-to-date period, FMX achieves a 13.71% return, which is significantly higher than VUG's -10.37% return. Over the past 10 years, FMX has underperformed VUG with an annualized return of 4.35%, while VUG has yielded a comparatively higher 16.03% annualized return.
FMX
- 1D
- 2.73%
- 1M
- -1.12%
- YTD
- 13.71%
- 6M
- 19.08%
- 1Y
- 27.16%
- 3Y*
- 11.37%
- 5Y*
- 12.18%
- 10Y*
- 4.35%
VUG
- 1D
- 4.00%
- 1M
- -5.12%
- YTD
- -10.37%
- 6M
- -8.73%
- 1Y
- 18.30%
- 3Y*
- 21.15%
- 5Y*
- 11.43%
- 10Y*
- 16.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
FMX vs. VUG — Risk / Return Rank
FMX
VUG
FMX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Vanguard Growth ETF (VUG). 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.
| FMX | VUG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.81 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.31 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.18 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.15 | 1.11 | +0.03 |
Martin ratioReturn relative to average drawdown | 2.88 | 3.96 | -1.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMX | VUG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.81 | +0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.52 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.75 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.57 | -0.25 |
Correlation
The correlation between FMX and VUG is 0.45, 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
FMX vs. VUG - Dividend Comparison
FMX's dividend yield for the trailing twelve months is around 9.98%, more than VUG's 0.46% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMX Fomento Económico Mexicano, S.A.B. de C.V. | 9.98% | 8.42% | 3.64% | 1.60% | 2.17% | 1.47% | 1.88% | 1.62% | 1.73% | 1.43% | 1.77% | 1.49% |
VUG Vanguard Growth ETF | 0.46% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Drawdowns
FMX vs. VUG - Drawdown Comparison
The maximum FMX drawdown since its inception was -61.02%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for FMX and VUG.
Loading graphics...
Drawdown Indicators
| FMX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.02% | -50.68% | -10.34% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -16.53% | -4.32% |
Max Drawdown (5Y)Largest decline over 5 years | -41.26% | -35.61% | -5.65% |
Max Drawdown (10Y)Largest decline over 10 years | -45.45% | -35.61% | -9.84% |
Current DrawdownCurrent decline from peak | -9.28% | -13.20% | +3.92% |
Average DrawdownAverage peak-to-trough decline | -18.85% | -7.13% | -11.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.29% | 4.66% | +3.63% |
Volatility
FMX vs. VUG - Volatility Comparison
Fomento Económico Mexicano, S.A.B. de C.V. (FMX) has a higher volatility of 8.64% compared to Vanguard Growth ETF (VUG) at 7.00%. This indicates that FMX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FMX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 7.00% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 12.65% | +4.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.15% | 22.68% | +3.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.30% | 22.23% | +3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.86% | 21.38% | +5.48% |