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FMX vs. VUG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

FMX vs. VUG

Last updated May 12, 2025

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 U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: FMX or VUG.

Correlation

The correlation between FMX and VUG is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

FMX vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fomento Económico Mexicano, S.A.B. de C.V. (FMX) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

FMX:

28.93%

VUG:

11.63%

Max Drawdown

FMX:

-2.15%

VUG:

-0.90%

Current Drawdown

FMX:

-1.86%

VUG:

-0.06%

Returns By Period

FMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VUG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

FMX vs. VUG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FMX
The Risk-Adjusted Performance Rank of FMX is 3131
Overall Rank
The Sharpe Ratio Rank of FMX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of FMX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of FMX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of FMX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of FMX is 3939
Martin Ratio Rank
VUG
The Risk-Adjusted Performance Rank of VUG is 6464
Overall Rank
The Sharpe Ratio Rank of VUG is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VUG is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VUG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VUG is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VUG is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FMX vs. VUG - Risk-Adjusted Performance 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.

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Dividends

FMX vs. VUG - Dividend Comparison

FMX's dividend yield for the trailing twelve months is around 4.63%, more than VUG's 0.50% yield.

TTM20242023202220212020201920182017201620152014
FMX
Fomento Económico Mexicano, S.A.B. de C.V.		4.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF		0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FMX vs. VUG - Drawdown Comparison

The maximum FMX drawdown since its inception was -2.15%, which is greater than VUG's maximum drawdown of -0.90%. Use the drawdown chart below to compare losses from any high point for FMX and VUG. For additional features, visit the drawdowns tool.

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Volatility

FMX vs. VUG - Volatility Comparison

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