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GXPC vs. VOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXPC vs. VOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X PureCap MSCI Communication Services ETF (GXPC) and Vanguard Communication Services ETF (VOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GXPC achieves a -0.80% return, which is significantly higher than VOX's -5.35% return.


GXPC

1D
-0.03%
1M
-8.61%
YTD
-0.80%
6M
-0.82%
1Y
3Y*
5Y*
10Y*

VOX

1D
0.26%
1M
-6.50%
YTD
-5.35%
6M
-5.46%
1Y
12.86%
3Y*
21.81%
5Y*
6.02%
10Y*
8.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXPC vs. VOX - Yearly Performance Comparison


Correlation

The correlation between GXPC and VOX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.91

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Return for Risk

GXPC vs. VOX — Risk / Return Rank

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

GXPC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VOX
VOX Risk / Return Rank: 2424
Overall Rank
VOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VOX Omega Ratio Rank: 2323
Omega Ratio Rank
VOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VOX Martin Ratio Rank: 2626
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.

GXPC vs. VOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X PureCap MSCI Communication Services ETF (GXPC) and Vanguard Communication Services ETF (VOX). 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.


GXPCVOXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

3.37

GXPC vs. VOX - Sharpe Ratio Comparison


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Drawdowns

GXPC vs. VOX - Drawdown Comparison

The maximum GXPC drawdown since its inception was -16.59%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for GXPC and VOX.


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Drawdown Indicators


GXPCVOXDifference

Max Drawdown

Largest peak-to-trough decline

-16.59%

-57.18%

+40.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-11.25%

-8.53%

-2.72%

Average Drawdown

Average peak-to-trough decline

-3.32%

-11.90%

+8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

Volatility

GXPC vs. VOX - Volatility Comparison


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Volatility by Period


GXPCVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

15.80%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

21.24%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.44%

20.93%

-0.49%

GXPC vs. VOX - Expense Ratio Comparison

GXPC has a 0.15% expense ratio, which is higher than VOX's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

GXPC vs. VOX - Dividend Comparison

GXPC's dividend yield for the trailing twelve months is around 0.12%, less than VOX's 1.04% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPC
Global X PureCap MSCI Communication Services ETF
0.12%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.04%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Frequently Asked Questions


With a correlation of 0.91, GXPC and VOX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VOX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOX is cheaper with a 0.09% expense ratio, compared with 0.15% for GXPC.

VOX has the higher dividend yield at 1.04%, compared with 0.12% for GXPC.

GXPC tracks MSCI USA Communication Services PureCap Index, while VOX tracks MSCI US Investable Market Communication Services 25/50 Index. They also come from different issuers: Global X and Vanguard. Their fees differ too: 0.15% for GXPC and 0.09% for VOX.

Portfolio Optimizer

Find the right allocation for GXPC and VOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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