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IE00BFPM9N11.EUFUND vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

IE00BFPM9N11.EUFUND vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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IE00BFPM9N11.EUFUND vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IE00BFPM9N11.EUFUND
Vanguard Global Stock Index Fund Institutional Plus EUR Acc
-1.72%6.73%26.59%19.63%-12.79%31.07%6.32%30.03%-4.16%7.47%
^GSPC
S&P 500 Index
-2.47%2.58%31.45%20.51%-14.45%36.38%6.68%31.79%-1.84%4.74%
Different Trading Currencies

IE00BFPM9N11.EUFUND is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IE00BFPM9N11.EUFUND achieves a -1.72% return, which is significantly higher than ^GSPC's -2.47% return. Both investments have delivered pretty close results over the past 10 years, with IE00BFPM9N11.EUFUND having a 11.66% annualized return and ^GSPC not far ahead at 12.07%.


IE00BFPM9N11.EUFUND

1D
1.78%
1M
-4.58%
YTD
-1.72%
6M
0.95%
1Y
10.88%
3Y*
14.47%
5Y*
10.49%
10Y*
11.66%

^GSPC

1D
0.61%
1M
-3.45%
YTD
-2.47%
6M
-0.63%
1Y
8.91%
3Y*
14.47%
5Y*
10.74%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IE00BFPM9N11.EUFUND vs. ^GSPC — Risk / Return Rank

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

IE00BFPM9N11.EUFUND
IE00BFPM9N11.EUFUND Risk / Return Rank: 5555
Overall Rank
IE00BFPM9N11.EUFUND Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IE00BFPM9N11.EUFUND Sortino Ratio Rank: 2525
Sortino Ratio Rank
IE00BFPM9N11.EUFUND Omega Ratio Rank: 3131
Omega Ratio Rank
IE00BFPM9N11.EUFUND Calmar Ratio Rank: 9696
Calmar Ratio Rank
IE00BFPM9N11.EUFUND Martin Ratio Rank: 9696
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6767
Overall Rank
^GSPC Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 6464
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6969
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 6060
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7777
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.

IE00BFPM9N11.EUFUND vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and S&P 500 Index (^GSPC). 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.


IE00BFPM9N11.EUFUND^GSPCDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.43

+0.30

Sortino ratio

Return per unit of downside risk

1.05

0.73

+0.31

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.05

Calmar ratio

Return relative to maximum drawdown

3.81

0.66

+3.15

Martin ratio

Return relative to average drawdown

15.02

2.77

+12.26

IE00BFPM9N11.EUFUND vs. ^GSPC - Sharpe Ratio Comparison

The current IE00BFPM9N11.EUFUND Sharpe Ratio is 0.74, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of IE00BFPM9N11.EUFUND and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IE00BFPM9N11.EUFUND^GSPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.43

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.64

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.65

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.45

+0.30

Correlation

The correlation between IE00BFPM9N11.EUFUND and ^GSPC is 0.90, 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.


Drawdowns

IE00BFPM9N11.EUFUND vs. ^GSPC - Drawdown Comparison

The maximum IE00BFPM9N11.EUFUND drawdown since its inception was -33.75%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for IE00BFPM9N11.EUFUND and ^GSPC.


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Drawdown Indicators


IE00BFPM9N11.EUFUND^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

-56.78%

+23.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.14%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.29%

-25.43%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

-33.92%

+0.17%

Current Drawdown

Current decline from peak

-4.81%

-5.78%

+0.97%

Average Drawdown

Average peak-to-trough decline

-4.40%

-10.75%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.67%

2.60%

-0.93%

Volatility

IE00BFPM9N11.EUFUND vs. ^GSPC - Volatility Comparison

The current volatility for Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) is 3.92%, while S&P 500 Index (^GSPC) has a volatility of 4.42%. This indicates that IE00BFPM9N11.EUFUND experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IE00BFPM9N11.EUFUND^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

4.42%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

8.19%

9.93%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

15.20%

20.69%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

16.81%

-2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

18.63%

-3.48%