IE00BFPM9N11.EUFUND vs. ^GSPC
Compare and contrast key facts about Vanguard Global Stock Index Fund Institutional Plus EUR Acc (IE00BFPM9N11.EUFUND) and S&P 500 Index (^GSPC).
IE00BFPM9N11.EUFUND is managed by Vanguard. It was launched on Dec 10, 2002.
Performance
IE00BFPM9N11.EUFUND vs. ^GSPC - Performance Comparison
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IE00BFPM9N11.EUFUND vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
IE00BFPM9N11.EUFUND vs. ^GSPC — Risk / Return Rank
IE00BFPM9N11.EUFUND
^GSPC
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 | ^GSPC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.43 | +0.30 |
Sortino ratioReturn per unit of downside risk | 1.05 | 0.73 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 3.81 | 0.66 | +3.15 |
Martin ratioReturn relative to average drawdown | 15.02 | 2.77 | +12.26 |
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
| IE00BFPM9N11.EUFUND | ^GSPC | Difference | |
|---|---|---|---|
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 | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.81% | -5.78% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -4.40% | -10.75% | +6.35% |
Ulcer IndexDepth 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 | ^GSPC | Difference | |
|---|---|---|---|
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% |