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IXP vs. VUG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IXP vs. VUG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Comm Services ETF (IXP) and Vanguard Growth ETF (VUG). The values are adjusted to include any dividend payments, if applicable.

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IXP vs. VUG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXP
iShares Global Comm Services ETF
-4.77%29.27%31.33%38.80%-33.40%12.77%22.16%25.23%-13.67%6.65%
VUG
Vanguard Growth ETF
-9.39%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, IXP achieves a -4.77% return, which is significantly higher than VUG's -9.39% return. Over the past 10 years, IXP has underperformed VUG with an annualized return of 8.85%, while VUG has yielded a comparatively higher 16.16% annualized return.


IXP

1D
0.50%
1M
-4.84%
YTD
-4.77%
6M
-3.63%
1Y
21.80%
3Y*
24.02%
5Y*
8.83%
10Y*
8.85%

VUG

1D
1.09%
1M
-4.37%
YTD
-9.39%
6M
-8.17%
1Y
18.52%
3Y*
21.59%
5Y*
11.67%
10Y*
16.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IXP vs. VUG - Expense Ratio Comparison

IXP has a 0.43% expense ratio, which is higher than VUG's 0.03% expense ratio.


Return for Risk

IXP vs. VUG — Risk / Return Rank

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

IXP
IXP Risk / Return Rank: 6767
Overall Rank
IXP Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IXP Sortino Ratio Rank: 7373
Sortino Ratio Rank
IXP Omega Ratio Rank: 6464
Omega Ratio Rank
IXP Calmar Ratio Rank: 6969
Calmar Ratio Rank
IXP Martin Ratio Rank: 6363
Martin Ratio Rank

VUG
VUG Risk / Return Rank: 4444
Overall Rank
VUG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
VUG Sortino Ratio Rank: 4646
Sortino Ratio Rank
VUG Omega Ratio Rank: 4646
Omega Ratio Rank
VUG Calmar Ratio Rank: 4444
Calmar Ratio Rank
VUG Martin Ratio Rank: 4343
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.

IXP vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Comm Services ETF (IXP) 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.


IXPVUGDifference

Sharpe ratio

Return per unit of total volatility

1.20

0.82

+0.38

Sortino ratio

Return per unit of downside risk

1.90

1.32

+0.58

Omega ratio

Gain probability vs. loss probability

1.25

1.19

+0.06

Calmar ratio

Return relative to maximum drawdown

1.85

1.19

+0.66

Martin ratio

Return relative to average drawdown

6.69

4.15

+2.54

IXP vs. VUG - Sharpe Ratio Comparison

The current IXP Sharpe Ratio is 1.20, which is higher than the VUG Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of IXP and VUG, 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


IXPVUGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

0.82

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.53

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.76

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.57

-0.24

Correlation

The correlation between IXP and VUG is 0.76, 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.


Dividends

IXP vs. VUG - Dividend Comparison

IXP's dividend yield for the trailing twelve months is around 3.13%, more than VUG's 0.45% yield.


TTM20252024202320222021202020192018201720162015
IXP
iShares Global Comm Services ETF
3.13%2.98%1.35%1.24%0.62%1.80%0.95%2.18%4.32%3.41%4.02%3.89%
VUG
Vanguard Growth ETF
0.45%0.41%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%

Drawdowns

IXP vs. VUG - Drawdown Comparison

The maximum IXP drawdown since its inception was -50.11%, roughly equal to the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for IXP and VUG.


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Drawdown Indicators


IXPVUGDifference

Max Drawdown

Largest peak-to-trough decline

-50.11%

-50.68%

+0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.26%

-16.53%

+4.27%

Max Drawdown (5Y)

Largest decline over 5 years

-44.30%

-35.61%

-8.69%

Max Drawdown (10Y)

Largest decline over 10 years

-44.30%

-35.61%

-8.69%

Current Drawdown

Current decline from peak

-8.75%

-12.25%

+3.50%

Average Drawdown

Average peak-to-trough decline

-11.98%

-7.13%

-4.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

4.72%

-1.33%

Volatility

IXP vs. VUG - Volatility Comparison

The current volatility for iShares Global Comm Services ETF (IXP) is 5.86%, while Vanguard Growth ETF (VUG) has a volatility of 7.12%. This indicates that IXP experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IXPVUGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

7.12%

-1.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.16%

12.70%

-1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.32%

22.70%

-4.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

22.22%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

21.38%

-2.88%