MGLBX vs. VFTAX
Compare and contrast key facts about Marsico Global Fund (MGLBX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX).
MGLBX is managed by Marsico Investment Fund. It was launched on Jun 28, 2007. VFTAX is managed by Vanguard. It was launched on Feb 7, 2019.
Performance
MGLBX vs. VFTAX - Performance Comparison
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MGLBX vs. VFTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MGLBX Marsico Global Fund | -3.97% | 27.15% | 40.57% | 35.38% | -34.54% | 10.96% | 81.92% | 16.12% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | -7.52% | 17.25% | 25.97% | 31.78% | -24.22% | 27.70% | 22.63% | 23.59% |
Returns By Period
In the year-to-date period, MGLBX achieves a -3.97% return, which is significantly higher than VFTAX's -7.52% return.
MGLBX
- 1D
- 4.43%
- 1M
- -9.71%
- YTD
- -3.97%
- 6M
- -5.64%
- 1Y
- 23.40%
- 3Y*
- 27.17%
- 5Y*
- 10.38%
- 10Y*
- 17.68%
VFTAX
- 1D
- 3.30%
- 1M
- -5.55%
- YTD
- -7.52%
- 6M
- -5.72%
- 1Y
- 15.05%
- 3Y*
- 17.90%
- 5Y*
- 10.43%
- 10Y*
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MGLBX vs. VFTAX - Expense Ratio Comparison
MGLBX has a 1.45% expense ratio, which is higher than VFTAX's 0.14% expense ratio.
Return for Risk
MGLBX vs. VFTAX — Risk / Return Rank
MGLBX
VFTAX
MGLBX vs. VFTAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Marsico Global Fund (MGLBX) and Vanguard FTSE Social Index Fund Admiral Shares (VFTAX). 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.
| MGLBX | VFTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.80 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.67 | 1.28 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.19 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.32 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.65 | 5.15 | +1.49 |
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
| MGLBX | VFTAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.80 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.70 | -0.17 |
Correlation
The correlation between MGLBX and VFTAX is 0.89, 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
MGLBX vs. VFTAX - Dividend Comparison
MGLBX's dividend yield for the trailing twelve months is around 12.63%, more than VFTAX's 0.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGLBX Marsico Global Fund | 12.63% | 12.13% | 3.42% | 1.98% | 4.37% | 17.97% | 24.53% | 0.00% | 1.16% | 9.25% | 0.00% | 11.04% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.96% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGLBX vs. VFTAX - Drawdown Comparison
The maximum MGLBX drawdown since its inception was -59.60%, which is greater than VFTAX's maximum drawdown of -34.20%. Use the drawdown chart below to compare losses from any high point for MGLBX and VFTAX.
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Drawdown Indicators
| MGLBX | VFTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.60% | -34.20% | -25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -12.15% | -2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -43.08% | -29.12% | -13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -43.08% | — | — |
Current DrawdownCurrent decline from peak | -11.15% | -8.93% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -11.65% | -6.39% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.63% | 3.12% | +0.51% |
Volatility
MGLBX vs. VFTAX - Volatility Comparison
Marsico Global Fund (MGLBX) has a higher volatility of 9.30% compared to Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) at 5.93%. This indicates that MGLBX's price experiences larger fluctuations and is considered to be riskier than VFTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGLBX | VFTAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.30% | 5.93% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 10.54% | +4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.44% | 19.55% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.69% | 18.35% | +3.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 20.92% | +1.95% |