MXI vs. VGPMX
Compare and contrast key facts about iShares Global Materials ETF (MXI) and Vanguard Global Capital Cycles Fund (VGPMX).
MXI is a passively managed fund by iShares that tracks the performance of the S&P Global Materials Index. It was launched on Sep 21, 2006. VGPMX is managed by Vanguard. It was launched on May 23, 1984.
Performance
MXI vs. VGPMX - Performance Comparison
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MXI vs. VGPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXI iShares Global Materials ETF | 9.91% | 27.43% | -8.25% | 14.37% | -9.09% | 15.06% | 22.31% | 22.19% | -16.06% | 30.33% |
VGPMX Vanguard Global Capital Cycles Fund | 4.53% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
Returns By Period
In the year-to-date period, MXI achieves a 9.91% return, which is significantly higher than VGPMX's 4.53% return. Over the past 10 years, MXI has underperformed VGPMX with an annualized return of 11.40%, while VGPMX has yielded a comparatively higher 12.39% annualized return.
MXI
- 1D
- 3.26%
- 1M
- -8.85%
- YTD
- 9.91%
- 6M
- 15.72%
- 1Y
- 33.16%
- 3Y*
- 11.38%
- 5Y*
- 7.39%
- 10Y*
- 11.40%
VGPMX
- 1D
- -0.02%
- 1M
- -10.69%
- YTD
- 4.53%
- 6M
- 17.55%
- 1Y
- 57.21%
- 3Y*
- 24.25%
- 5Y*
- 19.13%
- 10Y*
- 12.39%
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MXI vs. VGPMX - Expense Ratio Comparison
MXI has a 0.46% expense ratio, which is higher than VGPMX's 0.36% expense ratio.
Return for Risk
MXI vs. VGPMX — Risk / Return Rank
MXI
VGPMX
MXI vs. VGPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Materials ETF (MXI) and Vanguard Global Capital Cycles Fund (VGPMX). 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.
| MXI | VGPMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 2.94 | -1.38 |
Sortino ratioReturn per unit of downside risk | 2.10 | 3.51 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.56 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 4.24 | -2.21 |
Martin ratioReturn relative to average drawdown | 8.74 | 17.59 | -8.86 |
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
| MXI | VGPMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 2.94 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 1.12 | -0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.57 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.25 | 0.00 |
Correlation
The correlation between MXI and VGPMX is 0.80, 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
MXI vs. VGPMX - Dividend Comparison
MXI's dividend yield for the trailing twelve months is around 2.02%, less than VGPMX's 3.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXI iShares Global Materials ETF | 2.02% | 2.22% | 3.24% | 2.92% | 4.84% | 3.51% | 1.21% | 3.64% | 2.77% | 1.76% | 1.31% | 3.64% |
VGPMX Vanguard Global Capital Cycles Fund | 3.73% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
Drawdowns
MXI vs. VGPMX - Drawdown Comparison
The maximum MXI drawdown since its inception was -68.44%, smaller than the maximum VGPMX drawdown of -78.85%. Use the drawdown chart below to compare losses from any high point for MXI and VGPMX.
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Drawdown Indicators
| MXI | VGPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.44% | -78.85% | +10.41% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -12.80% | -3.38% |
Max Drawdown (5Y)Largest decline over 5 years | -28.76% | -22.71% | -6.05% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -54.59% | +15.07% |
Current DrawdownCurrent decline from peak | -8.85% | -10.73% | +1.88% |
Average DrawdownAverage peak-to-trough decline | -18.19% | -34.69% | +16.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 3.09% | +0.67% |
Volatility
MXI vs. VGPMX - Volatility Comparison
iShares Global Materials ETF (MXI) has a higher volatility of 9.12% compared to Vanguard Global Capital Cycles Fund (VGPMX) at 7.56%. This indicates that MXI's price experiences larger fluctuations and is considered to be riskier than VGPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXI | VGPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.12% | 7.56% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.13% | 13.14% | +1.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 19.28% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.43% | 17.15% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.37% | 21.65% | -1.28% |