NGVC vs. VHGEX
NGVC (Natural Grocers by Vitamin Cottage, Inc.) is a stock, while VHGEX (Vanguard Global Equity Fund) is Global Equities fund actively managed by Vanguard. Over the past 10 years, NGVC returned 14.05%/yr vs 11.61%/yr for VHGEX. Their 0.24 correlation means their historical movements had little consistent relationship.
Performance
NGVC vs. VHGEX - Performance Comparison
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Returns By Period
In the year-to-date period, NGVC achieves a 34.06% return, which is significantly higher than VHGEX's 7.52% return. Over the past 10 years, NGVC has outperformed VHGEX with an annualized return of 14.05%, while VHGEX has yielded a comparatively lower 11.61% annualized return.
NGVC
- 1D
- 3.62%
- 1M
- 1.90%
- 6M
- 19.77%
- YTD
- 34.06%
- 1Y
- -11.49%
- 3Y*
- 41.97%
- 5Y*
- 28.63%
- 10Y*
- 14.05%
- ALL TIME*
- 7.08%
VHGEX
- 1D
- 0.59%
- 1M
- 0.64%
- 6M
- 5.40%
- YTD
- 7.52%
- 1Y
- 17.83%
- 3Y*
- 14.98%
- 5Y*
- 7.24%
- 10Y*
- 11.61%
- ALL TIME*
- 9.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.33M | $3.28M | $3.91M | |
| $0.00 | $0.00 | $0.00 |
NGVC vs. VHGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 34.06% | -36.07% | 152.51% | 91.83% | -34.02% | 6.24% | 62.34% | -35.12% | 71.67% | -24.89% |
VHGEX Vanguard Global Equity Fund | 7.52% | 21.22% | 13.41% | 23.52% | -22.72% | 13.06% | 22.38% | 28.73% | -9.15% | 27.80% |
Correlation
The correlation between NGVC and VHGEX is -0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.00 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.25 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2012 | 0.24 |
The correlation between NGVC and VHGEX shifts across timeframes, from -0.00 (1 year) to 0.25 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
NGVC vs. VHGEX — Risk / Return Rank
NGVC
VHGEX
NGVC vs. VHGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Grocers by Vitamin Cottage, Inc. (NGVC) and Vanguard Global Equity Fund (VHGEX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NGVC | VHGEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.65 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.35 | -1.62 |
| Martin ratioReturn relative to average drawdown | -0.42 | 5.05 | -5.47 |
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Drawdowns
NGVC vs. VHGEX - Drawdown Comparison
The maximum NGVC drawdown since its inception was -89.04%, which is greater than VHGEX's maximum drawdown of -64.81%. Use the drawdown chart below to compare losses from any high point for NGVC and VHGEX.
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Drawdown Indicators
| NGVC | VHGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.04% | -64.81% | -24.23% |
Max Drawdown (1Y)Largest decline over 1 year | -41.80% | -11.92% | -29.88% |
Max Drawdown (3Y)Largest decline over 3 years | -59.87% | -19.21% | -40.66% |
Max Drawdown (5Y)Largest decline over 5 years | -63.34% | -33.02% | -30.32% |
Max Drawdown (10Y)Largest decline over 10 years | -73.77% | -33.23% | -40.54% |
Current DrawdownCurrent decline from peak | -43.17% | -0.65% | -42.52% |
Average DrawdownAverage peak-to-trough decline | -52.49% | -9.91% | -42.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.38% | 3.17% | +24.21% |
Volatility
NGVC vs. VHGEX - Volatility Comparison
Natural Grocers by Vitamin Cottage, Inc. (NGVC) has a higher volatility of 12.37% compared to Vanguard Global Equity Fund (VHGEX) at 3.89%. This indicates that NGVC's price experiences larger fluctuations and is considered to be riskier than VHGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGVC | VHGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 3.89% | +8.48% |
Volatility (6M)Calculated over the trailing 6-month period | 26.10% | 12.32% | +13.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.96% | 15.49% | +24.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.23% | 18.43% | +29.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.71% | 17.99% | +37.72% |
Dividends
NGVC vs. VHGEX - Dividend Comparison
NGVC's dividend yield for the trailing twelve months is around 1.72%, less than VHGEX's 11.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 1.72% | 2.04% | 1.06% | 8.75% | 4.38% | 2.18% | 16.59% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
VHGEX Vanguard Global Equity Fund | 11.51% | 12.38% | 4.24% | 1.15% | 11.32% | 10.90% | 2.88% | 6.20% | 8.45% | 1.29% | 1.51% | 1.71% |
Frequently Asked Questions
NGVC and VHGEX have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGVC has higher volatility (12.37%) compared to VHGEX (3.89%). In terms of maximum drawdown, NGVC dropped -89.04% vs VHGEX's -64.81%.
VHGEX currently has the higher Sharpe Ratio (1.04 vs -0.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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