NQCFX vs. VTMGX
Compare and contrast key facts about Northquest Capital Fund (NQCFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
NQCFX is managed by Northquest Capital Fund Inc. It was launched on Jan 15, 2002. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
NQCFX vs. VTMGX - Performance Comparison
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NQCFX vs. VTMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NQCFX Northquest Capital Fund | -1.16% | 10.85% | 7.08% | 27.28% | -26.10% | 32.62% | 19.65% | 35.76% | -2.05% | 14.23% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, NQCFX achieves a -1.16% return, which is significantly lower than VTMGX's 2.46% return. Both investments have delivered pretty close results over the past 10 years, with NQCFX having a 9.49% annualized return and VTMGX not far behind at 9.31%.
NQCFX
- 1D
- 3.86%
- 1M
- -5.93%
- YTD
- -1.16%
- 6M
- -3.19%
- 1Y
- 10.72%
- 3Y*
- 11.32%
- 5Y*
- 7.15%
- 10Y*
- 9.49%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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NQCFX vs. VTMGX - Expense Ratio Comparison
NQCFX has a 1.47% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
NQCFX vs. VTMGX — Risk / Return Rank
NQCFX
VTMGX
NQCFX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northquest Capital Fund (NQCFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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.
| NQCFX | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.79 | -1.24 |
Sortino ratioReturn per unit of downside risk | 0.91 | 2.35 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 2.44 | -1.47 |
Martin ratioReturn relative to average drawdown | 3.44 | 9.56 | -6.12 |
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
| NQCFX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.79 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.00 | 0.55 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.57 | -0.56 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.29 | -0.28 |
Correlation
The correlation between NQCFX and VTMGX is 0.71, 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
NQCFX vs. VTMGX - Dividend Comparison
NQCFX's dividend yield for the trailing twelve months is around 1.55%, less than VTMGX's 2.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NQCFX Northquest Capital Fund | 1.55% | 1.53% | 0.00% | 0.97% | 1.13% | 6.41% | 11.55% | 3.07% | 6.04% | 0.00% | 0.00% | 3.42% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
NQCFX vs. VTMGX - Drawdown Comparison
The maximum NQCFX drawdown since its inception was -97.46%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for NQCFX and VTMGX.
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Drawdown Indicators
| NQCFX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.46% | -60.58% | -36.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -11.67% | -0.86% |
Max Drawdown (5Y)Largest decline over 5 years | -97.46% | -29.71% | -67.75% |
Max Drawdown (10Y)Largest decline over 10 years | -97.46% | -35.68% | -61.78% |
Current DrawdownCurrent decline from peak | -96.81% | -9.01% | -87.80% |
Average DrawdownAverage peak-to-trough decline | -13.77% | -14.74% | +0.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.97% | +0.55% |
Volatility
NQCFX vs. VTMGX - Volatility Comparison
Northquest Capital Fund (NQCFX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) have volatilities of 7.59% and 7.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NQCFX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.59% | 7.83% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 11.28% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 16.68% | +3.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1,578.46% | 15.65% | +1,562.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1,116.21% | 16.45% | +1,099.76% |