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VAGVX vs. DDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VAGVX vs. DDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Global Value Fund (VAGVX) and 3D Systems Corporation (DDD). The values are adjusted to include any dividend payments, if applicable.

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VAGVX vs. DDD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAGVX
Vanguard Advice Select Global Value Fund
-2.19%24.78%8.69%12.39%-5.95%-0.55%
DDD
3D Systems Corporation
5.65%-46.04%-48.35%-14.19%-65.65%-25.75%

Returns By Period

In the year-to-date period, VAGVX achieves a -2.19% return, which is significantly lower than DDD's 5.65% return.


VAGVX

1D
2.50%
1M
-6.55%
YTD
-2.19%
6M
3.70%
1Y
19.53%
3Y*
12.80%
5Y*
10Y*

DDD

1D
-0.53%
1M
-8.33%
YTD
5.65%
6M
-34.84%
1Y
-9.66%
3Y*
-44.13%
5Y*
-41.39%
10Y*
-18.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VAGVX vs. DDD — Risk / Return Rank

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

VAGVX
VAGVX Risk / Return Rank: 6363
Overall Rank
VAGVX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VAGVX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VAGVX Omega Ratio Rank: 5959
Omega Ratio Rank
VAGVX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VAGVX Martin Ratio Rank: 6969
Martin Ratio Rank

DDD
DDD Risk / Return Rank: 3838
Overall Rank
DDD Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DDD Sortino Ratio Rank: 4444
Sortino Ratio Rank
DDD Omega Ratio Rank: 4242
Omega Ratio Rank
DDD Calmar Ratio Rank: 3434
Calmar Ratio Rank
DDD Martin Ratio Rank: 3535
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.

VAGVX vs. DDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) and 3D Systems Corporation (DDD). 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.


VAGVXDDDDifference

Sharpe ratio

Return per unit of total volatility

1.16

-0.10

+1.26

Sortino ratio

Return per unit of downside risk

1.67

0.60

+1.07

Omega ratio

Gain probability vs. loss probability

1.24

1.07

+0.17

Calmar ratio

Return relative to maximum drawdown

1.51

-0.22

+1.73

Martin ratio

Return relative to average drawdown

6.76

-0.35

+7.12

VAGVX vs. DDD - Sharpe Ratio Comparison

The current VAGVX Sharpe Ratio is 1.16, which is higher than the DDD Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of VAGVX and DDD, 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


VAGVXDDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

-0.10

+1.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.03

+0.54

Correlation

The correlation between VAGVX and DDD is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VAGVX vs. DDD - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 7.73%, while DDD has not paid dividends to shareholders.


TTM20252024202320222021
VAGVX
Vanguard Advice Select Global Value Fund
7.73%7.56%7.49%1.41%0.65%0.13%
DDD
3D Systems Corporation
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VAGVX vs. DDD - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum DDD drawdown of -98.58%. Use the drawdown chart below to compare losses from any high point for VAGVX and DDD.


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Drawdown Indicators


VAGVXDDDDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-98.58%

+78.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.89%

-53.17%

+40.28%

Max Drawdown (5Y)

Largest decline over 5 years

-96.58%

Max Drawdown (10Y)

Largest decline over 10 years

-97.52%

Current Drawdown

Current decline from peak

-7.46%

-98.06%

+90.60%

Average Drawdown

Average peak-to-trough decline

-4.20%

-58.27%

+54.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

33.39%

-30.52%

Volatility

VAGVX vs. DDD - Volatility Comparison

The current volatility for Vanguard Advice Select Global Value Fund (VAGVX) is 5.57%, while 3D Systems Corporation (DDD) has a volatility of 30.44%. This indicates that VAGVX experiences smaller price fluctuations and is considered to be less risky than DDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VAGVXDDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.57%

30.44%

-24.87%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

65.17%

-55.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.08%

98.25%

-81.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

81.43%

-65.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.60%

82.25%

-66.65%