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VHCAX vs. VAGVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VHCAX and VAGVX is 0.86, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VHCAX vs. VAGVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) and Vanguard Advice Select Global Value Fund (VAGVX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2025FebruaryMarchApril
-10.63%
7.75%
VHCAX
VAGVX

Key characteristics

Sharpe Ratio

VHCAX:

0.15

VAGVX:

0.07

Sortino Ratio

VHCAX:

0.36

VAGVX:

0.21

Omega Ratio

VHCAX:

1.05

VAGVX:

1.03

Calmar Ratio

VHCAX:

0.15

VAGVX:

0.06

Martin Ratio

VHCAX:

0.57

VAGVX:

0.22

Ulcer Index

VHCAX:

5.58%

VAGVX:

5.48%

Daily Std Dev

VHCAX:

21.42%

VAGVX:

18.04%

Max Drawdown

VHCAX:

-61.09%

VAGVX:

-20.54%

Current Drawdown

VHCAX:

-11.32%

VAGVX:

-10.20%

Returns By Period

In the year-to-date period, VHCAX achieves a -5.40% return, which is significantly lower than VAGVX's -0.50% return.


VHCAX

YTD

-5.40%

1M

-4.07%

6M

-5.73%

1Y

2.62%

5Y*

7.73%

10Y*

4.99%

VAGVX

YTD

-0.50%

1M

-4.11%

6M

-7.81%

1Y

0.67%

5Y*

N/A

10Y*

N/A

*Annualized

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VHCAX vs. VAGVX - Expense Ratio Comparison

VHCAX has a 0.36% expense ratio, which is lower than VAGVX's 0.40% expense ratio.


Expense ratio chart for VAGVX: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VAGVX: 0.40%
Expense ratio chart for VHCAX: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHCAX: 0.36%

Risk-Adjusted Performance

VHCAX vs. VAGVX — Risk-Adjusted Performance Rank

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

VHCAX
The Risk-Adjusted Performance Rank of VHCAX is 3434
Overall Rank
The Sharpe Ratio Rank of VHCAX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VHCAX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VHCAX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VHCAX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of VHCAX is 3434
Martin Ratio Rank

VAGVX
The Risk-Adjusted Performance Rank of VAGVX is 2727
Overall Rank
The Sharpe Ratio Rank of VAGVX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VAGVX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of VAGVX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VAGVX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VAGVX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VHCAX vs. VAGVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) and Vanguard Advice Select Global Value Fund (VAGVX). 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.


The chart of Sharpe ratio for VHCAX, currently valued at 0.15, compared to the broader market-1.000.001.002.003.00
VHCAX: 0.15
VAGVX: 0.07
The chart of Sortino ratio for VHCAX, currently valued at 0.36, compared to the broader market-2.000.002.004.006.008.0010.00
VHCAX: 0.36
VAGVX: 0.21
The chart of Omega ratio for VHCAX, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.00
VHCAX: 1.05
VAGVX: 1.03
The chart of Calmar ratio for VHCAX, currently valued at 0.15, compared to the broader market0.002.004.006.008.0010.00
VHCAX: 0.15
VAGVX: 0.06
The chart of Martin ratio for VHCAX, currently valued at 0.57, compared to the broader market0.0010.0020.0030.0040.0050.00
VHCAX: 0.57
VAGVX: 0.22

The current VHCAX Sharpe Ratio is 0.15, which is higher than the VAGVX Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of VHCAX and VAGVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.15
0.07
VHCAX
VAGVX

Dividends

VHCAX vs. VAGVX - Dividend Comparison

VHCAX's dividend yield for the trailing twelve months is around 0.82%, less than VAGVX's 1.91% yield.


TTM20242023202220212020201920182017201620152014
VHCAX
Vanguard Capital Opportunity Fund Admiral Shares
0.82%0.77%0.76%0.88%0.45%0.52%0.81%0.94%0.67%0.77%0.67%0.67%
VAGVX
Vanguard Advice Select Global Value Fund
1.91%1.90%1.41%0.60%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VHCAX vs. VAGVX - Drawdown Comparison

The maximum VHCAX drawdown since its inception was -61.09%, which is greater than VAGVX's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for VHCAX and VAGVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.32%
-10.20%
VHCAX
VAGVX

Volatility

VHCAX vs. VAGVX - Volatility Comparison

Vanguard Capital Opportunity Fund Admiral Shares (VHCAX) has a higher volatility of 15.22% compared to Vanguard Advice Select Global Value Fund (VAGVX) at 12.02%. This indicates that VHCAX's price experiences larger fluctuations and is considered to be riskier than VAGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.22%
12.02%
VHCAX
VAGVX