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VEXMX vs. AGIO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEXMX and AGIO is 0.46, 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.


-0.50.00.51.00.5

Performance

VEXMX vs. AGIO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund (VEXMX) and Agios Pharmaceuticals, Inc. (AGIO). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
15.04%
-17.75%
VEXMX
AGIO

Key characteristics

Sharpe Ratio

VEXMX:

1.23

AGIO:

0.85

Sortino Ratio

VEXMX:

1.76

AGIO:

1.62

Omega Ratio

VEXMX:

1.22

AGIO:

1.21

Calmar Ratio

VEXMX:

1.17

AGIO:

0.61

Martin Ratio

VEXMX:

6.39

AGIO:

3.54

Ulcer Index

VEXMX:

3.47%

AGIO:

14.64%

Daily Std Dev

VEXMX:

18.02%

AGIO:

61.12%

Max Drawdown

VEXMX:

-58.17%

AGIO:

-87.36%

Current Drawdown

VEXMX:

-7.04%

AGIO:

-73.99%

Returns By Period

In the year-to-date period, VEXMX achieves a 1.31% return, which is significantly lower than AGIO's 6.88% return. Over the past 10 years, VEXMX has outperformed AGIO with an annualized return of 9.56%, while AGIO has yielded a comparatively lower -12.17% annualized return.


VEXMX

YTD

1.31%

1M

-6.64%

6M

15.04%

1Y

19.89%

5Y*

9.83%

10Y*

9.56%

AGIO

YTD

6.88%

1M

-43.02%

6M

-17.75%

1Y

43.64%

5Y*

-6.30%

10Y*

-12.17%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VEXMX vs. AGIO — Risk-Adjusted Performance Rank

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

VEXMX
The Risk-Adjusted Performance Rank of VEXMX is 7272
Overall Rank
The Sharpe Ratio Rank of VEXMX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXMX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VEXMX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEXMX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VEXMX is 7474
Martin Ratio Rank

AGIO
The Risk-Adjusted Performance Rank of AGIO is 7474
Overall Rank
The Sharpe Ratio Rank of AGIO is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of AGIO is 7575
Sortino Ratio Rank
The Omega Ratio Rank of AGIO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AGIO is 7272
Calmar Ratio Rank
The Martin Ratio Rank of AGIO is 7676
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.

VEXMX vs. AGIO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Agios Pharmaceuticals, Inc. (AGIO). 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.


Sharpe ratio
The chart of Sharpe ratio for VEXMX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.001.230.85
The chart of Sortino ratio for VEXMX, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.001.761.62
The chart of Omega ratio for VEXMX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.21
The chart of Calmar ratio for VEXMX, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.001.170.61
The chart of Martin ratio for VEXMX, currently valued at 6.39, compared to the broader market0.0010.0020.0030.0040.0050.006.393.54
VEXMX
AGIO

The current VEXMX Sharpe Ratio is 1.23, which is higher than the AGIO Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of VEXMX and AGIO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.23
0.85
VEXMX
AGIO

Dividends

VEXMX vs. AGIO - Dividend Comparison

VEXMX's dividend yield for the trailing twelve months is around 0.69%, while AGIO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VEXMX
Vanguard Extended Market Index Fund
0.69%0.70%1.15%1.00%0.99%0.97%1.18%1.52%1.12%1.31%1.20%1.17%
AGIO
Agios Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VEXMX vs. AGIO - Drawdown Comparison

The maximum VEXMX drawdown since its inception was -58.17%, smaller than the maximum AGIO drawdown of -87.36%. Use the drawdown chart below to compare losses from any high point for VEXMX and AGIO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.04%
-73.99%
VEXMX
AGIO

Volatility

VEXMX vs. AGIO - Volatility Comparison

The current volatility for Vanguard Extended Market Index Fund (VEXMX) is 6.08%, while Agios Pharmaceuticals, Inc. (AGIO) has a volatility of 31.92%. This indicates that VEXMX experiences smaller price fluctuations and is considered to be less risky than AGIO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
6.08%
31.92%
VEXMX
AGIO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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