VEXMX vs. AGIO
VEXMX (Vanguard Extended Market Index Fund) is Mid Cap Growth Equities fund managed by Vanguard, while AGIO (Agios Pharmaceuticals, Inc.) is a stock. Over the past 10 years, VEXMX returned 11.46%/yr vs -3.95%/yr for AGIO. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
VEXMX vs. AGIO - Performance Comparison
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Returns By Period
In the year-to-date period, VEXMX achieves a 13.88% return, which is significantly higher than AGIO's 10.29% return. Over the past 10 years, VEXMX has outperformed AGIO with an annualized return of 11.46%, while AGIO has yielded a comparatively lower -3.95% annualized return.
VEXMX
- 1D
- 1.41%
- 1M
- -2.64%
- 6M
- 11.23%
- YTD
- 13.88%
- 1Y
- 23.60%
- 3Y*
- 15.61%
- 5Y*
- 5.93%
- 10Y*
- 11.46%
- ALL TIME*
- 10.81%
AGIO
- 1D
- -8.34%
- 1M
- -20.12%
- 6M
- 9.40%
- YTD
- 10.29%
- 1Y
- -14.23%
- 3Y*
- 3.87%
- 5Y*
- -8.99%
- 10Y*
- -3.95%
- ALL TIME*
- 0.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $51.87M | $46.01M | $36.85M | |
| $0.00 | $0.00 | $0.00 |
VEXMX vs. AGIO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 13.88% | 10.93% | 15.05% | 26.79% | -26.56% | 12.31% | 32.43% | 27.87% | -9.48% | 17.94% |
AGIO Agios Pharmaceuticals, Inc. | 10.29% | -17.16% | 47.55% | -20.69% | -14.57% | -24.14% | -9.26% | 3.56% | -19.35% | 37.00% |
Correlation
The correlation between VEXMX and AGIO is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.46 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2013 | 0.45 |
Over the past year, the correlation between VEXMX and AGIO has dropped to 0.24 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
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Return for Risk
VEXMX vs. AGIO — Risk / Return Rank
VEXMX
AGIO
VEXMX vs. AGIO - Risk-Adjusted Trends 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.
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.
| VEXMX | AGIO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.40 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.05 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | -0.38 | +2.38 |
| Martin ratioReturn relative to average drawdown | 6.79 | -0.66 | +7.45 |
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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.
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Drawdown Indicators
| VEXMX | AGIO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -87.36% | +29.19% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -50.89% | +40.62% |
Max Drawdown (3Y)Largest decline over 3 years | -27.09% | -63.76% | +36.67% |
Max Drawdown (5Y)Largest decline over 5 years | -36.38% | -65.73% | +29.35% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -82.86% | +41.23% |
Current DrawdownCurrent decline from peak | -3.76% | -77.76% | +74.00% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -59.00% | +47.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 29.43% | -26.41% |
Volatility
VEXMX vs. AGIO - Volatility Comparison
The current volatility for Vanguard Extended Market Index Fund (VEXMX) is 3.90%, while Agios Pharmaceuticals, Inc. (AGIO) has a volatility of 22.65%. 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.
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Volatility by Period
| VEXMX | AGIO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 22.65% | -18.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 45.99% | -32.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.80% | 77.63% | -59.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.41% | 59.62% | -37.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.37% | 56.97% | -34.60% |
Dividends
VEXMX vs. AGIO - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 0.90%, while AGIO has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VEXMX Vanguard Extended Market Index Fund | 0.90% | 0.74% | 0.74% | 1.14% | 1.00% | 0.99% | 1.19% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% |
Frequently Asked Questions
VEXMX and AGIO have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGIO has higher volatility (22.65%) compared to VEXMX (3.90%). In terms of maximum drawdown, VEXMX dropped -58.17% vs AGIO's -87.36%.
VEXMX currently has the higher Sharpe Ratio (1.15 vs -0.25), 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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