VEXMX vs. AGIO
Compare and contrast key facts about Vanguard Extended Market Index Fund (VEXMX) and Agios Pharmaceuticals, Inc. (AGIO).
VEXMX is managed by Vanguard. It was launched on Dec 21, 1987.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXMX or AGIO.
Key characteristics
| VEXMX | AGIO | |
|---|---|---|
| YTD Return | 19.87% | 148.77% |
| 1Y Return | 35.23% | 146.55% |
| 3Y Return (Ann) | 0.72% | 10.96% |
| 5Y Return (Ann) | 11.22% | 9.22% |
| 10Y Return (Ann) | 9.86% | -4.18% |
| Sharpe Ratio | 1.99 | 2.76 |
| Sortino Ratio | 2.76 | 4.14 |
| Omega Ratio | 1.34 | 1.45 |
| Calmar Ratio | 1.38 | 1.76 |
| Martin Ratio | 11.23 | 16.16 |
| Ulcer Index | 3.18% | 9.18% |
| Daily Std Dev | 17.90% | 53.79% |
| Max Drawdown | -58.17% | -87.36% |
| Current Drawdown | -2.85% | -58.97% |
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.
Performance
VEXMX vs. AGIO - Performance Comparison
In the year-to-date period, VEXMX achieves a 19.87% return, which is significantly lower than AGIO's 148.77% return. Over the past 10 years, VEXMX has outperformed AGIO with an annualized return of 9.86%, while AGIO has yielded a comparatively lower -4.18% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
VEXMX vs. AGIO - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 1.00%, while AGIO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 1.00% | 1.15% | 1.00% | 0.99% | 0.97% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% | 1.17% | 0.96% |
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.
Volatility
VEXMX vs. AGIO - Volatility Comparison
The current volatility for Vanguard Extended Market Index Fund (VEXMX) is 6.13%, while Agios Pharmaceuticals, Inc. (AGIO) has a volatility of 16.82%. 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.