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

Correlation

The correlation between VEXMX and AGIO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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.

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Key characteristics

Sharpe Ratio

VEXMX:

0.40

AGIO:

-0.26

Sortino Ratio

VEXMX:

0.68

AGIO:

-0.08

Omega Ratio

VEXMX:

1.09

AGIO:

0.99

Calmar Ratio

VEXMX:

0.33

AGIO:

-0.21

Martin Ratio

VEXMX:

1.01

AGIO:

-0.51

Ulcer Index

VEXMX:

8.71%

AGIO:

33.63%

Daily Std Dev

VEXMX:

24.68%

AGIO:

56.36%

Max Drawdown

VEXMX:

-58.17%

AGIO:

-87.36%

Current Drawdown

VEXMX:

-10.90%

AGIO:

-76.23%

Returns By Period

In the year-to-date period, VEXMX achieves a -3.15% return, which is significantly lower than AGIO's -2.34% return. Over the past 10 years, VEXMX has outperformed AGIO with an annualized return of 8.35%, while AGIO has yielded a comparatively lower -12.62% annualized return.


VEXMX

YTD

-3.15%

1M

6.60%

6M

-9.99%

1Y

9.40%

3Y*

9.50%

5Y*

11.20%

10Y*

8.35%

AGIO

YTD

-2.34%

1M

3.72%

6M

-45.97%

1Y

-11.70%

3Y*

18.12%

5Y*

-9.11%

10Y*

-12.62%

*Annualized

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Agios Pharmaceuticals, Inc.

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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 3030
Overall Rank
The Sharpe Ratio Rank of VEXMX is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXMX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VEXMX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VEXMX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VEXMX is 2828
Martin Ratio Rank

AGIO
The Risk-Adjusted Performance Rank of AGIO is 3636
Overall Rank
The Sharpe Ratio Rank of AGIO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of AGIO is 3333
Sortino Ratio Rank
The Omega Ratio Rank of AGIO is 3333
Omega Ratio Rank
The Calmar Ratio Rank of AGIO is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AGIO is 4040
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.


The current VEXMX Sharpe Ratio is 0.40, which is higher than the AGIO Sharpe Ratio of -0.26. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VEXMX vs. AGIO - Dividend Comparison

VEXMX's dividend yield for the trailing twelve months is around 1.08%, while AGIO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
VEXMX
Vanguard Extended Market Index Fund
1.08%0.97%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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VEXMX vs. AGIO - Volatility Comparison

The current volatility for Vanguard Extended Market Index Fund (VEXMX) is 6.18%, while Agios Pharmaceuticals, Inc. (AGIO) has a volatility of 12.50%. 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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