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VGCAX vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGCAX vs. NFLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and Netflix, Inc. (NFLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGCAX achieves a 1.10% return, which is significantly higher than NFLX's -14.31% return.


VGCAX

1D
0.52%
1M
0.68%
YTD
1.10%
6M
1.56%
1Y
5.50%
3Y*
6.27%
5Y*
1.34%
10Y*

NFLX

1D
-1.14%
1M
-7.59%
YTD
-14.31%
6M
-15.60%
1Y
-33.72%
3Y*
22.62%
5Y*
10.45%
10Y*
23.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGCAX vs. NFLX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
1.10%7.30%3.99%9.22%-13.43%-0.64%10.81%13.05%0.96%
NFLX
Netflix, Inc.
-14.31%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%-6.65%

Correlation

The correlation between VGCAX and NFLX is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 15, 2018

0.10

The correlation between VGCAX and NFLX shifts across timeframes, from -0.05 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

VGCAX vs. NFLX — Risk / Return Rank

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

VGCAX
VGCAX Risk / Return Rank: 4545
Overall Rank
VGCAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VGCAX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VGCAX Omega Ratio Rank: 4848
Omega Ratio Rank
VGCAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VGCAX Martin Ratio Rank: 3434
Martin Ratio Rank

NFLX
NFLX Risk / Return Rank: 88
Overall Rank
NFLX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 77
Sortino Ratio Rank
NFLX Omega Ratio Rank: 77
Omega Ratio Rank
NFLX Calmar Ratio Rank: 1313
Calmar Ratio Rank
NFLX Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGCAX vs. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and Netflix, Inc. (NFLX). 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.


VGCAXNFLXDifference
Sharpe ratioReturn per unit of total volatility

+2.68

Sortino ratioReturn per unit of downside risk

+3.89

Omega ratioGain probability vs. loss probability

1.30

0.81

+0.48

Calmar ratioReturn relative to maximum drawdown

1.89

-0.78

+2.67

Martin ratioReturn relative to average drawdown

6.28

-1.35

+7.63

VGCAX vs. NFLX - Sharpe Ratio Comparison

The current VGCAX Sharpe Ratio is 1.65, which is higher than the NFLX Sharpe Ratio of -1.03. The chart below compares the historical Sharpe Ratios of VGCAX and NFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGCAX vs. NFLX - Drawdown Comparison

The maximum VGCAX drawdown since its inception was -18.63%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for VGCAX and NFLX.


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Drawdown Indicators


VGCAXNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-18.63%

-81.99%

+63.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-43.35%

+40.45%

Max Drawdown (3Y)

Largest decline over 3 years

-4.00%

-43.35%

+39.35%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-75.95%

+57.32%

Max Drawdown (10Y)

Largest decline over 10 years

-75.95%

Current Drawdown

Current decline from peak

-0.64%

-40.01%

+39.37%

Average Drawdown

Average peak-to-trough decline

-4.33%

-24.91%

+20.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

25.19%

-24.32%

Volatility

VGCAX vs. NFLX - Volatility Comparison

The current volatility for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) is 1.23%, while Netflix, Inc. (NFLX) has a volatility of 5.85%. This indicates that VGCAX experiences smaller price fluctuations and is considered to be less risky than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGCAXNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

5.85%

-4.62%

Volatility (6M)

Calculated over the trailing 6-month period

2.64%

24.58%

-21.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

33.05%

-29.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.07%

43.09%

-38.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.84%

41.49%

-36.65%

Dividends

VGCAX vs. NFLX - Dividend Comparison

VGCAX's dividend yield for the trailing twelve months is around 4.95%, while NFLX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
NFLX
Netflix, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
4.95%4.91%4.65%4.48%2.72%3.16%4.65%6.88%0.36%

Frequently Asked Questions


VGCAX and NFLX have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NFLX has higher volatility (5.85%) compared to VGCAX (1.23%). In terms of maximum drawdown, VGCAX dropped -18.63% vs NFLX's -81.99%.

VGCAX currently has the higher Sharpe Ratio (1.65 vs -1.03), 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.

Portfolio Optimizer

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