VGPMX vs. BKIE
Compare and contrast key facts about Vanguard Global Capital Cycles Fund (VGPMX) and BNY Mellon International Equity ETF (BKIE).
VGPMX is managed by Vanguard. It was launched on May 23, 1984. BKIE is a passively managed fund by The Bank of New York Mellon Corp. that tracks the performance of the Morningstar Developed Markets ex-US Large Cap Index. It was launched on Apr 24, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGPMX or BKIE.
Key characteristics
| VGPMX | BKIE | |
|---|---|---|
| YTD Return | 9.31% | 6.40% |
| 1Y Return | 18.49% | 17.15% |
| 3Y Return (Ann) | 8.97% | 2.39% |
| Sharpe Ratio | 1.22 | 1.35 |
| Sortino Ratio | 1.70 | 1.94 |
| Omega Ratio | 1.21 | 1.24 |
| Calmar Ratio | 0.37 | 1.98 |
| Martin Ratio | 6.11 | 7.52 |
| Ulcer Index | 2.98% | 2.33% |
| Daily Std Dev | 14.87% | 12.96% |
| Max Drawdown | -79.32% | -28.19% |
| Current Drawdown | -39.93% | -6.70% |
Correlation
The correlation between VGPMX and BKIE is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
VGPMX vs. BKIE - Performance Comparison
In the year-to-date period, VGPMX achieves a 9.31% return, which is significantly higher than BKIE's 6.40% 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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VGPMX vs. BKIE - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is higher than BKIE's 0.04% expense ratio.
Risk-Adjusted Performance
VGPMX vs. BKIE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and BNY Mellon International Equity ETF (BKIE). 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
VGPMX vs. BKIE - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.13%, more than BKIE's 2.87% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 3.13% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.01% | 0.02% | 1.71% | 2.33% | 0.00% | 0.08% |
BKIE BNY Mellon International Equity ETF | 2.87% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGPMX vs. BKIE - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -79.32%, which is greater than BKIE's maximum drawdown of -28.19%. Use the drawdown chart below to compare losses from any high point for VGPMX and BKIE. For additional features, visit the drawdowns tool.
Volatility
VGPMX vs. BKIE - Volatility Comparison
Vanguard Global Capital Cycles Fund (VGPMX) has a higher volatility of 4.72% compared to BNY Mellon International Equity ETF (BKIE) at 3.79%. This indicates that VGPMX's price experiences larger fluctuations and is considered to be riskier than BKIE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.