VGPMX vs. DBP

In the year-to-date period, VGPMX achieves a 6.08% return, which is significantly lower than DBP's 19.22% return. Over the past 10 years, VGPMX has underperformed DBP with an annualized return of 6.37%, while DBP has yielded a comparatively higher 8.24% annualized return.

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VGPMX has a 0.36% expense ratio, which is lower than DBP's 0.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and Invesco DB Precious Metals Fund (DBP). 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 VGPMX Sharpe Ratio is 0.30, which is lower than the DBP Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of VGPMX and DBP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VGPMX's dividend yield for the trailing twelve months is around 2.37%, less than DBP's 3.54% yield.

The maximum VGPMX drawdown since its inception was -83.63%, which is greater than DBP's maximum drawdown of -53.89%. Use the drawdown chart below to compare losses from any high point for VGPMX and DBP. For additional features, visit the drawdowns tool.

Vanguard Global Capital Cycles Fund (VGPMX) has a higher volatility of 12.55% compared to Invesco DB Precious Metals Fund (DBP) at 7.25%. This indicates that VGPMX's price experiences larger fluctuations and is considered to be riskier than DBP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.