VGPMX vs. FUTY
Compare and contrast key facts about Vanguard Global Capital Cycles Fund (VGPMX) and Fidelity MSCI Utilities Index ETF (FUTY).
VGPMX is managed by Vanguard. It was launched on May 23, 1984. FUTY is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Utilities Index. It was launched on Oct 21, 2013.
Performance
VGPMX vs. FUTY - Performance Comparison
Loading graphics...
VGPMX vs. FUTY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 7.85% | 65.96% | 5.78% | 10.06% | 7.34% | 19.50% | 17.21% | 20.67% | -32.26% | 13.75% |
FUTY Fidelity MSCI Utilities Index ETF | 8.19% | 16.40% | 23.20% | -7.46% | 1.12% | 17.53% | -0.80% | 24.89% | 4.36% | 12.52% |
Returns By Period
The year-to-date returns for both investments are quite close, with VGPMX having a 7.85% return and FUTY slightly higher at 8.19%. Over the past 10 years, VGPMX has outperformed FUTY with an annualized return of 12.75%, while FUTY has yielded a comparatively lower 9.67% annualized return.
VGPMX
- 1D
- 3.18%
- 1M
- -6.80%
- YTD
- 7.85%
- 6M
- 20.12%
- 1Y
- 61.74%
- 3Y*
- 25.56%
- 5Y*
- 19.42%
- 10Y*
- 12.75%
FUTY
- 1D
- 0.49%
- 1M
- -2.11%
- YTD
- 8.19%
- 6M
- 5.65%
- 1Y
- 19.31%
- 3Y*
- 13.99%
- 5Y*
- 10.62%
- 10Y*
- 9.67%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VGPMX vs. FUTY - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is higher than FUTY's 0.08% expense ratio.
Return for Risk
VGPMX vs. FUTY — Risk / Return Rank
VGPMX
FUTY
VGPMX vs. FUTY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and Fidelity MSCI Utilities Index ETF (FUTY). 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.
| VGPMX | FUTY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.21 | 1.25 | +1.96 |
Sortino ratioReturn per unit of downside risk | 3.80 | 1.70 | +2.10 |
Omega ratioGain probability vs. loss probability | 1.61 | 1.23 | +0.38 |
Calmar ratioReturn relative to maximum drawdown | 4.79 | 2.20 | +2.59 |
Martin ratioReturn relative to average drawdown | 19.71 | 5.24 | +14.47 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VGPMX | FUTY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.21 | 1.25 | +1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 0.63 | +0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.51 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.58 | -0.33 |
Correlation
The correlation between VGPMX and FUTY is 0.32, 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.
Dividends
VGPMX vs. FUTY - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.62%, more than FUTY's 2.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 3.62% | 2.59% | 2.68% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.02% | 0.02% | 1.72% | 2.32% |
FUTY Fidelity MSCI Utilities Index ETF | 2.49% | 2.67% | 2.96% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% |
Drawdowns
VGPMX vs. FUTY - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -78.85%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for VGPMX and FUTY.
Loading graphics...
Drawdown Indicators
| VGPMX | FUTY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.85% | -36.44% | -42.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.80% | -8.93% | -3.87% |
Max Drawdown (5Y)Largest decline over 5 years | -22.71% | -25.11% | +2.40% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -36.44% | -18.15% |
Current DrawdownCurrent decline from peak | -7.89% | -2.76% | -5.13% |
Average DrawdownAverage peak-to-trough decline | -34.68% | -6.06% | -28.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 3.75% | -0.64% |
Volatility
VGPMX vs. FUTY - Volatility Comparison
Vanguard Global Capital Cycles Fund (VGPMX) has a higher volatility of 8.37% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.03%. This indicates that VGPMX's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VGPMX | FUTY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 5.03% | +3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 13.47% | 10.15% | +3.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 15.52% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 16.93% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.67% | 18.99% | +2.68% |