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VGPMX vs. FUTY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGPMX vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Capital Cycles Fund (VGPMX) and Fidelity MSCI Utilities Index ETF (FUTY). The values are adjusted to include any dividend payments, if applicable.

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VGPMX vs. FUTY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

VGPMX
VGPMX Risk / Return Rank: 9898
Overall Rank
VGPMX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
VGPMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
VGPMX Omega Ratio Rank: 9696
Omega Ratio Rank
VGPMX Calmar Ratio Rank: 9898
Calmar Ratio Rank
VGPMX Martin Ratio Rank: 9898
Martin Ratio Rank

FUTY
FUTY Risk / Return Rank: 6565
Overall Rank
FUTY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
FUTY Sortino Ratio Rank: 6565
Sortino Ratio Rank
FUTY Omega Ratio Rank: 6060
Omega Ratio Rank
FUTY Calmar Ratio Rank: 7979
Calmar Ratio Rank
FUTY Martin Ratio Rank: 5252
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.

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.


VGPMXFUTYDifference

Sharpe ratio

Return per unit of total volatility

3.21

1.25

+1.96

Sortino ratio

Return per unit of downside risk

3.80

1.70

+2.10

Omega ratio

Gain probability vs. loss probability

1.61

1.23

+0.38

Calmar ratio

Return relative to maximum drawdown

4.79

2.20

+2.59

Martin ratio

Return relative to average drawdown

19.71

5.24

+14.47

VGPMX vs. FUTY - Sharpe Ratio Comparison

The current VGPMX Sharpe Ratio is 3.21, which is higher than the FUTY Sharpe Ratio of 1.25. The chart below compares the historical Sharpe Ratios of VGPMX and FUTY, 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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Sharpe Ratios by Period


VGPMXFUTYDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


VGPMXFUTYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.89%

-2.76%

-5.13%

Average Drawdown

Average peak-to-trough decline

-34.68%

-6.06%

-28.62%

Ulcer Index

Depth 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.


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Volatility by Period


VGPMXFUTYDifference

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%