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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGPMX or FUTY.
Key characteristics
| VGPMX | FUTY | |
|---|---|---|
| YTD Return | 12.91% | 27.74% |
| 1Y Return | 22.91% | 36.60% |
| 3Y Return (Ann) | 10.73% | 8.91% |
| 5Y Return (Ann) | 14.30% | 7.98% |
| 10Y Return (Ann) | 6.54% | 8.90% |
| Sharpe Ratio | 1.52 | 2.19 |
| Sortino Ratio | 2.08 | 3.06 |
| Omega Ratio | 1.26 | 1.39 |
| Calmar Ratio | 0.45 | 1.66 |
| Martin Ratio | 7.60 | 11.22 |
| Ulcer Index | 2.94% | 3.11% |
| Daily Std Dev | 14.69% | 15.91% |
| Max Drawdown | -79.32% | -36.44% |
| Current Drawdown | -37.95% | -3.49% |
Correlation
The correlation between VGPMX and FUTY is 0.31, 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.
Performance
VGPMX vs. FUTY - Performance Comparison
In the year-to-date period, VGPMX achieves a 12.91% return, which is significantly lower than FUTY's 27.74% return. Over the past 10 years, VGPMX has underperformed FUTY with an annualized return of 6.54%, while FUTY has yielded a comparatively higher 8.90% annualized 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. FUTY - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is higher than FUTY's 0.08% expense ratio.
Risk-Adjusted Performance
VGPMX vs. FUTY - Risk-Adjusted Performance 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.
Dividends
VGPMX vs. FUTY - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.03%, more than FUTY's 2.74% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGPMX Vanguard Global Capital Cycles Fund | 3.03% | 3.22% | 3.27% | 3.26% | 2.03% | 2.39% | 3.01% | 0.02% | 1.71% | 2.33% | 0.00% | 0.08% |
FUTY Fidelity MSCI Utilities Index ETF | 2.74% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% | 3.04% | 0.86% |
Drawdowns
VGPMX vs. FUTY - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -79.32%, 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. For additional features, visit the drawdowns tool.
Volatility
VGPMX vs. FUTY - Volatility Comparison
The current volatility for Vanguard Global Capital Cycles Fund (VGPMX) is 4.28%, while Fidelity MSCI Utilities Index ETF (FUTY) has a volatility of 5.49%. This indicates that VGPMX experiences smaller price fluctuations and is considered to be less risky than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.