VGPMX vs. GLTR
Compare and contrast key facts about Vanguard Global Capital Cycles Fund (VGPMX) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR).
VGPMX is managed by Vanguard. It was launched on May 23, 1984. GLTR is a passively managed fund by Abrdn Plc that tracks the performance of the ETFS Physical Precious Metals Basket Index. It was launched on Oct 22, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGPMX or GLTR.
Key characteristics
| VGPMX | GLTR | |
|---|---|---|
| YTD Return | 9.31% | 22.56% |
| 1Y Return | 18.49% | 30.77% |
| 3Y Return (Ann) | 8.97% | 5.76% |
| 5Y Return (Ann) | 13.84% | 8.95% |
| 10Y Return (Ann) | 5.94% | 6.13% |
| Sharpe Ratio | 1.22 | 1.70 |
| Sortino Ratio | 1.70 | 2.32 |
| Omega Ratio | 1.21 | 1.29 |
| Calmar Ratio | 0.37 | 1.18 |
| Martin Ratio | 6.11 | 9.04 |
| Ulcer Index | 2.98% | 3.51% |
| Daily Std Dev | 14.87% | 18.69% |
| Max Drawdown | -79.32% | -55.70% |
| Current Drawdown | -39.93% | -8.39% |
Correlation
The correlation between VGPMX and GLTR is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGPMX vs. GLTR - Performance Comparison
In the year-to-date period, VGPMX achieves a 9.31% return, which is significantly lower than GLTR's 22.56% return. Both investments have delivered pretty close results over the past 10 years, with VGPMX having a 5.94% annualized return and GLTR not far ahead at 6.13%. 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. GLTR - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is lower than GLTR's 0.60% expense ratio.
Risk-Adjusted Performance
VGPMX vs. GLTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR). 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. GLTR - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.13%, while GLTR has not paid dividends to shareholders.
| 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% |
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VGPMX vs. GLTR - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -79.32%, which is greater than GLTR's maximum drawdown of -55.70%. Use the drawdown chart below to compare losses from any high point for VGPMX and GLTR. For additional features, visit the drawdowns tool.
Volatility
VGPMX vs. GLTR - Volatility Comparison
The current volatility for Vanguard Global Capital Cycles Fund (VGPMX) is 4.72%, while Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a volatility of 6.59%. This indicates that VGPMX experiences smaller price fluctuations and is considered to be less risky than GLTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.