VGPMX vs. VTSAX
Compare and contrast key facts about Vanguard Global Capital Cycles Fund (VGPMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VGPMX is managed by Vanguard. It was launched on May 23, 1984. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGPMX or VTSAX.
Key characteristics
| VGPMX | VTSAX | |
|---|---|---|
| YTD Return | 9.31% | 26.15% |
| 1Y Return | 18.49% | 38.29% |
| 3Y Return (Ann) | 8.97% | 8.68% |
| 5Y Return (Ann) | 13.84% | 15.32% |
| 10Y Return (Ann) | 5.94% | 12.88% |
| Sharpe Ratio | 1.22 | 3.03 |
| Sortino Ratio | 1.70 | 4.03 |
| Omega Ratio | 1.21 | 1.56 |
| Calmar Ratio | 0.37 | 4.46 |
| Martin Ratio | 6.11 | 19.58 |
| Ulcer Index | 2.98% | 1.95% |
| Daily Std Dev | 14.87% | 12.63% |
| Max Drawdown | -79.32% | -55.34% |
| Current Drawdown | -39.93% | -0.39% |
Correlation
The correlation between VGPMX and VTSAX is 0.49, 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. VTSAX - Performance Comparison
In the year-to-date period, VGPMX achieves a 9.31% return, which is significantly lower than VTSAX's 26.15% return. Over the past 10 years, VGPMX has underperformed VTSAX with an annualized return of 5.94%, while VTSAX has yielded a comparatively higher 12.88% 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. VTSAX - Expense Ratio Comparison
VGPMX has a 0.36% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
VGPMX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Capital Cycles Fund (VGPMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VGPMX's dividend yield for the trailing twelve months is around 3.13%, more than VTSAX's 1.25% yield.
| 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VGPMX vs. VTSAX - Drawdown Comparison
The maximum VGPMX drawdown since its inception was -79.32%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VGPMX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VGPMX vs. VTSAX - Volatility Comparison
Vanguard Global Capital Cycles Fund (VGPMX) has a higher volatility of 4.72% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.02%. This indicates that VGPMX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.