PortfoliosLab logoPortfoliosLab logo
VINEX vs. KGGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VINEX vs. KGGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard International Explorer Fund (VINEX) and Kopernik Global All-Cap Fund (KGGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VINEX vs. KGGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VINEX
Vanguard International Explorer Fund
-2.69%27.98%0.11%15.26%-27.56%9.52%15.07%21.90%-23.02%35.92%
KGGIX
Kopernik Global All-Cap Fund
4.70%64.88%-4.91%13.43%-9.05%16.86%37.23%10.00%-11.07%8.98%

Returns By Period

In the year-to-date period, VINEX achieves a -2.69% return, which is significantly lower than KGGIX's 4.70% return. Over the past 10 years, VINEX has underperformed KGGIX with an annualized return of 5.39%, while KGGIX has yielded a comparatively higher 14.53% annualized return.


VINEX

1D
-0.56%
1M
-12.32%
YTD
-2.69%
6M
-1.40%
1Y
21.22%
3Y*
9.70%
5Y*
2.12%
10Y*
5.39%

KGGIX

1D
-0.06%
1M
-9.42%
YTD
4.70%
6M
13.13%
1Y
50.78%
3Y*
21.52%
5Y*
12.90%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VINEX vs. KGGIX - Expense Ratio Comparison

VINEX has a 0.40% expense ratio, which is lower than KGGIX's 1.01% expense ratio.


Return for Risk

VINEX vs. KGGIX — Risk / Return Rank

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

VINEX
VINEX Risk / Return Rank: 6868
Overall Rank
VINEX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VINEX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VINEX Omega Ratio Rank: 6767
Omega Ratio Rank
VINEX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VINEX Martin Ratio Rank: 6464
Martin Ratio Rank

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

VINEX vs. KGGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard International Explorer Fund (VINEX) and Kopernik Global All-Cap Fund (KGGIX). 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.


VINEXKGGIXDifference

Sharpe ratio

Return per unit of total volatility

1.28

3.28

-2.00

Sortino ratio

Return per unit of downside risk

1.73

3.90

-2.17

Omega ratio

Gain probability vs. loss probability

1.25

1.58

-0.33

Calmar ratio

Return relative to maximum drawdown

1.50

4.66

-3.16

Martin ratio

Return relative to average drawdown

6.06

17.03

-10.97

VINEX vs. KGGIX - Sharpe Ratio Comparison

The current VINEX Sharpe Ratio is 1.28, which is lower than the KGGIX Sharpe Ratio of 3.28. The chart below compares the historical Sharpe Ratios of VINEX and KGGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VINEXKGGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

3.28

-2.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.86

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.97

-0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.61

-0.14

Correlation

The correlation between VINEX and KGGIX is 0.56, 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.


Dividends

VINEX vs. KGGIX - Dividend Comparison

VINEX's dividend yield for the trailing twelve months is around 4.31%, less than KGGIX's 15.72% yield.


TTM20252024202320222021202020192018201720162015
VINEX
Vanguard International Explorer Fund
4.31%4.19%4.17%2.47%1.74%4.80%1.06%2.51%8.75%4.22%1.95%5.45%
KGGIX
Kopernik Global All-Cap Fund
15.72%16.46%1.04%8.60%13.59%9.30%4.81%3.02%0.25%4.40%3.34%0.81%

Drawdowns

VINEX vs. KGGIX - Drawdown Comparison

The maximum VINEX drawdown since its inception was -62.16%, which is greater than KGGIX's maximum drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for VINEX and KGGIX.


Loading graphics...

Drawdown Indicators


VINEXKGGIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.16%

-45.11%

-17.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-10.65%

-1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-42.24%

-26.43%

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.46%

-31.59%

-13.87%

Current Drawdown

Current decline from peak

-12.32%

-9.42%

-2.90%

Average Drawdown

Average peak-to-trough decline

-17.31%

-9.59%

-7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

2.91%

+0.14%

Volatility

VINEX vs. KGGIX - Volatility Comparison

Vanguard International Explorer Fund (VINEX) has a higher volatility of 6.42% compared to Kopernik Global All-Cap Fund (KGGIX) at 5.62%. This indicates that VINEX's price experiences larger fluctuations and is considered to be riskier than KGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VINEXKGGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

5.62%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

12.33%

-1.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

15.26%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.84%

15.14%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

15.08%

+1.99%