VMGAX vs. BLUEX
Compare and contrast key facts about Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) and AMG Veritas Global Real Return Fund (BLUEX).
VMGAX is managed by Vanguard. It was launched on Apr 3, 2008. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
VMGAX vs. BLUEX - Performance Comparison
Loading graphics...
VMGAX vs. BLUEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | -14.31% | 20.73% | 32.98% | 51.57% | -33.55% | 28.50% | 41.02% | 37.54% | -2.86% | 29.49% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 27.86% |
Returns By Period
In the year-to-date period, VMGAX achieves a -14.31% return, which is significantly lower than BLUEX's -9.67% return. Over the past 10 years, VMGAX has outperformed BLUEX with an annualized return of 16.40%, while BLUEX has yielded a comparatively lower 9.23% annualized return.
VMGAX
- 1D
- -0.52%
- 1M
- -8.64%
- YTD
- -14.31%
- 6M
- -12.02%
- 1Y
- 14.93%
- 3Y*
- 20.56%
- 5Y*
- 11.89%
- 10Y*
- 16.40%
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VMGAX vs. BLUEX - Expense Ratio Comparison
VMGAX has a 0.06% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
VMGAX vs. BLUEX — Risk / Return Rank
VMGAX
BLUEX
VMGAX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) and AMG Veritas Global Real Return Fund (BLUEX). 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.
| VMGAX | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | -0.79 | +1.44 |
Sortino ratioReturn per unit of downside risk | 1.11 | -1.07 | +2.18 |
Omega ratioGain probability vs. loss probability | 1.15 | 0.87 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.71 | -0.76 | +1.47 |
Martin ratioReturn relative to average drawdown | 2.55 | -2.67 | +5.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| VMGAX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | -0.79 | +1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.05 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.56 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.49 | +0.09 |
Correlation
The correlation between VMGAX and BLUEX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VMGAX vs. BLUEX - Dividend Comparison
VMGAX's dividend yield for the trailing twelve months is around 0.42%, more than BLUEX's 0.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | 0.42% | 0.36% | 0.44% | 0.51% | 0.71% | 0.42% | 0.65% | 0.86% | 1.13% | 1.23% | 1.53% | 1.44% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
VMGAX vs. BLUEX - Drawdown Comparison
The maximum VMGAX drawdown since its inception was -47.97%, smaller than the maximum BLUEX drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for VMGAX and BLUEX.
Loading graphics...
Drawdown Indicators
| VMGAX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.97% | -54.27% | +6.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.78% | -12.19% | -4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -36.03% | -21.87% | -14.16% |
Max Drawdown (10Y)Largest decline over 10 years | -36.03% | -29.06% | -6.97% |
Current DrawdownCurrent decline from peak | -16.78% | -11.55% | -5.23% |
Average DrawdownAverage peak-to-trough decline | -7.48% | -13.39% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.69% | 3.48% | +1.21% |
Volatility
VMGAX vs. BLUEX - Volatility Comparison
Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a higher volatility of 5.62% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that VMGAX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| VMGAX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 3.41% | +2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.29% | 7.23% | +5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.18% | 10.98% | +12.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.66% | 10.49% | +12.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.80% | 16.57% | +5.23% |