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VOX vs. GXPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOX vs. GXPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Communication Services ETF (VOX) and Global X PureCap MSCI Communication Services ETF (GXPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOX achieves a -5.35% return, which is significantly lower than GXPC's -0.80% return.


VOX

1D
0.26%
1M
-6.50%
YTD
-5.35%
6M
-5.46%
1Y
12.86%
3Y*
21.81%
5Y*
6.02%
10Y*
8.42%

GXPC

1D
-0.03%
1M
-8.61%
YTD
-0.80%
6M
-0.82%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOX vs. GXPC - Yearly Performance Comparison


Correlation

The correlation between VOX and GXPC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.91

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Return for Risk

VOX vs. GXPC — Risk / Return Rank

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

VOX
VOX Risk / Return Rank: 2424
Overall Rank
VOX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
VOX Sortino Ratio Rank: 2424
Sortino Ratio Rank
VOX Omega Ratio Rank: 2323
Omega Ratio Rank
VOX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VOX Martin Ratio Rank: 2626
Martin Ratio Rank

GXPC

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VOX vs. GXPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Communication Services ETF (VOX) and Global X PureCap MSCI Communication Services ETF (GXPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VOXGXPCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

0.95

Martin ratioReturn relative to average drawdown

3.37

VOX vs. GXPC - Sharpe Ratio Comparison


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Drawdowns

VOX vs. GXPC - Drawdown Comparison

The maximum VOX drawdown since its inception was -57.18%, which is greater than GXPC's maximum drawdown of -16.59%. Use the drawdown chart below to compare losses from any high point for VOX and GXPC.


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Drawdown Indicators


VOXGXPCDifference

Max Drawdown

Largest peak-to-trough decline

-57.18%

-16.59%

-40.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.56%

Max Drawdown (3Y)

Largest decline over 3 years

-21.15%

Max Drawdown (5Y)

Largest decline over 5 years

-46.76%

Max Drawdown (10Y)

Largest decline over 10 years

-46.76%

Current Drawdown

Current decline from peak

-8.53%

-11.25%

+2.72%

Average Drawdown

Average peak-to-trough decline

-11.90%

-3.32%

-8.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

Volatility

VOX vs. GXPC - Volatility Comparison


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Volatility by Period


VOXGXPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

Volatility (6M)

Calculated over the trailing 6-month period

11.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.80%

20.44%

-4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

20.44%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.93%

20.44%

+0.49%

VOX vs. GXPC - Expense Ratio Comparison

VOX has a 0.09% expense ratio, which is lower than GXPC's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VOX vs. GXPC - Dividend Comparison

VOX's dividend yield for the trailing twelve months is around 1.04%, more than GXPC's 0.12% yield.


PositionTTM20252024202320222021202020192018201720162015
GXPC
Global X PureCap MSCI Communication Services ETF
0.12%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOX
Vanguard Communication Services ETF
1.04%0.95%1.05%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%

Frequently Asked Questions


With a correlation of 0.91, VOX and GXPC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, VOX is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOX is cheaper with a 0.09% expense ratio, compared with 0.15% for GXPC.

VOX has the higher dividend yield at 1.04%, compared with 0.12% for GXPC.

VOX tracks MSCI US Investable Market Communication Services 25/50 Index, while GXPC tracks MSCI USA Communication Services PureCap Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.09% for VOX and 0.15% for GXPC.

Portfolio Optimizer

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