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ZGFIX vs. VMNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZGFIX vs. VMNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ninety One Global Franchise Fund (ZGFIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). The values are adjusted to include any dividend payments, if applicable.

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ZGFIX vs. VMNVX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ZGFIX
Ninety One Global Franchise Fund
-10.36%18.56%7.83%19.38%-18.04%18.58%16.72%28.13%-4.07%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
1.71%12.83%13.42%7.94%-4.46%15.40%-3.94%22.66%-1.45%

Returns By Period

In the year-to-date period, ZGFIX achieves a -10.36% return, which is significantly lower than VMNVX's 1.71% return.


ZGFIX

1D
0.76%
1M
-8.22%
YTD
-10.36%
6M
-7.21%
1Y
3.29%
3Y*
8.54%
5Y*
5.54%
10Y*

VMNVX

1D
0.22%
1M
-5.84%
YTD
1.71%
6M
2.90%
1Y
8.16%
3Y*
11.47%
5Y*
8.47%
10Y*
8.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZGFIX vs. VMNVX - Expense Ratio Comparison

ZGFIX has a 0.85% expense ratio, which is higher than VMNVX's 0.14% expense ratio.


Return for Risk

ZGFIX vs. VMNVX — Risk / Return Rank

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

ZGFIX
ZGFIX Risk / Return Rank: 1010
Overall Rank
ZGFIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
ZGFIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
ZGFIX Omega Ratio Rank: 1010
Omega Ratio Rank
ZGFIX Calmar Ratio Rank: 99
Calmar Ratio Rank
ZGFIX Martin Ratio Rank: 1010
Martin Ratio Rank

VMNVX
VMNVX Risk / Return Rank: 4747
Overall Rank
VMNVX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VMNVX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VMNVX Omega Ratio Rank: 4848
Omega Ratio Rank
VMNVX Calmar Ratio Rank: 4343
Calmar Ratio Rank
VMNVX Martin Ratio Rank: 5555
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.

ZGFIX vs. VMNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ninety One Global Franchise Fund (ZGFIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.


ZGFIXVMNVXDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.91

-0.65

Sortino ratio

Return per unit of downside risk

0.46

1.30

-0.84

Omega ratio

Gain probability vs. loss probability

1.06

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

0.17

1.08

-0.91

Martin ratio

Return relative to average drawdown

0.63

5.25

-4.63

ZGFIX vs. VMNVX - Sharpe Ratio Comparison

The current ZGFIX Sharpe Ratio is 0.26, which is lower than the VMNVX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of ZGFIX and VMNVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZGFIXVMNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.91

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.90

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.76

-0.25

Correlation

The correlation between ZGFIX and VMNVX is 0.80, 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

ZGFIX vs. VMNVX - Dividend Comparison

ZGFIX's dividend yield for the trailing twelve months is around 8.93%, less than VMNVX's 9.90% yield.


TTM20252024202320222021202020192018201720162015
ZGFIX
Ninety One Global Franchise Fund
8.93%8.00%0.23%0.33%0.37%0.13%0.38%0.89%0.81%0.00%0.00%0.00%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
9.90%10.07%3.84%3.13%5.03%6.33%2.15%4.62%7.37%2.31%2.82%3.30%

Drawdowns

ZGFIX vs. VMNVX - Drawdown Comparison

The maximum ZGFIX drawdown since its inception was -28.51%, smaller than the maximum VMNVX drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for ZGFIX and VMNVX.


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Drawdown Indicators


ZGFIXVMNVXDifference

Max Drawdown

Largest peak-to-trough decline

-28.51%

-33.11%

+4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-13.14%

-7.93%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-27.19%

-12.93%

-14.26%

Max Drawdown (10Y)

Largest decline over 10 years

-33.11%

Current Drawdown

Current decline from peak

-12.49%

-6.04%

-6.45%

Average Drawdown

Average peak-to-trough decline

-5.16%

-2.82%

-2.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

1.63%

+1.91%

Volatility

ZGFIX vs. VMNVX - Volatility Comparison

Ninety One Global Franchise Fund (ZGFIX) has a higher volatility of 4.00% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.59%. This indicates that ZGFIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ZGFIXVMNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

2.59%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

8.63%

4.89%

+3.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.28%

10.05%

+4.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

9.52%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

11.96%

+4.69%