See what your fund actually adds

Vanguard Global Capital Cycles Fund Investor Shares VGPMX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

VGPMX compared with its replication portfolio
MeasureVGPMXReplication
Annualized growth19.4%9.0%
Annualized volatility17.5%15.1%
Sharpe ratio1.100.65
Maximum drawdown21.6%25.7%
Replication fit (R²)0.78 · Tracking error 8.3%

Replication portfolio

The published portfolio below is the investable basket used to model VGPMX’s historical return behavior.

VGPMX replication basket weights
TickerBuilding blockWeight
VEAIntl · Developed27.3%
EFVIntl · Value26.6%
XLBSector · Materials23.3%
VWOEmerging Markets19.6%
VSSIntl · Small Cap3.3%