EGFIX vs. VOO
EGFIX (Edgewood Growth Fund) and VOO (Vanguard S&P 500 ETF) are both funds - EGFIX is a Large Cap Growth Equities fund managed by Edgewood, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, EGFIX returned 12.37%/yr vs 15.14%/yr for VOO. Their correlation of 0.87 means they have usually moved in the same direction. EGFIX charges 1.00%/yr vs 0.03%/yr for VOO.
Performance
EGFIX vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than VOO's 10.16% return. Over the past 10 years, EGFIX has underperformed VOO with an annualized return of 12.37%, while VOO has yielded a comparatively higher 15.14% annualized return.
EGFIX
- 1D
- -0.23%
- 1M
- -4.81%
- 6M
- -3.08%
- YTD
- -6.49%
- 1Y
- -4.35%
- 3Y*
- 8.14%
- 5Y*
- -0.45%
- 10Y*
- 12.37%
- ALL TIME*
- 10.82%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
EGFIX Edgewood Growth Fund | $0.00 | $0.00 | $0.00 |
| $3.82B | $3.78B | $5.44B |
EGFIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | -6.49% | 7.44% | 18.38% | 39.74% | -40.51% | 23.71% | 42.24% | 34.18% | 2.22% | 34.81% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between EGFIX and VOO is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.87 |
The correlation between EGFIX and VOO has been stable across timeframes, ranging from 0.77 to 0.87 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EGFIX vs. VOO — Risk / Return Rank
EGFIX
VOO
EGFIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and Vanguard S&P 500 ETF (VOO). 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.
| EGFIX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.28 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.21 | -2.60 |
| Martin ratioReturn relative to average drawdown | -0.97 | 9.44 | -10.40 |
Loading charts...
Drawdowns
EGFIX vs. VOO - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EGFIX and VOO.
Loading charts...
Drawdown Indicators
| EGFIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -33.99% | -18.02% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -8.90% | -9.42% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -18.69% | -11.46% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -24.52% | -24.90% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -33.99% | -15.43% |
Current DrawdownCurrent decline from peak | -15.42% | -1.38% | -14.04% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -3.67% | -7.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 2.08% | +5.45% |
Volatility
EGFIX vs. VOO - Volatility Comparison
Edgewood Growth Fund (EGFIX) has a higher volatility of 4.36% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. This indicates that EGFIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EGFIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 3.54% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 10.10% | +5.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 12.82% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 16.93% | +8.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 18.01% | +5.57% |
EGFIX vs. VOO - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
EGFIX vs. VOO - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than VOO's 1.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EGFIX Edgewood Growth Fund | 920.20% | 49.54% | 17.57% | 0.00% | 15.16% | 5.77% | 5.79% | 0.28% | 4.96% | 1.30% | 2.15% | 3.26% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
EGFIX and VOO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EGFIX has higher volatility (4.36%) compared to VOO (3.54%). In terms of maximum drawdown, EGFIX dropped -52.01% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for EGFIX and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer