EGFIX vs. VOOG
EGFIX (Edgewood Growth Fund) and VOOG (Vanguard S&P 500 Growth ETF) are both funds - EGFIX is a Large Cap Growth Equities fund managed by Edgewood, while VOOG is a S&P 500 fund tracking the S&P 500 Growth Index. Over the past 10 years, EGFIX returned 12.37%/yr vs 17.31%/yr for VOOG. Their correlation of 0.90 means they have usually moved in the same direction. EGFIX charges 1.00%/yr vs 0.07%/yr for VOOG.
Performance
EGFIX vs. VOOG - Performance Comparison
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Returns By Period
In the year-to-date period, EGFIX achieves a -6.49% return, which is significantly lower than VOOG's 9.98% return. Over the past 10 years, EGFIX has underperformed VOOG with an annualized return of 12.37%, while VOOG has yielded a comparatively higher 17.31% 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%
VOOG
- 1D
- 1.41%
- 1M
- -0.16%
- 6M
- 9.44%
- YTD
- 9.98%
- 1Y
- 21.57%
- 3Y*
- 23.95%
- 5Y*
- 13.21%
- 10Y*
- 17.31%
- ALL TIME*
- 16.65%
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 |
| $98.60M | $105.57M | $127.27M |
EGFIX vs. VOOG - 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% |
VOOG Vanguard S&P 500 Growth ETF | 9.98% | 22.11% | 35.89% | 29.96% | -29.48% | 31.95% | 33.35% | 30.93% | -0.21% | 27.19% |
Correlation
The correlation between EGFIX and VOOG is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.87 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.90 |
The correlation between EGFIX and VOOG shifts across timeframes, from 0.74 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGFIX vs. VOOG — Risk / Return Rank
EGFIX
VOOG
EGFIX vs. VOOG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and Vanguard S&P 500 Growth ETF (VOOG). 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 | VOOG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.19 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.41 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.97 | 5.13 | -6.10 |
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Drawdowns
EGFIX vs. VOOG - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for EGFIX and VOOG.
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Drawdown Indicators
| EGFIX | VOOG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -32.73% | -19.28% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -13.71% | -4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -22.18% | -7.97% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -32.73% | -16.69% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -32.73% | -16.69% |
Current DrawdownCurrent decline from peak | -15.42% | -4.38% | -11.04% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -4.96% | -6.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.77% | +3.76% |
Volatility
EGFIX vs. VOOG - Volatility Comparison
The current volatility for Edgewood Growth Fund (EGFIX) is 4.36%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 6.11%. This indicates that EGFIX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGFIX | VOOG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 6.11% | -1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 14.81% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 17.97% | +0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 21.52% | +3.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 20.87% | +2.71% |
EGFIX vs. VOOG - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is higher than VOOG's 0.07% expense ratio.
Dividends
EGFIX vs. VOOG - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than VOOG's 0.46% 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% |
VOOG Vanguard S&P 500 Growth ETF | 0.46% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
Frequently Asked Questions
EGFIX and VOOG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOOG has higher volatility (6.11%) compared to EGFIX (4.36%). In terms of maximum drawdown, EGFIX dropped -52.01% vs VOOG's -32.73%.
VOOG currently has the higher Sharpe Ratio (1.08 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.
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