EGFIX vs. VTMGX
EGFIX (Edgewood Growth Fund) and VTMGX (Vanguard Developed Markets Index Fund Admiral Shares) are both mutual funds - EGFIX is a Large Cap Growth Equities fund managed by Edgewood, while VTMGX is a Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, EGFIX returned 12.37%/yr vs 10.04%/yr for VTMGX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. EGFIX charges 1.00%/yr vs 0.07%/yr for VTMGX.
Performance
EGFIX vs. VTMGX - 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 VTMGX's 14.59% return. Over the past 10 years, EGFIX has outperformed VTMGX with an annualized return of 12.37%, while VTMGX has yielded a comparatively lower 10.04% 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%
VTMGX
- 1D
- 3.12%
- 1M
- 0.75%
- 6M
- 8.12%
- YTD
- 14.59%
- 1Y
- 30.61%
- 3Y*
- 17.88%
- 5Y*
- 9.89%
- 10Y*
- 10.04%
- ALL TIME*
- 5.84%
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 |
| $0.00 | $0.00 | $0.00 |
EGFIX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 14.59% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Correlation
The correlation between EGFIX and VTMGX is 0.60, 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. | 0.60 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2006 | 0.71 |
The correlation between EGFIX and VTMGX shifts across timeframes, from 0.60 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
EGFIX vs. VTMGX — Risk / Return Rank
EGFIX
VTMGX
EGFIX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Edgewood Growth Fund (EGFIX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -2.82 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.32 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 2.51 | -2.91 |
| Martin ratioReturn relative to average drawdown | -0.97 | 9.35 | -10.32 |
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Drawdowns
EGFIX vs. VTMGX - Drawdown Comparison
The maximum EGFIX drawdown since its inception was -52.01%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for EGFIX and VTMGX.
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Drawdown Indicators
| EGFIX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.01% | -60.58% | +8.57% |
Max Drawdown (1Y)Largest decline over 1 year | -18.32% | -11.67% | -6.65% |
Max Drawdown (3Y)Largest decline over 3 years | -30.15% | -13.18% | -16.97% |
Max Drawdown (5Y)Largest decline over 5 years | -49.42% | -29.71% | -19.71% |
Max Drawdown (10Y)Largest decline over 10 years | -49.42% | -35.68% | -13.74% |
Current DrawdownCurrent decline from peak | -15.42% | -1.68% | -13.74% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -14.58% | +3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.53% | 3.13% | +4.40% |
Volatility
EGFIX vs. VTMGX - Volatility Comparison
The current volatility for Edgewood Growth Fund (EGFIX) is 4.36%, while Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a volatility of 5.76%. This indicates that EGFIX experiences smaller price fluctuations and is considered to be less risky than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EGFIX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 5.76% | -1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 14.78% | +0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.42% | 16.81% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.34% | 16.20% | +9.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.58% | 16.41% | +7.17% |
EGFIX vs. VTMGX - Expense Ratio Comparison
EGFIX has a 1.00% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Dividends
EGFIX vs. VTMGX - Dividend Comparison
EGFIX's dividend yield for the trailing twelve months is around 920.20%, more than VTMGX's 2.53% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.53% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Frequently Asked Questions
EGFIX and VTMGX have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMGX has higher volatility (5.76%) compared to EGFIX (4.36%). In terms of maximum drawdown, EGFIX dropped -52.01% vs VTMGX's -60.58%.
VTMGX currently has the higher Sharpe Ratio (1.75 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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