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GRSPX vs. VGSTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GRSPX vs. VGSTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Greenspring Fund (GRSPX) and Vanguard STAR Fund (VGSTX). The values are adjusted to include any dividend payments, if applicable.

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GRSPX vs. VGSTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRSPX
Greenspring Fund
3.72%6.12%16.03%11.95%-8.62%26.89%3.81%20.84%-10.21%7.84%
VGSTX
Vanguard STAR Fund
-4.01%15.88%13.69%17.14%-18.05%9.65%21.45%22.21%-5.33%16.95%

Returns By Period

In the year-to-date period, GRSPX achieves a 3.72% return, which is significantly higher than VGSTX's -4.01% return. Both investments have delivered pretty close results over the past 10 years, with GRSPX having a 8.79% annualized return and VGSTX not far behind at 8.76%.


GRSPX

1D
-1.28%
1M
-5.79%
YTD
3.72%
6M
1.96%
1Y
13.54%
3Y*
11.77%
5Y*
8.56%
10Y*
8.79%

VGSTX

1D
0.04%
1M
-6.61%
YTD
-4.01%
6M
-1.24%
1Y
11.52%
3Y*
11.57%
5Y*
5.39%
10Y*
8.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GRSPX vs. VGSTX - Expense Ratio Comparison

GRSPX has a 1.09% expense ratio, which is higher than VGSTX's 0.31% expense ratio.


Return for Risk

GRSPX vs. VGSTX — Risk / Return Rank

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

GRSPX
GRSPX Risk / Return Rank: 2929
Overall Rank
GRSPX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
GRSPX Sortino Ratio Rank: 4141
Sortino Ratio Rank
GRSPX Omega Ratio Rank: 3333
Omega Ratio Rank
GRSPX Calmar Ratio Rank: 1616
Calmar Ratio Rank
GRSPX Martin Ratio Rank: 1717
Martin Ratio Rank

VGSTX
VGSTX Risk / Return Rank: 5757
Overall Rank
VGSTX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VGSTX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VGSTX Omega Ratio Rank: 5656
Omega Ratio Rank
VGSTX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VGSTX Martin Ratio Rank: 5959
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.

GRSPX vs. VGSTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greenspring Fund (GRSPX) and Vanguard STAR Fund (VGSTX). 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.


GRSPXVGSTXDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.01

-0.20

Sortino ratio

Return per unit of downside risk

1.28

1.49

-0.21

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

0.47

1.25

-0.78

Martin ratio

Return relative to average drawdown

1.75

5.64

-3.89

GRSPX vs. VGSTX - Sharpe Ratio Comparison

The current GRSPX Sharpe Ratio is 0.81, which is comparable to the VGSTX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of GRSPX and VGSTX, 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


GRSPXVGSTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.01

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.46

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.75

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.79

-0.13

Correlation

The correlation between GRSPX and VGSTX is 0.73, 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

GRSPX vs. VGSTX - Dividend Comparison

GRSPX's dividend yield for the trailing twelve months is around 9.07%, less than VGSTX's 9.51% yield.


TTM20252024202320222021202020192018201720162015
GRSPX
Greenspring Fund
9.07%9.40%7.14%6.84%8.04%7.69%2.39%7.89%11.05%9.63%6.81%5.34%
VGSTX
Vanguard STAR Fund
9.51%9.13%10.67%5.35%8.34%6.70%6.68%6.07%6.90%3.32%4.77%5.62%

Drawdowns

GRSPX vs. VGSTX - Drawdown Comparison

The maximum GRSPX drawdown since its inception was -35.67%, smaller than the maximum VGSTX drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for GRSPX and VGSTX.


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Drawdown Indicators


GRSPXVGSTXDifference

Max Drawdown

Largest peak-to-trough decline

-35.67%

-38.62%

+2.95%

Max Drawdown (1Y)

Largest decline over 1 year

-11.77%

-8.19%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.33%

-25.55%

+6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

-25.55%

-9.52%

Current Drawdown

Current decline from peak

-7.00%

-6.73%

-0.27%

Average Drawdown

Average peak-to-trough decline

-4.83%

-4.04%

-0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

1.82%

+2.48%

Volatility

GRSPX vs. VGSTX - Volatility Comparison

Greenspring Fund (GRSPX) has a higher volatility of 5.31% compared to Vanguard STAR Fund (VGSTX) at 3.49%. This indicates that GRSPX's price experiences larger fluctuations and is considered to be riskier than VGSTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRSPXVGSTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

3.49%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

11.22%

6.36%

+4.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.28%

11.32%

+7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

11.79%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

11.79%

+3.38%