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INDEX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between INDEX and VIGAX is 0.82, 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.


-0.50.00.51.00.8

Performance

INDEX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Index Funds S&P 500 Equal Weight (INDEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
158.35%
324.04%
INDEX
VIGAX

Key characteristics

Sharpe Ratio

INDEX:

2.00

VIGAX:

2.10

Sortino Ratio

INDEX:

2.66

VIGAX:

2.72

Omega Ratio

INDEX:

1.37

VIGAX:

1.38

Calmar Ratio

INDEX:

3.02

VIGAX:

2.81

Martin Ratio

INDEX:

12.85

VIGAX:

10.96

Ulcer Index

INDEX:

1.97%

VIGAX:

3.32%

Daily Std Dev

INDEX:

12.65%

VIGAX:

17.32%

Max Drawdown

INDEX:

-38.82%

VIGAX:

-50.66%

Current Drawdown

INDEX:

-4.38%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, INDEX achieves a 23.38% return, which is significantly lower than VIGAX's 34.75% return.


INDEX

YTD

23.38%

1M

-1.49%

6M

7.10%

1Y

23.99%

5Y*

11.92%

10Y*

N/A

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


INDEX vs. VIGAX - Expense Ratio Comparison

INDEX has a 0.25% expense ratio, which is higher than VIGAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


INDEX
Index Funds S&P 500 Equal Weight
Expense ratio chart for INDEX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

INDEX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Index Funds S&P 500 Equal Weight (INDEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for INDEX, currently valued at 2.00, compared to the broader market-1.000.001.002.003.004.002.002.10
The chart of Sortino ratio for INDEX, currently valued at 2.66, compared to the broader market-2.000.002.004.006.008.0010.002.662.72
The chart of Omega ratio for INDEX, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.371.38
The chart of Calmar ratio for INDEX, currently valued at 3.02, compared to the broader market0.002.004.006.008.0010.0012.0014.003.022.81
The chart of Martin ratio for INDEX, currently valued at 12.85, compared to the broader market0.0020.0040.0060.0012.8510.96
INDEX
VIGAX

The current INDEX Sharpe Ratio is 2.00, which is comparable to the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of INDEX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.00
2.10
INDEX
VIGAX

Dividends

INDEX vs. VIGAX - Dividend Comparison

INDEX has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.32%.


TTM20232022202120202019201820172016201520142013
INDEX
Index Funds S&P 500 Equal Weight
0.00%1.56%1.21%1.09%1.53%1.61%1.82%1.15%1.15%1.19%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

INDEX vs. VIGAX - Drawdown Comparison

The maximum INDEX drawdown since its inception was -38.82%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for INDEX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.38%
-2.50%
INDEX
VIGAX

Volatility

INDEX vs. VIGAX - Volatility Comparison

The current volatility for Index Funds S&P 500 Equal Weight (INDEX) is 4.24%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 4.92%. This indicates that INDEX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.24%
4.92%
INDEX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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