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IWF vs. VFINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IWF vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Russell 1000 Growth ETF (IWF) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IWF achieves a 2.83% return, which is significantly lower than VFINX's 6.66% return. Over the past 10 years, IWF has outperformed VFINX with an annualized return of 18.15%, while VFINX has yielded a comparatively lower 15.00% annualized return.


IWF

1D
1.57%
1M
-1.44%
YTD
2.83%
6M
1.71%
1Y
19.30%
3Y*
22.57%
5Y*
13.90%
10Y*
18.15%

VFINX

1D
-1.62%
1M
-1.70%
YTD
6.66%
6M
5.86%
1Y
21.97%
3Y*
20.58%
5Y*
12.79%
10Y*
15.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IWF vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWF
iShares Russell 1000 Growth ETF
2.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%
VFINX
Vanguard 500 Index Fund Investor Shares
6.66%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%

Correlation

The correlation between IWF and VFINX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.94

The correlation between IWF and VFINX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

IWF vs. VFINX — Risk / Return Rank

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

IWF
IWF Risk / Return Rank: 3636
Overall Rank
IWF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 3939
Sortino Ratio Rank
IWF Omega Ratio Rank: 3939
Omega Ratio Rank
IWF Calmar Ratio Rank: 2929
Calmar Ratio Rank
IWF Martin Ratio Rank: 3232
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 5353
Overall Rank
VFINX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VFINX Omega Ratio Rank: 4949
Omega Ratio Rank
VFINX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VFINX Martin Ratio Rank: 6868
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.

IWF vs. VFINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Russell 1000 Growth ETF (IWF) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


IWFVFINXDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.72

Omega ratioGain probability vs. loss probability

1.22

1.32

-0.11

Calmar ratioReturn relative to maximum drawdown

1.19

2.44

-1.25

Martin ratioReturn relative to average drawdown

3.93

11.11

-7.18

IWF vs. VFINX - Sharpe Ratio Comparison

The current IWF Sharpe Ratio is 1.21, which is lower than the VFINX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of IWF and VFINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IWF vs. VFINX - Drawdown Comparison

The maximum IWF drawdown since its inception was -64.25%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for IWF and VFINX.


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Drawdown Indicators


IWFVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-64.25%

-55.25%

-9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-16.27%

-8.92%

-7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-23.36%

-18.76%

-4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-32.72%

-24.59%

-8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-32.72%

-33.83%

+1.11%

Current Drawdown

Current decline from peak

-5.59%

-4.46%

-1.13%

Average Drawdown

Average peak-to-trough decline

-22.06%

-8.28%

-13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.92%

1.95%

+2.97%

Volatility

IWF vs. VFINX - Volatility Comparison

iShares Russell 1000 Growth ETF (IWF) has a higher volatility of 5.43% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 4.04%. This indicates that IWF's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IWFVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

4.04%

+1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.40%

9.56%

+2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.96%

12.26%

+3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

16.96%

+4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.01%

18.09%

+2.92%

IWF vs. VFINX - Expense Ratio Comparison

IWF has a 0.18% expense ratio, which is higher than VFINX's 0.14% 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%.


Dividends

IWF vs. VFINX - Dividend Comparison

IWF's dividend yield for the trailing twelve months is around 0.35%, less than VFINX's 0.97% yield.


PositionTTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF
0.35%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
VFINX
Vanguard 500 Index Fund Investor Shares
0.97%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Frequently Asked Questions


With a correlation of 0.92, IWF and VFINX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IWF has higher volatility (5.43%) compared to VFINX (4.04%). In terms of maximum drawdown, IWF dropped -64.25% vs VFINX's -55.25%.

VFINX currently has the higher Sharpe Ratio (1.77 vs 1.21), 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.

Portfolio Optimizer

Find the right allocation for IWF and VFINX

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