MTSFY vs. VIGAX

Last updated Apr 1, 2026

Compare and contrast key facts about Mitsui Fudosan Co Ltd ADR (MTSFY) and Vanguard Growth Index Fund Admiral Shares (VIGAX).

VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.

Performance

MTSFY vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mitsui Fudosan Co Ltd ADR (MTSFY) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

MTSFY vs. VIGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MTSFY Mitsui Fudosan Co Ltd ADR	-5.82%	43.82%	-0.71%	34.87%	-7.78%	-8.75%	-11.04%	11.36%	4.33%
VIGAX Vanguard Growth Index Fund Admiral Shares	-10.40%	19.43%	32.67%	46.76%	-33.14%	27.26%	40.18%	37.23%	-5.74%

Returns By Period

In the year-to-date period, MTSFY achieves a -5.82% return, which is significantly higher than VIGAX's -10.40% return.

MTSFY

• 1D: 3.55%
• 1M: -20.27%
• YTD: -5.82%
• 6M: -1.35%
• 1Y: 19.49%
• 3Y*: 20.80%
• 5Y*: 7.36%
• 10Y*: —

VIGAX

• 1D: 3.99%
• 1M: -5.48%
• YTD: -10.40%
• 6M: -9.20%
• 1Y: 17.18%
• 3Y*: 21.13%
• 5Y*: 11.42%
• 10Y*: 16.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

MTSFY vs. VIGAX — Risk / Return Rank

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

MTSFY

MTSFY Risk / Return Rank: 60
MTSFY Sharpe Ratio Rank: 64
MTSFY Sortino Ratio Rank: 59
MTSFY Omega Ratio Rank: 55
MTSFY Calmar Ratio Rank: 58
MTSFY Martin Ratio Rank: 64

VIGAX

VIGAX Risk / Return Rank: 38
VIGAX Sharpe Ratio Rank: 34
VIGAX Sortino Ratio Rank: 40
VIGAX Omega Ratio Rank: 38
VIGAX Calmar Ratio Rank: 42
VIGAX Martin Ratio Rank: 37

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.

MTSFY vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mitsui Fudosan Co Ltd ADR (MTSFY) 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.

	MTSFY	VIGAX	Difference
Sharpe ratio Return per unit of total volatility	0.64	0.80	-0.16
Sortino ratio Return per unit of downside risk	1.14	1.30	-0.17
Omega ratio Gain probability vs. loss probability	1.14	1.18	-0.05
Calmar ratio Return relative to maximum drawdown	0.73	1.11	-0.39
Martin ratio Return relative to average drawdown	2.56	3.96	-1.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MTSFY vs. VIGAX - Sharpe Ratio Comparison

The current MTSFY Sharpe Ratio is 0.64, which is comparable to the VIGAX Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of MTSFY 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.

Sharpe Ratios by Period

	MTSFY	VIGAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.64	0.80	-0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.51	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.75	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.44	-0.26

Correlation

The correlation between MTSFY and VIGAX is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MTSFY vs. VIGAX - Dividend Comparison

MTSFY has not paid dividends to shareholders, while VIGAX's dividend yield for the trailing twelve months is around 0.44%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MTSFY Mitsui Fudosan Co Ltd ADR	0.00%	0.98%	1.26%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VIGAX Vanguard Growth Index Fund Admiral Shares	0.44%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%

Drawdowns

MTSFY vs. VIGAX - Drawdown Comparison

The maximum MTSFY drawdown since its inception was -52.08%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for MTSFY and VIGAX.

Drawdown Indicators

	MTSFY	VIGAX	Difference
Max Drawdown Largest peak-to-trough decline	-52.08%	-50.66%	-1.42%
Max Drawdown (1Y) Largest decline over 1 year	-25.95%	-16.51%	-9.44%
Max Drawdown (5Y) Largest decline over 5 years	-30.08%	-35.63%	+5.55%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.63%	—
Current Drawdown Current decline from peak	-23.32%	-13.18%	-10.14%
Average Drawdown Average peak-to-trough decline	-19.80%	-12.02%	-7.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.37%	4.64%	+2.73%

Volatility

MTSFY vs. VIGAX - Volatility Comparison

Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 10.31% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 7.01%. This indicates that MTSFY's price experiences larger fluctuations and is considered to be riskier than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MTSFY	VIGAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.31%	7.01%	+3.30%
Volatility (6M) Calculated over the trailing 6-month period	21.99%	12.73%	+9.26%
Volatility (1Y) Calculated over the trailing 1-year period	30.72%	22.99%	+7.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.02%	22.36%	+6.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.51%	21.53%	+11.98%