MTSFY vs. VIGAX

Last updated Jun 4, 2026

MTSFY (Mitsui Fudosan Co Ltd ADR) is a stock, while VIGAX (Vanguard Growth Index Fund Admiral Shares) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 5 years, MTSFY returned 3.04%/yr vs 15.71%/yr for VIGAX. At a 0.21 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, MTSFY achieves a -19.18% return, which is significantly lower than VIGAX's 10.82% return.

MTSFY

• 1D: -3.64%
• 1M: -13.87%
• YTD: -19.18%
• 6M: -19.63%
• 1Y: -5.07%
• 3Y*: 12.56%
• 5Y*: 3.04%
• 10Y*: —

VIGAX

• 1D: -0.28%
• 1M: 7.54%
• YTD: 10.82%
• 6M: 10.11%
• 1Y: 29.44%
• 3Y*: 26.45%
• 5Y*: 15.71%
• 10Y*: 18.39%

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

MTSFY vs. VIGAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
MTSFY Mitsui Fudosan Co Ltd ADR	-19.18%	43.82%	-0.71%	34.87%	-7.78%	-8.75%	-11.04%	11.36%	4.33%
VIGAX Vanguard Growth Index Fund Admiral Shares	10.82%	19.43%	32.67%	46.76%	-33.14%	27.26%	40.18%	37.23%	-5.74%

Correlation

The correlation between MTSFY and VIGAX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018	0.21

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: 33
MTSFY Sharpe Ratio Rank: 34
MTSFY Sortino Ratio Rank: 30
MTSFY Omega Ratio Rank: 30
MTSFY Calmar Ratio Rank: 36
MTSFY Martin Ratio Rank: 34

VIGAX

VIGAX Risk / Return Rank: 34
VIGAX Sharpe Ratio Rank: 43
VIGAX Sortino Ratio Rank: 38
VIGAX Omega Ratio Rank: 39
VIGAX Calmar Ratio Rank: 24
VIGAX Martin Ratio Rank: 27

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	-0.16	1.92	-2.08
Sortino ratio: Return per unit of downside risk	-0.02	2.59	-2.61
Omega ratio: Gain probability vs. loss probability	1.00	1.33	-0.33
Calmar ratio: Return relative to maximum drawdown	-0.15	1.84	-1.99
Martin ratio: Return relative to average drawdown	-0.41	6.49	-6.90
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 -0.16, which is lower than the VIGAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of MTSFY and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MTSFY	VIGAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	1.92	-2.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.10	0.71	-0.60
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.11	0.48	-0.37

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	-34.20%	-16.51%	-17.69%
Max Drawdown (3Y) Largest decline over 3 years	-34.20%	-23.04%	-11.16%
Max Drawdown (5Y) Largest decline over 5 years	-34.20%	-35.63%	+1.43%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.63%	—
Current Drawdown Current decline from peak	-34.20%	-0.28%	-33.92%
Average Drawdown Average peak-to-trough decline	-19.91%	-11.96%	-7.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.42%	4.68%	+7.74%

Volatility

MTSFY vs. VIGAX - Volatility Comparison

Mitsui Fudosan Co Ltd ADR (MTSFY) has a higher volatility of 14.33% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 3.62%. 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	14.33%	3.62%	+10.71%
Volatility (6M) Calculated over the trailing 6-month period	24.62%	12.10%	+12.52%
Volatility (1Y) Calculated over the trailing 1-year period	31.20%	15.88%	+15.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.63%	22.35%	+7.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.73%	21.59%	+12.14%

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 0.36%.

Position	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	0.36%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%

Frequently Asked Questions

Can I hold both MTSFY and VIGAX in my portfolio?

MTSFY and VIGAX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MTSFY or VIGAX?

MTSFY has higher volatility (14.33%) compared to VIGAX (3.62%). In terms of maximum drawdown, MTSFY dropped -52.08% vs VIGAX's -50.66%.

Which has better risk-adjusted returns?

VIGAX currently has the higher Sharpe Ratio (1.92 vs -0.16), 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.