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NAESX vs. VMGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NAESX and VMGIX is 0.91, 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.


-0.50.00.51.00.9

Performance

NAESX vs. VMGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Index Fund (NAESX) and Vanguard Mid-Cap Growth Index Fund (VMGIX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.37%
12.73%
NAESX
VMGIX

Key characteristics

Sharpe Ratio

NAESX:

1.00

VMGIX:

1.43

Sortino Ratio

NAESX:

1.47

VMGIX:

1.97

Omega Ratio

NAESX:

1.18

VMGIX:

1.25

Calmar Ratio

NAESX:

1.45

VMGIX:

1.14

Martin Ratio

NAESX:

5.24

VMGIX:

8.19

Ulcer Index

NAESX:

3.27%

VMGIX:

2.64%

Daily Std Dev

NAESX:

17.05%

VMGIX:

15.11%

Max Drawdown

NAESX:

-59.77%

VMGIX:

-60.20%

Current Drawdown

NAESX:

-7.12%

VMGIX:

-5.59%

Returns By Period

In the year-to-date period, NAESX achieves a 14.79% return, which is significantly lower than VMGIX's 18.70% return. Over the past 10 years, NAESX has underperformed VMGIX with an annualized return of 9.03%, while VMGIX has yielded a comparatively higher 10.41% annualized return.


NAESX

YTD

14.79%

1M

-2.83%

6M

11.93%

1Y

15.28%

5Y*

9.29%

10Y*

9.03%

VMGIX

YTD

18.70%

1M

-2.13%

6M

12.72%

1Y

19.04%

5Y*

10.98%

10Y*

10.41%

Compare stocks, funds, or ETFs

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


NAESX vs. VMGIX - Expense Ratio Comparison

NAESX has a 0.17% expense ratio, which is lower than VMGIX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VMGIX
Vanguard Mid-Cap Growth Index Fund
Expense ratio chart for VMGIX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for NAESX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

NAESX vs. VMGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and Vanguard Mid-Cap Growth Index Fund (VMGIX). 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 NAESX, currently valued at 1.00, compared to the broader market-1.000.001.002.003.004.001.001.43
The chart of Sortino ratio for NAESX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.471.97
The chart of Omega ratio for NAESX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.25
The chart of Calmar ratio for NAESX, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.0012.0014.001.451.14
The chart of Martin ratio for NAESX, currently valued at 5.24, compared to the broader market0.0020.0040.0060.005.248.19
NAESX
VMGIX

The current NAESX Sharpe Ratio is 1.00, which is comparable to the VMGIX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of NAESX and VMGIX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.00
1.43
NAESX
VMGIX

Dividends

NAESX vs. VMGIX - Dividend Comparison

NAESX's dividend yield for the trailing twelve months is around 0.83%, more than VMGIX's 0.38% yield.


TTM20232022202120202019201820172016201520142013
NAESX
Vanguard Small Cap Index Fund
0.83%1.44%1.41%1.12%1.05%1.28%1.53%1.24%1.39%1.35%1.27%1.17%
VMGIX
Vanguard Mid-Cap Growth Index Fund
0.38%0.60%0.64%0.23%0.46%0.67%0.70%0.61%0.70%0.69%0.64%0.48%

Drawdowns

NAESX vs. VMGIX - Drawdown Comparison

The maximum NAESX drawdown since its inception was -59.77%, roughly equal to the maximum VMGIX drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for NAESX and VMGIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.12%
-5.59%
NAESX
VMGIX

Volatility

NAESX vs. VMGIX - Volatility Comparison

Vanguard Small Cap Index Fund (NAESX) and Vanguard Mid-Cap Growth Index Fund (VMGIX) have volatilities of 5.65% and 5.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.65%
5.66%
NAESX
VMGIX
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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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