NGVC vs. VTSAX
NGVC (Natural Grocers by Vitamin Cottage, Inc.) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, NGVC returned 14.05%/yr vs 14.62%/yr for VTSAX. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
NGVC vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, NGVC achieves a 34.06% return, which is significantly higher than VTSAX's 10.50% return. Both investments have delivered pretty close results over the past 10 years, with NGVC having a 14.05% annualized return and VTSAX not far ahead at 14.62%.
NGVC
- 1D
- 3.62%
- 1M
- 1.90%
- 6M
- 19.77%
- YTD
- 34.06%
- 1Y
- -11.49%
- 3Y*
- 41.97%
- 5Y*
- 28.63%
- 10Y*
- 14.05%
- ALL TIME*
- 7.08%
VTSAX
- 1D
- 0.57%
- 1M
- -0.21%
- 6M
- 8.16%
- YTD
- 10.50%
- 1Y
- 21.79%
- 3Y*
- 18.92%
- 5Y*
- 11.73%
- 10Y*
- 14.62%
- ALL TIME*
- 9.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.33M | $3.28M | $3.91M | |
| $0.00 | $0.00 | $0.00 |
NGVC vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 34.06% | -36.07% | 152.51% | 91.83% | -34.02% | 6.24% | 62.34% | -35.12% | 71.67% | -24.89% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 10.50% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between NGVC and VTSAX is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.23 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jul 25, 2012 | 0.26 |
Over the past year, the correlation between NGVC and VTSAX has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
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Return for Risk
NGVC vs. VTSAX — Risk / Return Rank
NGVC
VTSAX
NGVC vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Natural Grocers by Vitamin Cottage, Inc. (NGVC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| NGVC | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.26 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.23 | -2.50 |
| Martin ratioReturn relative to average drawdown | -0.42 | 9.63 | -10.05 |
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Drawdowns
NGVC vs. VTSAX - Drawdown Comparison
The maximum NGVC drawdown since its inception was -89.04%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for NGVC and VTSAX.
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Drawdown Indicators
| NGVC | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.04% | -55.33% | -33.71% |
Max Drawdown (1Y)Largest decline over 1 year | -41.80% | -8.92% | -32.88% |
Max Drawdown (3Y)Largest decline over 3 years | -59.87% | -19.36% | -40.51% |
Max Drawdown (5Y)Largest decline over 5 years | -63.34% | -25.36% | -37.98% |
Max Drawdown (10Y)Largest decline over 10 years | -73.77% | -34.97% | -38.80% |
Current DrawdownCurrent decline from peak | -43.17% | -1.32% | -41.85% |
Average DrawdownAverage peak-to-trough decline | -52.49% | -8.96% | -43.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.38% | 2.06% | +25.32% |
Volatility
NGVC vs. VTSAX - Volatility Comparison
Natural Grocers by Vitamin Cottage, Inc. (NGVC) has a higher volatility of 12.37% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.46%. This indicates that NGVC's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NGVC | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.37% | 3.46% | +8.91% |
Volatility (6M)Calculated over the trailing 6-month period | 26.10% | 10.28% | +15.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.96% | 13.14% | +26.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.23% | 17.46% | +30.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.71% | 18.41% | +37.30% |
Dividends
NGVC vs. VTSAX - Dividend Comparison
NGVC's dividend yield for the trailing twelve months is around 1.72%, more than VTSAX's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NGVC Natural Grocers by Vitamin Cottage, Inc. | 1.72% | 2.04% | 1.06% | 8.75% | 4.38% | 2.18% | 16.59% | 0.71% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.05% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
NGVC and VTSAX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NGVC has higher volatility (12.37%) compared to VTSAX (3.46%). In terms of maximum drawdown, NGVC dropped -89.04% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.51 vs -0.29), 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.
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