SAGPX vs. VTCLX
SAGPX (Principal Strategic Asset Management Conservative Growth Portfolio) and VTCLX (Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares) are both mutual funds - SAGPX is a Diversified Portfolio fund managed by BlackRock, while VTCLX is a Large Cap Blend Equities fund managed by BlackRock. Over the past 10 years, SAGPX returned 10.94%/yr vs 15.47%/yr for VTCLX. Their correlation of 0.91 suggests significant overlap in exposure. SAGPX charges 0.60%/yr vs 0.09%/yr for VTCLX.
Performance
SAGPX vs. VTCLX - Performance Comparison
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Returns By Period
In the year-to-date period, SAGPX achieves a 10.06% return, which is significantly lower than VTCLX's 11.31% return. Over the past 10 years, SAGPX has underperformed VTCLX with an annualized return of 10.94%, while VTCLX has yielded a comparatively higher 15.47% annualized return.
SAGPX
- 1D
- 0.47%
- 1M
- 4.20%
- YTD
- 10.06%
- 6M
- 10.63%
- 1Y
- 22.53%
- 3Y*
- 19.52%
- 5Y*
- 9.78%
- 10Y*
- 10.94%
VTCLX
- 1D
- 0.22%
- 1M
- 5.61%
- YTD
- 11.31%
- 6M
- 11.26%
- 1Y
- 28.29%
- 3Y*
- 22.21%
- 5Y*
- 13.46%
- 10Y*
- 15.47%
SAGPX vs. VTCLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | 10.06% | 15.24% | 21.99% | 18.93% | -18.09% | 17.13% | 12.53% | 23.55% | -7.12% | 19.33% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 11.31% | 17.44% | 23.76% | 26.62% | -19.07% | 26.87% | 21.08% | 31.47% | -4.98% | 22.40% |
Correlation
The correlation between SAGPX and VTCLX is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2001 | 0.91 |
The correlation between SAGPX and VTCLX has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.
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Return for Risk
SAGPX vs. VTCLX — Risk / Return Rank
SAGPX
VTCLX
SAGPX vs. VTCLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.
| SAGPX | VTCLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 3.32 | -0.41 |
| Martin ratioReturn relative to average drawdown | 13.14 | 15.43 | -2.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAGPX | VTCLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.28 | 2.43 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.72 | 0.79 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.80 | 0.85 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.53 | -0.02 |
Drawdowns
SAGPX vs. VTCLX - Drawdown Comparison
The maximum SAGPX drawdown since its inception was -49.37%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for SAGPX and VTCLX.
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Drawdown Indicators
| SAGPX | VTCLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.37% | -55.18% | +5.81% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -8.79% | +0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -19.01% | +5.33% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -24.98% | +0.09% |
Max Drawdown (10Y)Largest decline over 10 years | -30.48% | -34.56% | +4.08% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -7.63% | -7.57% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.89% | -0.14% |
Volatility
SAGPX vs. VTCLX - Volatility Comparison
Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) has a higher volatility of 3.03% compared to Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) at 2.86%. This indicates that SAGPX's price experiences larger fluctuations and is considered to be riskier than VTCLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAGPX | VTCLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.03% | 2.86% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 9.09% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 12.01% | -1.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.66% | 17.22% | -3.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.76% | 18.28% | -4.52% |
SAGPX vs. VTCLX - Expense Ratio Comparison
SAGPX has a 0.60% expense ratio, which is higher than VTCLX's 0.09% expense ratio.
Dividends
SAGPX vs. VTCLX - Dividend Comparison
SAGPX's dividend yield for the trailing twelve months is around 12.22%, more than VTCLX's 0.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | 12.22% | 13.45% | 13.19% | 1.22% | 11.82% | 8.20% | 3.37% | 3.93% | 14.06% | 8.42% | 3.33% | 11.07% |
VTCLX Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares | 0.85% | 0.93% | 1.04% | 1.24% | 1.47% | 1.04% | 1.32% | 1.52% | 1.83% | 1.57% | 1.76% | 1.69% |
Frequently Asked Questions
With a correlation of 0.95, SAGPX and VTCLX 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.
SAGPX has higher volatility (3.03%) compared to VTCLX (2.86%). In terms of maximum drawdown, SAGPX dropped -49.37% vs VTCLX's -55.18%.
VTCLX currently has the higher Sharpe Ratio (2.43 vs 2.28), 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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