STSEX vs. VIGAX
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and Vanguard Growth Index Fund Admiral Shares (VIGAX).
STSEX is managed by Blackrock. It was launched on Dec 17, 1976. VIGAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STSEX or VIGAX.
Key characteristics
| STSEX | VIGAX | |
|---|---|---|
| YTD Return | 18.87% | 31.63% |
| 1Y Return | 25.96% | 44.89% |
| 3Y Return (Ann) | 10.90% | 9.04% |
| 5Y Return (Ann) | 15.26% | 19.61% |
| 10Y Return (Ann) | 11.82% | 15.83% |
| Sharpe Ratio | 2.41 | 2.57 |
| Sortino Ratio | 3.19 | 3.31 |
| Omega Ratio | 1.44 | 1.47 |
| Calmar Ratio | 3.68 | 3.38 |
| Martin Ratio | 16.32 | 13.29 |
| Ulcer Index | 1.55% | 3.29% |
| Daily Std Dev | 10.51% | 16.97% |
| Max Drawdown | -49.89% | -50.66% |
| Current Drawdown | -0.45% | 0.00% |
Correlation
The correlation between STSEX and VIGAX is 0.89, 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.
Performance
STSEX vs. VIGAX - Performance Comparison
In the year-to-date period, STSEX achieves a 18.87% return, which is significantly lower than VIGAX's 31.63% return. Over the past 10 years, STSEX has underperformed VIGAX with an annualized return of 11.82%, while VIGAX has yielded a comparatively higher 15.83% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STSEX vs. VIGAX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is higher than VIGAX's 0.05% expense ratio.
Risk-Adjusted Performance
STSEX vs. VIGAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) 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.
Dividends
STSEX vs. VIGAX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.90%, more than VIGAX's 0.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.90% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% | 2.43% | 1.65% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.47% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
Drawdowns
STSEX vs. VIGAX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for STSEX and VIGAX. For additional features, visit the drawdowns tool.
Volatility
STSEX vs. VIGAX - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 4.44%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.05%. This indicates that STSEX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.