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TGFRX vs. VTIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TGFRX vs. VTIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tanaka Growth Fund (TGFRX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). The values are adjusted to include any dividend payments, if applicable.

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TGFRX vs. VTIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TGFRX
Tanaka Growth Fund
-3.59%39.56%17.98%50.24%-22.62%26.54%50.87%18.78%-25.18%7.28%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
-1.02%32.18%5.34%15.28%-16.02%8.59%11.27%21.52%-14.46%27.54%

Returns By Period

In the year-to-date period, TGFRX achieves a -3.59% return, which is significantly lower than VTIAX's -1.02% return. Over the past 10 years, TGFRX has outperformed VTIAX with an annualized return of 13.08%, while VTIAX has yielded a comparatively lower 8.51% annualized return.


TGFRX

1D
-1.92%
1M
-9.89%
YTD
-3.59%
6M
1.02%
1Y
26.15%
3Y*
28.80%
5Y*
10.69%
10Y*
13.08%

VTIAX

1D
-0.17%
1M
-11.11%
YTD
-1.02%
6M
3.45%
1Y
24.00%
3Y*
14.20%
5Y*
6.87%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TGFRX vs. VTIAX - Expense Ratio Comparison

TGFRX has a 2.19% expense ratio, which is higher than VTIAX's 0.11% expense ratio.


Return for Risk

TGFRX vs. VTIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TGFRX
TGFRX Risk / Return Rank: 7474
Overall Rank
TGFRX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
TGFRX Sortino Ratio Rank: 8080
Sortino Ratio Rank
TGFRX Omega Ratio Rank: 7070
Omega Ratio Rank
TGFRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
TGFRX Martin Ratio Rank: 6161
Martin Ratio Rank

VTIAX
VTIAX Risk / Return Rank: 8080
Overall Rank
VTIAX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VTIAX Sortino Ratio Rank: 8080
Sortino Ratio Rank
VTIAX Omega Ratio Rank: 7878
Omega Ratio Rank
VTIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
VTIAX Martin Ratio Rank: 7878
Martin Ratio Rank
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.

TGFRX vs. VTIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tanaka Growth Fund (TGFRX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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.


TGFRXVTIAXDifference

Sharpe ratio

Return per unit of total volatility

1.31

1.50

-0.18

Sortino ratio

Return per unit of downside risk

2.02

1.99

+0.03

Omega ratio

Gain probability vs. loss probability

1.26

1.30

-0.04

Calmar ratio

Return relative to maximum drawdown

2.24

1.92

+0.32

Martin ratio

Return relative to average drawdown

5.75

7.64

-1.89

TGFRX vs. VTIAX - Sharpe Ratio Comparison

The current TGFRX Sharpe Ratio is 1.31, which is comparable to the VTIAX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of TGFRX and VTIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TGFRXVTIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

1.50

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.47

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.54

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.38

-0.36

Correlation

The correlation between TGFRX and VTIAX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TGFRX vs. VTIAX - Dividend Comparison

TGFRX's dividend yield for the trailing twelve months is around 13.51%, more than VTIAX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
TGFRX
Tanaka Growth Fund
13.51%13.02%6.89%0.00%0.11%7.44%0.00%0.00%0.00%0.00%0.00%0.00%
VTIAX
Vanguard Total International Stock Index Fund Admiral Shares
3.03%3.15%3.33%3.22%3.04%3.05%2.10%3.04%3.16%2.73%2.93%2.84%

Drawdowns

TGFRX vs. VTIAX - Drawdown Comparison

The maximum TGFRX drawdown since its inception was -95.35%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for TGFRX and VTIAX.


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Drawdown Indicators


TGFRXVTIAXDifference

Max Drawdown

Largest peak-to-trough decline

-95.35%

-35.83%

-59.52%

Max Drawdown (1Y)

Largest decline over 1 year

-16.01%

-11.28%

-4.73%

Max Drawdown (5Y)

Largest decline over 5 years

-95.35%

-29.56%

-65.79%

Max Drawdown (10Y)

Largest decline over 10 years

-95.35%

-35.83%

-59.52%

Current Drawdown

Current decline from peak

-92.80%

-11.28%

-81.52%

Average Drawdown

Average peak-to-trough decline

-31.67%

-8.15%

-23.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

2.84%

+4.37%

Volatility

TGFRX vs. VTIAX - Volatility Comparison

Tanaka Growth Fund (TGFRX) has a higher volatility of 11.19% compared to Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) at 6.80%. This indicates that TGFRX's price experiences larger fluctuations and is considered to be riskier than VTIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TGFRXVTIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.19%

6.80%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.73%

10.50%

+13.23%

Volatility (1Y)

Calculated over the trailing 1-year period

34.96%

15.53%

+19.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

793.45%

14.80%

+778.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

561.16%

15.83%

+545.33%