PortfoliosLab logoPortfoliosLab logo
VAGVX vs. VIGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VAGVX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both stocks are quite close, with VAGVX having a 11.10% return and VIGAX slightly lower at 10.82%.


VAGVX

1D
0.30%
1M
4.88%
YTD
11.10%
6M
12.56%
1Y
31.37%
3Y*
17.53%
5Y*
10Y*

VIGAX

1D
-0.28%
1M
7.54%
YTD
10.82%
6M
10.11%
1Y
29.44%
3Y*
26.45%
5Y*
15.71%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAGVX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VAGVX
Vanguard Advice Select Global Value Fund
11.10%24.78%8.69%12.39%-5.95%-0.55%
VIGAX
Vanguard Growth Index Fund Admiral Shares
10.82%19.43%32.67%46.76%-33.14%0.30%

Correlation

The correlation between VAGVX and VIGAX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.74

The correlation between VAGVX and VIGAX has been stable across timeframes, ranging from 0.65 to 0.74 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VAGVX vs. VIGAX — Risk / Return Rank

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

VAGVX
VAGVX Risk / Return Rank: 6767
Overall Rank
VAGVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VAGVX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VAGVX Omega Ratio Rank: 6060
Omega Ratio Rank
VAGVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VAGVX Martin Ratio Rank: 7070
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 3434
Overall Rank
VIGAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 3939
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2727
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.

VAGVX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) 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.


VAGVXVIGAXDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.43

1.33

+0.10

Calmar ratioReturn relative to maximum drawdown

3.28

1.84

+1.43

Martin ratioReturn relative to average drawdown

13.47

6.49

+6.98

VAGVX vs. VIGAX - Sharpe Ratio Comparison

The current VAGVX Sharpe Ratio is 2.45, which is comparable to the VIGAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VAGVX and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


VAGVXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.45

1.92

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.21

Drawdowns

VAGVX vs. VIGAX - Drawdown Comparison

The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VAGVX and VIGAX.


Loading charts...

Drawdown Indicators


VAGVXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-20.54%

-50.66%

+30.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.71%

-16.51%

+6.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.23%

-23.04%

+7.81%

Max Drawdown (5Y)

Largest decline over 5 years

-35.63%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

Current Drawdown

Current decline from peak

0.00%

-0.28%

+0.28%

Average Drawdown

Average peak-to-trough decline

-4.09%

-11.96%

+7.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

4.68%

-2.32%

Volatility

VAGVX vs. VIGAX - Volatility Comparison

Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 3.75% and 3.62%, 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.


Loading charts...

Volatility by Period


VAGVXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

3.62%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

12.10%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.01%

15.88%

-2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.53%

22.35%

-6.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.53%

21.59%

-6.06%

VAGVX vs. VIGAX - Expense Ratio Comparison

VAGVX has a 0.40% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Dividends

VAGVX vs. VIGAX - Dividend Comparison

VAGVX's dividend yield for the trailing twelve months is around 6.81%, more than VIGAX's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
VAGVX
Vanguard Advice Select Global Value Fund
6.81%7.56%7.49%1.41%0.65%0.13%0.00%0.00%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.36%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Frequently Asked Questions


VAGVX and VIGAX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VAGVX has higher volatility (3.75%) compared to VIGAX (3.62%). In terms of maximum drawdown, VAGVX dropped -20.54% vs VIGAX's -50.66%.

VAGVX currently has the higher Sharpe Ratio (2.45 vs 1.92), 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.

Portfolio Optimizer

Find the right allocation for VAGVX and VIGAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer