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VAIGX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VAIGX vs. VIGAX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.23%
13.90%
VAIGX
VIGAX

Returns By Period

In the year-to-date period, VAIGX achieves a 22.30% return, which is significantly lower than VIGAX's 30.41% return.


VAIGX

YTD

22.30%

1M

-1.97%

6M

6.36%

1Y

27.31%

5Y (annualized)

N/A

10Y (annualized)

N/A

VIGAX

YTD

30.41%

1M

2.57%

6M

15.02%

1Y

35.85%

5Y (annualized)

19.09%

10Y (annualized)

15.49%

Key characteristics


VAIGXVIGAX
Sharpe Ratio1.372.16
Sortino Ratio1.982.82
Omega Ratio1.251.40
Calmar Ratio0.732.82
Martin Ratio8.5311.07
Ulcer Index3.28%3.30%
Daily Std Dev20.38%16.88%
Max Drawdown-53.24%-50.66%
Current Drawdown-20.26%-1.20%

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VAIGX vs. VIGAX - Expense Ratio Comparison

VAIGX has a 0.42% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


VAIGX
Vanguard Advice Select International Growth Fund
Expense ratio chart for VAIGX: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Correlation

-0.50.00.51.00.8

The correlation between VAIGX and VIGAX is 0.83, 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.

Risk-Adjusted Performance

VAIGX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select International Growth Fund (VAIGX) 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.


Sharpe ratio
The chart of Sharpe ratio for VAIGX, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.005.001.372.16
The chart of Sortino ratio for VAIGX, currently valued at 1.98, compared to the broader market0.005.0010.001.982.82
The chart of Omega ratio for VAIGX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.40
The chart of Calmar ratio for VAIGX, currently valued at 0.73, compared to the broader market0.005.0010.0015.0020.0025.000.732.82
The chart of Martin ratio for VAIGX, currently valued at 8.53, compared to the broader market0.0020.0040.0060.0080.00100.008.5311.07
VAIGX
VIGAX

The current VAIGX Sharpe Ratio is 1.37, which is lower than the VIGAX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VAIGX and VIGAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.37
2.16
VAIGX
VIGAX

Dividends

VAIGX vs. VIGAX - Dividend Comparison

VAIGX's dividend yield for the trailing twelve months is around 0.11%, less than VIGAX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
VAIGX
Vanguard Advice Select International Growth Fund
0.11%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.48%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VAIGX vs. VIGAX - Drawdown Comparison

The maximum VAIGX drawdown since its inception was -53.24%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VAIGX and VIGAX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-20.26%
-1.20%
VAIGX
VIGAX

Volatility

VAIGX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Advice Select International Growth Fund (VAIGX) is 3.98%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.24%. This indicates that VAIGX 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
3.98%
5.24%
VAIGX
VIGAX