VASGX vs. ^GSPC
Compare and contrast key facts about Vanguard LifeStrategy Growth Fund (VASGX) and S&P 500 (^GSPC).
VASGX is managed by Vanguard. It was launched on Sep 30, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VASGX or ^GSPC.
Performance
VASGX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VASGX achieves a 14.46% return, which is significantly lower than ^GSPC's 25.15% return. Over the past 10 years, VASGX has underperformed ^GSPC with an annualized return of 7.01%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.
VASGX
14.46%
0.06%
7.60%
20.01%
8.03%
7.01%
^GSPC
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Key characteristics
| VASGX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.14 | 2.53 |
| Sortino Ratio | 2.98 | 3.39 |
| Omega Ratio | 1.39 | 1.47 |
| Calmar Ratio | 2.19 | 3.65 |
| Martin Ratio | 13.65 | 16.21 |
| Ulcer Index | 1.49% | 1.91% |
| Daily Std Dev | 9.48% | 12.23% |
| Max Drawdown | -51.16% | -56.78% |
| Current Drawdown | -1.22% | -0.53% |
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Correlation
The correlation between VASGX and ^GSPC is 0.96, 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
VASGX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and S&P 500 (^GSPC). 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.
Drawdowns
VASGX vs. ^GSPC - Drawdown Comparison
The maximum VASGX drawdown since its inception was -51.16%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VASGX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VASGX vs. ^GSPC - Volatility Comparison
The current volatility for Vanguard LifeStrategy Growth Fund (VASGX) is 2.54%, while S&P 500 (^GSPC) has a volatility of 3.97%. This indicates that VASGX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.