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VASGX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

VASGX vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Growth Fund (VASGX) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


VASGX

1D
0.29%
1M
1.82%
YTD
10.43%
6M
10.95%
1Y
24.89%
3Y*
17.81%
5Y*
8.92%
10Y*
10.69%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VASGX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VASGX
Vanguard LifeStrategy Growth Fund
10.43%19.65%12.95%18.76%-17.21%14.35%15.45%23.14%-6.89%19.21%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

VASGX vs. USD=X — Risk / Return Rank

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

VASGX
VASGX Risk / Return Rank: 6969
Overall Rank
VASGX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VASGX Sortino Ratio Rank: 6868
Sortino Ratio Rank
VASGX Omega Ratio Rank: 6767
Omega Ratio Rank
VASGX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VASGX Martin Ratio Rank: 7373
Martin Ratio Rank

USD=X
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.

VASGX vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Growth Fund (VASGX) and USD Cash (USD=X). 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.


VASGXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.44

Calmar ratioReturn relative to maximum drawdown

3.03

Martin ratioReturn relative to average drawdown

13.36

VASGX vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


VASGXUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

Drawdowns

VASGX vs. USD=X - Drawdown Comparison

The maximum VASGX drawdown since its inception was -51.16%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VASGX and USD=X.


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Drawdown Indicators


VASGXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-51.16%

0.00%

-51.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

0.00%

-8.17%

Max Drawdown (3Y)

Largest decline over 3 years

-12.89%

0.00%

-12.89%

Max Drawdown (5Y)

Largest decline over 5 years

-24.43%

0.00%

-24.43%

Max Drawdown (10Y)

Largest decline over 10 years

-28.53%

0.00%

-28.53%

Current Drawdown

Current decline from peak

-0.39%

0.00%

-0.39%

Average Drawdown

Average peak-to-trough decline

-7.25%

0.00%

-7.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

0.00%

+1.85%

Volatility

VASGX vs. USD=X - Volatility Comparison

Vanguard LifeStrategy Growth Fund (VASGX) has a higher volatility of 3.15% compared to USD Cash (USD=X) at 0.00%. This indicates that VASGX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VASGXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.15%

0.00%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

0.00%

+8.29%

Volatility (1Y)

Calculated over the trailing 1-year period

10.36%

0.00%

+10.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.77%

0.00%

+12.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.48%

0.00%

+13.48%

Frequently Asked Questions


VASGX has higher volatility (3.15%) compared to USD=X (0.00%). In terms of maximum drawdown, VASGX dropped -51.16% vs USD=X's 0.00%.

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