PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VASIX vs. VONG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VASIX and VONG is 0.59, 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.


-0.50.00.51.00.6

Performance

VASIX vs. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
69.59%
840.40%
VASIX
VONG

Key characteristics

Sharpe Ratio

VASIX:

1.12

VONG:

2.15

Sortino Ratio

VASIX:

1.60

VONG:

2.77

Omega Ratio

VASIX:

1.19

VONG:

1.39

Calmar Ratio

VASIX:

0.68

VONG:

2.81

Martin Ratio

VASIX:

5.19

VONG:

11.01

Ulcer Index

VASIX:

1.04%

VONG:

3.35%

Daily Std Dev

VASIX:

4.84%

VONG:

17.17%

Max Drawdown

VASIX:

-18.17%

VONG:

-32.72%

Current Drawdown

VASIX:

-2.02%

VONG:

-2.62%

Returns By Period

In the year-to-date period, VASIX achieves a 4.82% return, which is significantly lower than VONG's 35.22% return. Over the past 10 years, VASIX has underperformed VONG with an annualized return of 3.20%, while VONG has yielded a comparatively higher 16.75% annualized return.


VASIX

YTD

4.82%

1M

-0.13%

6M

2.90%

1Y

5.20%

5Y*

1.93%

10Y*

3.20%

VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

Compare stocks, funds, or ETFs

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


VASIX vs. VONG - Expense Ratio Comparison

VASIX has a 0.11% expense ratio, which is higher than VONG's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VASIX
Vanguard LifeStrategy Income Fund
Expense ratio chart for VASIX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VASIX vs. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Income Fund (VASIX) and Vanguard Russell 1000 Growth ETF (VONG). 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 VASIX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.122.15
The chart of Sortino ratio for VASIX, currently valued at 1.60, compared to the broader market-2.000.002.004.006.008.0010.001.602.77
The chart of Omega ratio for VASIX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.39
The chart of Calmar ratio for VASIX, currently valued at 0.68, compared to the broader market0.002.004.006.008.0010.0012.0014.000.682.81
The chart of Martin ratio for VASIX, currently valued at 5.19, compared to the broader market0.0020.0040.0060.005.1911.01
VASIX
VONG

The current VASIX Sharpe Ratio is 1.12, which is lower than the VONG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of VASIX and VONG, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.12
2.15
VASIX
VONG

Dividends

VASIX vs. VONG - Dividend Comparison

VASIX's dividend yield for the trailing twelve months is around 3.55%, more than VONG's 0.41% yield.


TTM20232022202120202019201820172016201520142013
VASIX
Vanguard LifeStrategy Income Fund
3.55%3.18%2.03%2.08%1.72%2.71%2.78%2.28%2.20%2.17%2.08%1.99%
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VASIX vs. VONG - Drawdown Comparison

The maximum VASIX drawdown since its inception was -18.17%, smaller than the maximum VONG drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VASIX and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.02%
-2.62%
VASIX
VONG

Volatility

VASIX vs. VONG - Volatility Comparison

The current volatility for Vanguard LifeStrategy Income Fund (VASIX) is 1.51%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 4.94%. This indicates that VASIX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
1.51%
4.94%
VASIX
VONG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab