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

Key characteristics


VASVXVUG
YTD Return9.07%24.28%
1Y Return24.20%38.30%
3Y Return (Ann)7.99%6.87%
5Y Return (Ann)12.06%18.40%
10Y Return (Ann)9.20%15.23%
Sharpe Ratio1.872.39
Sortino Ratio2.653.08
Omega Ratio1.331.43
Calmar Ratio3.333.07
Martin Ratio8.3612.14
Ulcer Index3.23%3.28%
Daily Std Dev14.29%16.69%
Max Drawdown-55.70%-50.68%
Current Drawdown-3.10%-2.87%

Correlation

-0.50.00.51.00.8

The correlation between VASVX and VUG is 0.78, 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.

Performance

VASVX vs. VUG - Performance Comparison

In the year-to-date period, VASVX achieves a 9.07% return, which is significantly lower than VUG's 24.28% return. Over the past 10 years, VASVX has underperformed VUG with an annualized return of 9.20%, while VUG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.38%
12.36%
VASVX
VUG

Compare stocks, funds, or ETFs

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


VASVX vs. VUG - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is higher than VUG's 0.04% expense ratio.


VASVX
Vanguard Selected Value Fund
Expense ratio chart for VASVX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VASVX vs. VUG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and Vanguard Growth ETF (VUG). 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.


VASVX
Sharpe ratio
The chart of Sharpe ratio for VASVX, currently valued at 1.87, compared to the broader market0.002.004.001.87
Sortino ratio
The chart of Sortino ratio for VASVX, currently valued at 2.65, compared to the broader market0.005.0010.002.65
Omega ratio
The chart of Omega ratio for VASVX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for VASVX, currently valued at 3.33, compared to the broader market0.005.0010.0015.0020.003.33
Martin ratio
The chart of Martin ratio for VASVX, currently valued at 8.36, compared to the broader market0.0020.0040.0060.0080.00100.008.36
VUG
Sharpe ratio
The chart of Sharpe ratio for VUG, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for VUG, currently valued at 3.08, compared to the broader market0.005.0010.003.08
Omega ratio
The chart of Omega ratio for VUG, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for VUG, currently valued at 3.07, compared to the broader market0.005.0010.0015.0020.003.07
Martin ratio
The chart of Martin ratio for VUG, currently valued at 12.14, compared to the broader market0.0020.0040.0060.0080.00100.0012.14

VASVX vs. VUG - Sharpe Ratio Comparison

The current VASVX Sharpe Ratio is 1.87, which is comparable to the VUG Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of VASVX and VUG, 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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.87
2.39
VASVX
VUG

Dividends

VASVX vs. VUG - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 7.60%, more than VUG's 0.51% yield.


TTM20232022202120202019201820172016201520142013
VASVX
Vanguard Selected Value Fund
7.60%8.29%13.22%7.77%10.19%7.44%11.90%9.95%4.51%5.68%5.54%5.50%
VUG
Vanguard Growth ETF
0.51%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Drawdowns

VASVX vs. VUG - Drawdown Comparison

The maximum VASVX drawdown since its inception was -55.70%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VASVX and VUG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.10%
-2.87%
VASVX
VUG

Volatility

VASVX vs. VUG - Volatility Comparison

The current volatility for Vanguard Selected Value Fund (VASVX) is 3.32%, while Vanguard Growth ETF (VUG) has a volatility of 4.54%. This indicates that VASVX experiences smaller price fluctuations and is considered to be less risky than VUG 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
3.32%
4.54%
VASVX
VUG