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

Correlation

The correlation between VCSAX and VIGAX is 0.73, 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

VCSAX vs. VIGAX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VCSAX:

0.81

VIGAX:

0.62

Sortino Ratio

VCSAX:

1.12

VIGAX:

1.08

Omega Ratio

VCSAX:

1.14

VIGAX:

1.15

Calmar Ratio

VCSAX:

1.07

VIGAX:

0.73

Martin Ratio

VCSAX:

3.40

VIGAX:

2.49

Ulcer Index

VCSAX:

2.80%

VIGAX:

6.76%

Daily Std Dev

VCSAX:

13.24%

VIGAX:

25.49%

Max Drawdown

VCSAX:

-34.34%

VIGAX:

-50.66%

Current Drawdown

VCSAX:

-0.60%

VIGAX:

-4.60%

Returns By Period

In the year-to-date period, VCSAX achieves a 6.32% return, which is significantly higher than VIGAX's -0.60% return. Over the past 10 years, VCSAX has underperformed VIGAX with an annualized return of 8.49%, while VIGAX has yielded a comparatively higher 15.00% annualized return.


VCSAX

YTD

6.32%

1M

2.64%

6M

5.03%

1Y

9.98%

3Y*

9.90%

5Y*

11.69%

10Y*

8.49%

VIGAX

YTD

-0.60%

1M

19.06%

6M

1.25%

1Y

15.75%

3Y*

21.96%

5Y*

17.26%

10Y*

15.00%

*Annualized

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VCSAX vs. VIGAX - Expense Ratio Comparison

VCSAX has a 0.10% expense ratio, which is higher than VIGAX's 0.05% 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%.


Risk-Adjusted Performance

VCSAX vs. VIGAX — Risk-Adjusted Performance Rank

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

VCSAX
The Risk-Adjusted Performance Rank of VCSAX is 7474
Overall Rank
The Sharpe Ratio Rank of VCSAX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VCSAX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VCSAX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VCSAX is 8585
Calmar Ratio Rank
The Martin Ratio Rank of VCSAX is 7878
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 6767
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VCSAX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) 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.


The current VCSAX Sharpe Ratio is 0.81, which is comparable to the VIGAX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of VCSAX 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.


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Dividends

VCSAX vs. VIGAX - Dividend Comparison

VCSAX's dividend yield for the trailing twelve months is around 2.34%, more than VIGAX's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VCSAX
Vanguard Consumer Staples Index Fund Admiral Shares
2.34%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.40%2.56%1.92%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.47%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

VCSAX vs. VIGAX - Drawdown Comparison

The maximum VCSAX drawdown since its inception was -34.34%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VCSAX and VIGAX. For additional features, visit the drawdowns tool.


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Volatility

VCSAX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) is 3.66%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 6.11%. This indicates that VCSAX 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.


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