PortfoliosLab logo
VFFIX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFFIX and VIGAX is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

VFFIX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory INCORE Fund for Income Class I (VFFIX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VFFIX:

2.84

VIGAX:

0.73

Sortino Ratio

VFFIX:

4.50

VIGAX:

1.05

Omega Ratio

VFFIX:

1.75

VIGAX:

1.15

Calmar Ratio

VFFIX:

2.59

VIGAX:

0.71

Martin Ratio

VFFIX:

15.48

VIGAX:

2.40

Ulcer Index

VFFIX:

0.38%

VIGAX:

6.79%

Daily Std Dev

VFFIX:

2.03%

VIGAX:

25.59%

Max Drawdown

VFFIX:

-8.52%

VIGAX:

-50.66%

Current Drawdown

VFFIX:

-0.33%

VIGAX:

-3.17%

Returns By Period

In the year-to-date period, VFFIX achieves a 2.39% return, which is significantly higher than VIGAX's 0.89% return. Over the past 10 years, VFFIX has underperformed VIGAX with an annualized return of 1.36%, while VIGAX has yielded a comparatively higher 15.26% annualized return.


VFFIX

YTD

2.39%

1M

-0.19%

6M

2.53%

1Y

5.56%

3Y*

3.03%

5Y*

0.73%

10Y*

1.36%

VIGAX

YTD

0.89%

1M

7.67%

6M

1.35%

1Y

18.40%

3Y*

19.97%

5Y*

17.14%

10Y*

15.26%

*Annualized

Compare stocks, funds, or ETFs

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


VFFIX vs. VIGAX - Expense Ratio Comparison

VFFIX has a 0.64% expense ratio, which is higher than VIGAX's 0.05% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VFFIX vs. VIGAX — Risk-Adjusted Performance Rank

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

VFFIX
The Risk-Adjusted Performance Rank of VFFIX is 9696
Overall Rank
The Sharpe Ratio Rank of VFFIX is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFIX is 9696
Sortino Ratio Rank
The Omega Ratio Rank of VFFIX is 9696
Omega Ratio Rank
The Calmar Ratio Rank of VFFIX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of VFFIX is 9696
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 5656
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 5252
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.

VFFIX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory INCORE Fund for Income Class I (VFFIX) 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 VFFIX Sharpe Ratio is 2.84, which is higher than the VIGAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VFFIX 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VFFIX vs. VIGAX - Dividend Comparison

VFFIX's dividend yield for the trailing twelve months is around 5.29%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
VFFIX
Victory INCORE Fund for Income Class I
5.29%5.62%5.68%5.71%5.26%4.90%5.43%5.89%5.51%5.50%5.38%5.12%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

VFFIX vs. VIGAX - Drawdown Comparison

The maximum VFFIX drawdown since its inception was -8.52%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VFFIX and VIGAX.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VFFIX vs. VIGAX - Volatility Comparison

The current volatility for Victory INCORE Fund for Income Class I (VFFIX) is 0.86%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.77%. This indicates that VFFIX 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.


Loading data...