PortfoliosLab logoPortfoliosLab logo
VFINX vs. IWF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VFINX vs. IWF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Investor Shares (VFINX) and iShares Russell 1000 Growth ETF (IWF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, VFINX achieves a 6.66% return, which is significantly higher than IWF's 2.83% return. Over the past 10 years, VFINX has underperformed IWF with an annualized return of 15.00%, while IWF has yielded a comparatively higher 18.15% annualized return.


VFINX

1D
-1.62%
1M
-1.70%
YTD
6.66%
6M
5.86%
1Y
21.97%
3Y*
20.58%
5Y*
12.79%
10Y*
15.00%

IWF

1D
1.57%
1M
-1.44%
YTD
2.83%
6M
1.71%
1Y
19.30%
3Y*
22.57%
5Y*
13.90%
10Y*
18.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VFINX vs. IWF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VFINX
Vanguard 500 Index Fund Investor Shares
6.66%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%
IWF
iShares Russell 1000 Growth ETF
2.83%18.33%33.12%42.59%-29.31%27.43%38.25%35.86%-1.67%29.95%

Correlation

The correlation between VFINX and IWF is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.94

The correlation between VFINX and IWF has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

VFINX vs. IWF — Risk / Return Rank

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

VFINX
VFINX Risk / Return Rank: 5353
Overall Rank
VFINX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VFINX Omega Ratio Rank: 4949
Omega Ratio Rank
VFINX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VFINX Martin Ratio Rank: 6868
Martin Ratio Rank

IWF
IWF Risk / Return Rank: 3636
Overall Rank
IWF Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
IWF Sortino Ratio Rank: 3939
Sortino Ratio Rank
IWF Omega Ratio Rank: 3939
Omega Ratio Rank
IWF Calmar Ratio Rank: 2929
Calmar Ratio Rank
IWF Martin Ratio Rank: 3232
Martin Ratio Rank
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.

VFINX vs. IWF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) and iShares Russell 1000 Growth ETF (IWF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VFINXIWFDifference
Sharpe ratioReturn per unit of total volatility

+0.56

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.32

1.22

+0.11

Calmar ratioReturn relative to maximum drawdown

2.44

1.19

+1.25

Martin ratioReturn relative to average drawdown

11.11

3.93

+7.18

VFINX vs. IWF - Sharpe Ratio Comparison

The current VFINX Sharpe Ratio is 1.77, which is higher than the IWF Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VFINX and IWF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VFINX vs. IWF - Drawdown Comparison

The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum IWF drawdown of -64.25%. Use the drawdown chart below to compare losses from any high point for VFINX and IWF.


Loading charts...

Drawdown Indicators


VFINXIWFDifference

Max Drawdown

Largest peak-to-trough decline

-55.25%

-64.25%

+9.00%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-16.27%

+7.35%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-23.36%

+4.60%

Max Drawdown (5Y)

Largest decline over 5 years

-24.59%

-32.72%

+8.13%

Max Drawdown (10Y)

Largest decline over 10 years

-33.83%

-32.72%

-1.11%

Current Drawdown

Current decline from peak

-4.46%

-5.59%

+1.13%

Average Drawdown

Average peak-to-trough decline

-8.28%

-22.06%

+13.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.95%

4.92%

-2.97%

Volatility

VFINX vs. IWF - Volatility Comparison

The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 4.04%, while iShares Russell 1000 Growth ETF (IWF) has a volatility of 5.43%. This indicates that VFINX experiences smaller price fluctuations and is considered to be less risky than IWF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VFINXIWFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

5.43%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.56%

12.40%

-2.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.26%

15.96%

-3.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

21.47%

-4.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

21.01%

-2.92%

VFINX vs. IWF - Expense Ratio Comparison

VFINX has a 0.14% expense ratio, which is lower than IWF's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VFINX vs. IWF - Dividend Comparison

VFINX's dividend yield for the trailing twelve months is around 0.97%, more than IWF's 0.35% yield.


PositionTTM20252024202320222021202020192018201720162015
IWF
iShares Russell 1000 Growth ETF
0.35%0.36%0.46%0.67%0.91%0.49%0.66%0.99%1.27%1.10%1.43%1.37%
VFINX
Vanguard 500 Index Fund Investor Shares
0.97%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Frequently Asked Questions


With a correlation of 0.92, VFINX and IWF move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

IWF has higher volatility (5.43%) compared to VFINX (4.04%). In terms of maximum drawdown, VFINX dropped -55.25% vs IWF's -64.25%.

VFINX currently has the higher Sharpe Ratio (1.77 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VFINX and IWF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer