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

Correlation

The correlation between VFSAX and VIGAX is 0.71, 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.


-0.50.00.51.00.7

Performance

VFSAX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
32.34%
191.91%
VFSAX
VIGAX

Key characteristics

Sharpe Ratio

VFSAX:

0.42

VIGAX:

1.94

Sortino Ratio

VFSAX:

0.64

VIGAX:

2.54

Omega Ratio

VFSAX:

1.08

VIGAX:

1.35

Calmar Ratio

VFSAX:

0.31

VIGAX:

2.60

Martin Ratio

VFSAX:

1.78

VIGAX:

10.17

Ulcer Index

VFSAX:

2.87%

VIGAX:

3.31%

Daily Std Dev

VFSAX:

12.02%

VIGAX:

17.36%

Max Drawdown

VFSAX:

-39.86%

VIGAX:

-50.66%

Current Drawdown

VFSAX:

-10.73%

VIGAX:

-3.64%

Returns By Period

In the year-to-date period, VFSAX achieves a 2.10% return, which is significantly lower than VIGAX's 33.18% return.


VFSAX

YTD

2.10%

1M

-1.24%

6M

-0.83%

1Y

4.19%

5Y*

3.49%

10Y*

N/A

VIGAX

YTD

33.18%

1M

3.24%

6M

9.96%

1Y

32.97%

5Y*

18.64%

10Y*

15.75%

Compare stocks, funds, or ETFs

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


VFSAX vs. VIGAX - Expense Ratio Comparison

VFSAX has a 0.16% 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%.


VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
Expense ratio chart for VFSAX: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VFSAX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) 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.


Sharpe ratio
The chart of Sharpe ratio for VFSAX, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.421.94
The chart of Sortino ratio for VFSAX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.642.54
The chart of Omega ratio for VFSAX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.35
The chart of Calmar ratio for VFSAX, currently valued at 0.31, compared to the broader market0.005.0010.0015.000.312.60
The chart of Martin ratio for VFSAX, currently valued at 1.78, compared to the broader market0.0020.0040.0060.001.7810.17
VFSAX
VIGAX

The current VFSAX Sharpe Ratio is 0.42, which is lower than the VIGAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VFSAX 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.42
1.94
VFSAX
VIGAX

Dividends

VFSAX vs. VIGAX - Dividend Comparison

VFSAX's dividend yield for the trailing twelve months is around 1.13%, more than VIGAX's 0.47% yield.


TTM20232022202120202019201820172016201520142013
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
1.13%3.05%2.22%2.67%1.85%3.18%0.00%0.00%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.47%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VFSAX vs. VIGAX - Drawdown Comparison

The maximum VFSAX drawdown since its inception was -39.86%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VFSAX and VIGAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.73%
-3.64%
VFSAX
VIGAX

Volatility

VFSAX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) is 3.16%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 4.93%. This indicates that VFSAX 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.16%
4.93%
VFSAX
VIGAX
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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.

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