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

Key characteristics


VFSAXVIGAX
YTD Return6.62%21.13%
1Y Return13.43%31.11%
3Y Return (Ann)-1.93%8.02%
5Y Return (Ann)5.89%18.19%
Sharpe Ratio1.141.83
Daily Std Dev12.79%17.39%
Max Drawdown-39.86%-50.66%
Current Drawdown-6.77%-4.18%

Correlation

-0.50.00.51.00.7

The correlation between VFSAX and VIGAX is 0.72, 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

VFSAX vs. VIGAX - Performance Comparison

In the year-to-date period, VFSAX achieves a 6.62% return, which is significantly lower than VIGAX's 21.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%AprilMayJuneJulyAugustSeptember
38.21%
165.49%
VFSAX
VIGAX

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.


VFSAX
Sharpe ratio
The chart of Sharpe ratio for VFSAX, currently valued at 1.14, compared to the broader market-1.000.001.002.003.004.005.001.14
Sortino ratio
The chart of Sortino ratio for VFSAX, currently valued at 1.61, compared to the broader market0.005.0010.001.61
Omega ratio
The chart of Omega ratio for VFSAX, currently valued at 1.18, compared to the broader market1.002.003.004.001.18
Calmar ratio
The chart of Calmar ratio for VFSAX, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.000.57
Martin ratio
The chart of Martin ratio for VFSAX, currently valued at 4.82, compared to the broader market0.0020.0040.0060.0080.00100.004.82
VIGAX
Sharpe ratio
The chart of Sharpe ratio for VIGAX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for VIGAX, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for VIGAX, currently valued at 1.40, compared to the broader market1.002.003.004.001.40
Calmar ratio
The chart of Calmar ratio for VIGAX, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for VIGAX, currently valued at 8.61, compared to the broader market0.0020.0040.0060.0080.00100.008.61

VFSAX vs. VIGAX - Sharpe Ratio Comparison

The current VFSAX Sharpe Ratio is 1.14, which is lower than the VIGAX Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of VFSAX and VIGAX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.14
1.83
VFSAX
VIGAX

Dividends

VFSAX vs. VIGAX - Dividend Comparison

VFSAX's dividend yield for the trailing twelve months is around 2.75%, more than VIGAX's 0.49% yield.


TTM20232022202120202019201820172016201520142013
VFSAX
Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares
2.31%3.06%2.22%2.67%1.85%3.19%0.00%0.00%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.49%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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.77%
-4.18%
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 4.30%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.86%. 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%AprilMayJuneJulyAugustSeptember
4.30%
5.86%
VFSAX
VIGAX