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VFTNX vs. VMGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VFTNX vs. VMGAX

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX).

VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003. VMGAX is managed by Vanguard. It was launched on Apr 3, 2008.

Performance

VFTNX vs. VMGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). The values are adjusted to include any dividend payments, if applicable.

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VFTNX vs. VMGAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares		-7.51%17.32%26.01%31.77%-24.20%27.76%22.62%33.96%-3.41%24.19%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares		-10.88%20.73%32.98%51.57%-33.55%28.50%41.02%37.54%-2.86%29.49%

Returns By Period

In the year-to-date period, VFTNX achieves a -7.51% return, which is significantly higher than VMGAX's -10.88% return. Over the past 10 years, VFTNX has underperformed VMGAX with an annualized return of 14.26%, while VMGAX has yielded a comparatively higher 16.86% annualized return.

VFTNX

1D
3.30%
1M
-5.53%
YTD
-7.51%
6M
-5.69%
1Y
15.11%
3Y*
17.94%
5Y*
10.46%
10Y*
14.26%

VMGAX

1D
4.01%
1M
-5.22%
YTD
-10.88%
6M
-8.98%
1Y
18.45%
3Y*
22.15%
5Y*
12.39%
10Y*
16.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Vanguard FTSE Social Index Fund Institutional Shares

Vanguard Mega Cap Growth Index Fund Institutional Shares

Often compared with VFTNX:
VFTNX vs. VIIIXVFTNX vs. VFTAXVFTNX vs. VTIVFTNX vs. VOOGVFTNX vs. VFIAXVFTNX vs. VWUAXVFTNX vs. VIVIX
Often compared with VMGAX:
VMGAX vs. MGKVMGAX vs. VIGAXVMGAX vs. VRGWXVMGAX vs. VIGIXVMGAX vs. VTSAXVMGAX vs. VOOVMGAX vs. VTCIX

VFTNX vs. VMGAX - Expense Ratio Comparison

VFTNX has a 0.12% expense ratio, which is higher than VMGAX's 0.06% 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%.

VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares

Return for Risk

VFTNX vs. VMGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VFTNX
VFTNX Risk / Return Rank: 4444
Overall Rank
VFTNX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VFTNX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VFTNX Omega Ratio Rank: 4040
Omega Ratio Rank
VFTNX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VFTNX Martin Ratio Rank: 5252
Martin Ratio Rank
VMGAX
VMGAX Risk / Return Rank: 4141
Overall Rank
VMGAX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VMGAX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMGAX Omega Ratio Rank: 4141
Omega Ratio Rank
VMGAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VMGAX Martin Ratio Rank: 3838
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.

VFTNX vs. VMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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.

VFTNXVMGAXDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.84

-0.03

Sortino ratio

Return per unit of downside risk

1.28

1.37

-0.09

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.33

1.17

+0.16

Martin ratio

Return relative to average drawdown

5.18

4.12

+1.06

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFTNX vs. VMGAX - Sharpe Ratio Comparison

The current VFTNX Sharpe Ratio is 0.81, which is comparable to the VMGAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VFTNX and VMGAX, 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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Sharpe Ratios by Period

VFTNXVMGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.84

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.55

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.77

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.59

-0.25

Correlation

The correlation between VFTNX and VMGAX is 0.95, 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.

Dividends

VFTNX vs. VMGAX - Dividend Comparison

VFTNX's dividend yield for the trailing twelve months is around 1.02%, more than VMGAX's 0.40% yield.

TTM20252024202320222021202020192018201720162015
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares		1.02%0.90%1.01%1.12%1.37%0.95%1.23%1.46%1.81%1.49%1.82%1.60%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares		0.40%0.36%0.44%0.51%0.71%0.42%0.65%0.86%1.13%1.23%1.53%1.44%

Drawdowns

VFTNX vs. VMGAX - Drawdown Comparison

The maximum VFTNX drawdown since its inception was -64.04%, which is greater than VMGAX's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for VFTNX and VMGAX.

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Drawdown Indicators

VFTNXVMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-64.04%

-47.97%

-16.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-16.78%

+4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-29.11%

-36.03%

+6.92%

Max Drawdown (10Y)

Largest decline over 10 years

-34.22%

-36.03%

+1.81%

Current Drawdown

Current decline from peak

-8.92%

-13.45%

+4.53%

Average Drawdown

Average peak-to-trough decline

-15.80%

-7.49%

-8.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.12%

4.76%

-1.64%

Volatility

VFTNX vs. VMGAX - Volatility Comparison

The current volatility for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) is 5.93%, while Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a volatility of 7.10%. This indicates that VFTNX experiences smaller price fluctuations and is considered to be less risky than VMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VFTNXVMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.93%

7.10%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

12.93%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

19.56%

23.47%

-3.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.35%

22.72%

-4.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.03%

21.83%

-2.80%