VFTNX vs. VOOG
Compare and contrast key facts about Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard S&P 500 Growth ETF (VOOG).
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. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010. Both VFTNX and VOOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTNX or VOOG.
Key characteristics
| VFTNX | VOOG | |
|---|---|---|
| YTD Return | 27.41% | 35.02% |
| 1Y Return | 38.79% | 43.89% |
| 3Y Return (Ann) | 8.91% | 8.08% |
| 5Y Return (Ann) | 16.07% | 18.07% |
| 10Y Return (Ann) | 13.95% | 15.23% |
| Sharpe Ratio | 3.04 | 2.72 |
| Sortino Ratio | 3.99 | 3.46 |
| Omega Ratio | 1.56 | 1.50 |
| Calmar Ratio | 4.41 | 3.05 |
| Martin Ratio | 19.15 | 14.43 |
| Ulcer Index | 2.15% | 3.21% |
| Daily Std Dev | 13.47% | 16.98% |
| Max Drawdown | -61.92% | -32.73% |
| Current Drawdown | 0.00% | -0.18% |
Correlation
The correlation between VFTNX and VOOG 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.
Performance
VFTNX vs. VOOG - Performance Comparison
In the year-to-date period, VFTNX achieves a 27.41% return, which is significantly lower than VOOG's 35.02% return. Over the past 10 years, VFTNX has underperformed VOOG with an annualized return of 13.95%, while VOOG has yielded a comparatively higher 15.23% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFTNX vs. VOOG - Expense Ratio Comparison
VFTNX has a 0.12% expense ratio, which is higher than VOOG's 0.10% 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%.
Risk-Adjusted Performance
VFTNX vs. VOOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard S&P 500 Growth ETF (VOOG). 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.
Dividends
VFTNX vs. VOOG - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 1.03%, more than VOOG's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.03% | 1.12% | 1.37% | 0.95% | 1.22% | 1.46% | 1.82% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
VOOG Vanguard S&P 500 Growth ETF | 0.59% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
VFTNX vs. VOOG - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -61.92%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for VFTNX and VOOG. For additional features, visit the drawdowns tool.
Volatility
VFTNX vs. VOOG - Volatility Comparison
The current volatility for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) is 4.26%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 5.26%. This indicates that VFTNX experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.