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

Correlation

The correlation between VFWAX and VIGAX is 0.75, 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.


-0.50.00.51.00.8

Performance

VFWAX vs. VIGAX - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
117.90%
704.37%
VFWAX
VIGAX

Key characteristics

Sharpe Ratio

VFWAX:

0.66

VIGAX:

1.94

Sortino Ratio

VFWAX:

0.98

VIGAX:

2.54

Omega Ratio

VFWAX:

1.12

VIGAX:

1.35

Calmar Ratio

VFWAX:

0.88

VIGAX:

2.60

Martin Ratio

VFWAX:

2.74

VIGAX:

10.17

Ulcer Index

VFWAX:

2.95%

VIGAX:

3.31%

Daily Std Dev

VFWAX:

12.28%

VIGAX:

17.36%

Max Drawdown

VFWAX:

-34.93%

VIGAX:

-50.66%

Current Drawdown

VFWAX:

-8.30%

VIGAX:

-3.64%

Returns By Period

In the year-to-date period, VFWAX achieves a 5.43% return, which is significantly lower than VIGAX's 33.18% return. Over the past 10 years, VFWAX has underperformed VIGAX with an annualized return of 5.06%, while VIGAX has yielded a comparatively higher 15.75% annualized return.


VFWAX

YTD

5.43%

1M

-1.47%

6M

-0.35%

1Y

7.24%

5Y*

4.49%

10Y*

5.06%

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.


VFWAX vs. VIGAX - Expense Ratio Comparison

VFWAX has a 0.11% 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%.


VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
Expense ratio chart for VFWAX: current value at 0.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.11%
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

VFWAX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) 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 VFWAX, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.000.661.94
The chart of Sortino ratio for VFWAX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.982.54
The chart of Omega ratio for VFWAX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.003.501.121.35
The chart of Calmar ratio for VFWAX, currently valued at 0.88, compared to the broader market0.005.0010.0015.000.882.60
The chart of Martin ratio for VFWAX, currently valued at 2.74, compared to the broader market0.0020.0040.0060.002.7410.17
VFWAX
VIGAX

The current VFWAX Sharpe Ratio is 0.66, which is lower than the VIGAX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VFWAX 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
0.66
1.94
VFWAX
VIGAX

Dividends

VFWAX vs. VIGAX - Dividend Comparison

VFWAX's dividend yield for the trailing twelve months is around 1.55%, more than VIGAX's 0.47% yield.


TTM20232022202120202019201820172016201520142013
VFWAX
Vanguard FTSE All-World ex-US Index Fund Admiral Shares
1.55%3.28%3.07%3.03%1.97%3.08%3.24%2.67%2.96%2.95%3.53%2.68%
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

VFWAX vs. VIGAX - Drawdown Comparison

The maximum VFWAX drawdown since its inception was -34.93%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VFWAX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.30%
-3.64%
VFWAX
VIGAX

Volatility

VFWAX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard FTSE All-World ex-US Index Fund Admiral Shares (VFWAX) is 3.03%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 4.93%. This indicates that VFWAX 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%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
3.03%
4.93%
VFWAX
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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