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VGCAX vs. VIGAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGCAX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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VGCAX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
-0.83%7.30%3.99%9.22%-13.43%-0.64%10.81%13.05%0.96%
VIGAX
Vanguard Growth Index Fund Admiral Shares
-13.83%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-7.88%

Returns By Period

In the year-to-date period, VGCAX achieves a -0.83% return, which is significantly higher than VIGAX's -13.83% return.


VGCAX

1D
0.37%
1M
-2.54%
YTD
-0.83%
6M
0.18%
1Y
4.57%
3Y*
5.42%
5Y*
1.39%
10Y*

VIGAX

1D
-0.57%
1M
-8.83%
YTD
-13.83%
6M
-12.31%
1Y
13.72%
3Y*
19.56%
5Y*
10.93%
10Y*
15.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGCAX vs. VIGAX - Expense Ratio Comparison

VGCAX has a 0.25% 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%.


Return for Risk

VGCAX vs. VIGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGCAX
VGCAX Risk / Return Rank: 7474
Overall Rank
VGCAX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
VGCAX Sortino Ratio Rank: 7777
Sortino Ratio Rank
VGCAX Omega Ratio Rank: 6666
Omega Ratio Rank
VGCAX Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGCAX Martin Ratio Rank: 7373
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 2626
Overall Rank
VIGAX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 2929
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2323
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2222
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.

VGCAX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) 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.


VGCAXVIGAXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.61

+0.74

Sortino ratio

Return per unit of downside risk

1.90

1.04

+0.86

Omega ratio

Gain probability vs. loss probability

1.24

1.15

+0.10

Calmar ratio

Return relative to maximum drawdown

1.75

0.66

+1.10

Martin ratio

Return relative to average drawdown

6.97

2.37

+4.59

VGCAX vs. VIGAX - Sharpe Ratio Comparison

The current VGCAX Sharpe Ratio is 1.35, which is higher than the VIGAX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of VGCAX 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.


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Sharpe Ratios by Period


VGCAXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.61

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.49

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.78

0.43

+0.35

Correlation

The correlation between VGCAX and VIGAX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VGCAX vs. VIGAX - Dividend Comparison

VGCAX's dividend yield for the trailing twelve months is around 3.89%, more than VIGAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VGCAX
Vanguard Global Credit Bond Fund Admiral Shares
3.89%4.91%4.65%4.48%2.72%3.16%4.65%6.88%0.36%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%

Drawdowns

VGCAX vs. VIGAX - Drawdown Comparison

The maximum VGCAX drawdown since its inception was -18.63%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VGCAX and VIGAX.


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Drawdown Indicators


VGCAXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-18.63%

-50.66%

+32.03%

Max Drawdown (1Y)

Largest decline over 1 year

-2.90%

-16.51%

+13.61%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-35.63%

+17.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.63%

Current Drawdown

Current decline from peak

-2.54%

-16.51%

+13.97%

Average Drawdown

Average peak-to-trough decline

-4.42%

-12.02%

+7.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

4.57%

-3.84%

Volatility

VGCAX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Global Credit Bond Fund Admiral Shares (VGCAX) is 1.54%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.52%. This indicates that VGCAX 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.


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Volatility by Period


VGCAXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

5.52%

-3.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

12.10%

-9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

3.49%

22.69%

-19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.03%

22.30%

-17.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.86%

21.49%

-16.63%