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

Correlation

The correlation between VGHAX and VIGAX is 0.74, 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.


-0.50.00.51.00.7

Performance

VGHAX vs. VIGAX - Performance Comparison

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

200.00%400.00%600.00%800.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
120.34%
963.55%
VGHAX
VIGAX

Key characteristics

Sharpe Ratio

VGHAX:

-0.82

VIGAX:

2.10

Sortino Ratio

VGHAX:

-0.94

VIGAX:

2.72

Omega Ratio

VGHAX:

0.86

VIGAX:

1.38

Calmar Ratio

VGHAX:

-0.50

VIGAX:

2.81

Martin Ratio

VGHAX:

-2.18

VIGAX:

10.96

Ulcer Index

VGHAX:

5.59%

VIGAX:

3.32%

Daily Std Dev

VGHAX:

14.87%

VIGAX:

17.32%

Max Drawdown

VGHAX:

-45.79%

VIGAX:

-50.66%

Current Drawdown

VGHAX:

-24.35%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, VGHAX achieves a -12.88% return, which is significantly lower than VIGAX's 34.75% return. Over the past 10 years, VGHAX has underperformed VIGAX with an annualized return of -0.66%, while VIGAX has yielded a comparatively higher 15.86% annualized return.


VGHAX

YTD

-12.88%

1M

-12.02%

6M

-16.26%

1Y

-14.09%

5Y*

-2.05%

10Y*

-0.66%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VGHAX vs. VIGAX - Expense Ratio Comparison

VGHAX 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%.


VGHAX
Vanguard Health Care Fund Admiral Shares
Expense ratio chart for VGHAX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
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

VGHAX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Admiral Shares (VGHAX) 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 VGHAX, currently valued at -0.82, compared to the broader market-1.000.001.002.003.004.00-0.822.10
The chart of Sortino ratio for VGHAX, currently valued at -0.94, compared to the broader market-2.000.002.004.006.008.0010.00-0.942.72
The chart of Omega ratio for VGHAX, currently valued at 0.86, compared to the broader market0.501.001.502.002.503.003.500.861.38
The chart of Calmar ratio for VGHAX, currently valued at -0.50, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.502.81
The chart of Martin ratio for VGHAX, currently valued at -2.18, compared to the broader market0.0020.0040.0060.00-2.1810.96
VGHAX
VIGAX

The current VGHAX Sharpe Ratio is -0.82, which is lower than the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VGHAX 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.82
2.10
VGHAX
VIGAX

Dividends

VGHAX vs. VIGAX - Dividend Comparison

VGHAX's dividend yield for the trailing twelve months is around 1.04%, more than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
VGHAX
Vanguard Health Care Fund Admiral Shares
1.04%0.89%0.83%0.91%0.93%1.22%1.28%1.06%1.06%1.24%1.05%1.32%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VGHAX vs. VIGAX - Drawdown Comparison

The maximum VGHAX drawdown since its inception was -45.79%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VGHAX and VIGAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-24.35%
-2.50%
VGHAX
VIGAX

Volatility

VGHAX vs. VIGAX - Volatility Comparison

Vanguard Health Care Fund Admiral Shares (VGHAX) has a higher volatility of 9.89% compared to Vanguard Growth Index Fund Admiral Shares (VIGAX) at 4.92%. This indicates that VGHAX's price experiences larger fluctuations and is considered to be riskier 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%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.89%
4.92%
VGHAX
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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