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VGHCX vs. VHCIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGHCX vs. VHCIX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VGHCX achieves a 4.43% return, which is significantly lower than VHCIX's 7.47% return. Over the past 10 years, VGHCX has underperformed VHCIX with an annualized return of 9.32%, while VHCIX has yielded a comparatively higher 9.92% annualized return.


VGHCX

1D
-1.27%
1M
-2.84%
6M
4.38%
YTD
4.43%
1Y
28.58%
3Y*
11.51%
5Y*
7.89%
10Y*
9.32%
ALL TIME*
14.60%

VHCIX

1D
-1.32%
1M
-0.51%
6M
7.68%
YTD
7.47%
1Y
28.79%
3Y*
9.15%
5Y*
5.23%
10Y*
9.92%
ALL TIME*
9.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VGHCX vs. VHCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGHCX
Vanguard Health Care Fund Investor Shares
4.43%19.63%8.99%5.46%-1.05%14.36%12.57%22.93%1.03%19.59%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
7.47%15.43%2.64%2.48%-5.50%20.56%18.22%21.97%5.55%23.35%

Correlation

The correlation between VGHCX and VHCIX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.96

Correlation (3Y)
Balances recent behavior with more history.

0.93

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.94

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

0.94

The correlation between VGHCX and VHCIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

VGHCX vs. VHCIX - Sectors Allocation Comparison


Sectors
VGHCX
VHCIX

Healthcare

99.5%
99.2%

Consumer Defensive

1.2%

-

Financial Services

0.0%
0.0%

Basic Materials

0.0%

-

Communication Services

-

-

Consumer Cyclical

-

-

Energy

-

-

Industrials

-

0.0%

Real Estate

-

-

Technology

-

0.4%

Utilities

-

-

Healthcare

VGHCX
99.5%
VHCIX
99.2%

Consumer Defensive

VGHCX
1.2%
VHCIX

-

Financial Services

VGHCX
0.0%
VHCIX
0.0%

Basic Materials

VGHCX
0.0%
VHCIX

-

Communication Services

VGHCX

-

VHCIX

-

Consumer Cyclical

VGHCX

-

VHCIX

-

Energy

VGHCX

-

VHCIX

-

Industrials

VGHCX

-

VHCIX
0.0%

Real Estate

VGHCX

-

VHCIX

-

Technology

VGHCX

-

VHCIX
0.4%

Utilities

VGHCX

-

VHCIX

-

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Return for Risk

VGHCX vs. VHCIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VGHCX
VGHCX Risk / Return Rank: 7575
Overall Rank
VGHCX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VGHCX Sortino Ratio Rank: 7979
Sortino Ratio Rank
VGHCX Omega Ratio Rank: 7272
Omega Ratio Rank
VGHCX Calmar Ratio Rank: 8686
Calmar Ratio Rank
VGHCX Martin Ratio Rank: 6262
Martin Ratio Rank

VHCIX
VHCIX Risk / Return Rank: 6969
Overall Rank
VHCIX Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VHCIX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VHCIX Omega Ratio Rank: 7070
Omega Ratio Rank
VHCIX Calmar Ratio Rank: 7979
Calmar Ratio Rank
VHCIX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VGHCX vs. VHCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Investor Shares (VGHCX) and Vanguard Health Care Index Fund Admiral Shares (VHCIX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VGHCXVHCIXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.31

1.30

+0.01

Calmar ratioReturn relative to maximum drawdown

2.95

2.53

+0.41

Martin ratioReturn relative to average drawdown

7.76

6.27

+1.49

VGHCX vs. VHCIX - Sharpe Ratio Comparison

The current VGHCX Sharpe Ratio is 1.76, which is comparable to the VHCIX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of VGHCX and VHCIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VGHCX vs. VHCIX - Drawdown Comparison

The maximum VGHCX drawdown since its inception was -36.93%, smaller than the maximum VHCIX drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for VGHCX and VHCIX.


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Drawdown Indicators


VGHCXVHCIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-39.12%

+2.19%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-10.39%

+1.19%

Max Drawdown (3Y)

Largest decline over 3 years

-16.08%

-16.89%

+0.81%

Max Drawdown (5Y)

Largest decline over 5 years

-16.95%

-17.77%

+0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.18%

-28.58%

+1.40%

Current Drawdown

Current decline from peak

-3.46%

-1.92%

-1.54%

Average Drawdown

Average peak-to-trough decline

-5.24%

-5.94%

+0.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

4.20%

-0.71%

Volatility

VGHCX vs. VHCIX - Volatility Comparison

Vanguard Health Care Fund Investor Shares (VGHCX) and Vanguard Health Care Index Fund Admiral Shares (VHCIX) have volatilities of 5.44% and 5.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGHCXVHCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.44%

5.56%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

11.65%

11.71%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

15.39%

15.42%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

15.30%

+3.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

17.01%

+0.66%

VGHCX vs. VHCIX - Expense Ratio Comparison

VGHCX has a 0.33% expense ratio, which is higher than VHCIX's 0.10% expense ratio.


Dividends

VGHCX vs. VHCIX - Dividend Comparison

VGHCX's dividend yield for the trailing twelve months is around 6.33%, more than VHCIX's 1.54% yield.


PositionTTM20252024202320222021202020192018201720162015
VGHCX
Vanguard Health Care Fund Investor Shares
6.33%6.00%22.72%7.17%5.44%8.31%7.96%11.82%9.10%7.30%8.54%8.16%
VHCIX
Vanguard Health Care Index Fund Admiral Shares
1.54%1.61%1.53%1.36%1.33%1.19%1.21%1.89%1.38%1.31%1.45%1.22%

Frequently Asked Questions


With a correlation of 0.96, VGHCX and VHCIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VHCIX has higher volatility (5.56%) compared to VGHCX (5.44%). In terms of maximum drawdown, VGHCX dropped -36.93% vs VHCIX's -39.12%.

VGHCX currently has the higher Sharpe Ratio (1.76 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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