VGISX vs. VUG
Compare and contrast key facts about Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Vanguard Growth ETF (VUG).
VGISX is managed by Virtus. It was launched on Mar 1, 2009. VUG is a passively managed fund by Vanguard that tracks the performance of the CRSP U.S. Large Cap Growth Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VGISX or VUG.
Key characteristics
| VGISX | VUG | |
|---|---|---|
| YTD Return | 8.28% | 31.99% |
| 1Y Return | 26.41% | 42.58% |
| 3Y Return (Ann) | -3.24% | 9.23% |
| 5Y Return (Ann) | 3.18% | 19.49% |
| 10Y Return (Ann) | 5.64% | 15.84% |
| Sharpe Ratio | 1.71 | 2.53 |
| Sortino Ratio | 2.49 | 3.26 |
| Omega Ratio | 1.32 | 1.46 |
| Calmar Ratio | 0.82 | 3.28 |
| Martin Ratio | 6.91 | 12.97 |
| Ulcer Index | 3.68% | 3.28% |
| Daily Std Dev | 14.87% | 16.79% |
| Max Drawdown | -41.61% | -50.68% |
| Current Drawdown | -12.73% | 0.00% |
Correlation
The correlation between VGISX and VUG is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VGISX vs. VUG - Performance Comparison
In the year-to-date period, VGISX achieves a 8.28% return, which is significantly lower than VUG's 31.99% return. Over the past 10 years, VGISX has underperformed VUG with an annualized return of 5.64%, while VUG has yielded a comparatively higher 15.84% 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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VGISX vs. VUG - Expense Ratio Comparison
VGISX has a 1.16% expense ratio, which is higher than VUG's 0.04% expense ratio.
Risk-Adjusted Performance
VGISX vs. VUG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) and Vanguard Growth ETF (VUG). 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
VGISX vs. VUG - Dividend Comparison
VGISX's dividend yield for the trailing twelve months is around 1.81%, more than VUG's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGISX Virtus Duff & Phelps Global Real Estate Securities Fund | 1.81% | 1.96% | 0.82% | 1.49% | 0.54% | 5.30% | 3.41% | 2.78% | 2.31% | 1.46% | 2.58% | 1.82% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Drawdowns
VGISX vs. VUG - Drawdown Comparison
The maximum VGISX drawdown since its inception was -41.61%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for VGISX and VUG. For additional features, visit the drawdowns tool.
Volatility
VGISX vs. VUG - Volatility Comparison
The current volatility for Virtus Duff & Phelps Global Real Estate Securities Fund (VGISX) is 4.44%, while Vanguard Growth ETF (VUG) has a volatility of 5.05%. This indicates that VGISX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.