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

Correlation

The correlation between VIGAX and FZROX is 0.93, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VIGAX vs. FZROX - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-15.01%
-13.78%
VIGAX
FZROX

Key characteristics

Sharpe Ratio

VIGAX:

-0.17

FZROX:

-0.25

Sortino Ratio

VIGAX:

-0.09

FZROX:

-0.21

Omega Ratio

VIGAX:

0.99

FZROX:

0.97

Calmar Ratio

VIGAX:

-0.16

FZROX:

-0.21

Martin Ratio

VIGAX:

-0.67

FZROX:

-1.04

Ulcer Index

VIGAX:

5.49%

FZROX:

3.86%

Daily Std Dev

VIGAX:

21.13%

FZROX:

16.29%

Max Drawdown

VIGAX:

-50.66%

FZROX:

-34.96%

Current Drawdown

VIGAX:

-23.04%

FZROX:

-19.38%

Returns By Period

In the year-to-date period, VIGAX achieves a -19.81% return, which is significantly lower than FZROX's -15.66% return.


VIGAX

YTD

-19.81%

1M

-15.35%

6M

-14.47%

1Y

-3.61%

5Y*

15.15%

10Y*

12.68%

FZROX

YTD

-15.66%

1M

-13.80%

6M

-13.18%

1Y

-4.07%

5Y*

13.67%

10Y*

N/A

*Annualized

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VIGAX vs. FZROX - Expense Ratio Comparison

VIGAX has a 0.05% expense ratio, which is higher than FZROX's 0.00% 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%.


Expense ratio chart for VIGAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIGAX: 0.05%
Expense ratio chart for FZROX: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FZROX: 0.00%

Risk-Adjusted Performance

VIGAX vs. FZROX — Risk-Adjusted Performance Rank

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

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 5050
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 4747
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 4949
Martin Ratio Rank

FZROX
The Risk-Adjusted Performance Rank of FZROX is 4343
Overall Rank
The Sharpe Ratio Rank of FZROX is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of FZROX is 4545
Sortino Ratio Rank
The Omega Ratio Rank of FZROX is 4545
Omega Ratio Rank
The Calmar Ratio Rank of FZROX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of FZROX is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIGAX vs. FZROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.


The chart of Sharpe ratio for VIGAX, currently valued at -0.17, compared to the broader market-1.000.001.002.003.00
VIGAX: -0.17
FZROX: -0.25
The chart of Sortino ratio for VIGAX, currently valued at -0.09, compared to the broader market-2.000.002.004.006.008.00
VIGAX: -0.09
FZROX: -0.21
The chart of Omega ratio for VIGAX, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.00
VIGAX: 0.99
FZROX: 0.97
The chart of Calmar ratio for VIGAX, currently valued at -0.16, compared to the broader market0.002.004.006.008.0010.0012.00
VIGAX: -0.16
FZROX: -0.21
The chart of Martin ratio for VIGAX, currently valued at -0.67, compared to the broader market0.0010.0020.0030.0040.0050.0060.00
VIGAX: -0.67
FZROX: -1.04

The current VIGAX Sharpe Ratio is -0.17, which is comparable to the FZROX Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of VIGAX and FZROX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.17
-0.25
VIGAX
FZROX

Dividends

VIGAX vs. FZROX - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.58%, less than FZROX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.58%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%
FZROX
Fidelity ZERO Total Market Index Fund
1.37%1.16%1.36%1.57%1.08%1.27%1.45%0.63%0.00%0.00%0.00%0.00%

Drawdowns

VIGAX vs. FZROX - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for VIGAX and FZROX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.04%
-19.38%
VIGAX
FZROX

Volatility

VIGAX vs. FZROX - Volatility Comparison

Vanguard Growth Index Fund Admiral Shares (VIGAX) has a higher volatility of 10.68% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 9.19%. This indicates that VIGAX's price experiences larger fluctuations and is considered to be riskier than FZROX 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%12.00%NovemberDecember2025FebruaryMarchApril
10.68%
9.19%
VIGAX
FZROX