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

Correlation

The correlation between VIGAX and SCHG is 0.99, 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: 1.0

Performance

VIGAX vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Admiral Shares (VIGAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%NovemberDecember2025FebruaryMarchApril
654.52%
717.37%
VIGAX
SCHG

Key characteristics

Sharpe Ratio

VIGAX:

-0.09

SCHG:

-0.08

Sortino Ratio

VIGAX:

0.01

SCHG:

0.03

Omega Ratio

VIGAX:

1.00

SCHG:

1.00

Calmar Ratio

VIGAX:

-0.09

SCHG:

-0.08

Martin Ratio

VIGAX:

-0.39

SCHG:

-0.34

Ulcer Index

VIGAX:

5.12%

SCHG:

5.22%

Daily Std Dev

VIGAX:

21.16%

SCHG:

21.27%

Max Drawdown

VIGAX:

-50.66%

SCHG:

-34.59%

Current Drawdown

VIGAX:

-21.79%

SCHG:

-22.36%

Returns By Period

The year-to-date returns for both stocks are quite close, with VIGAX having a -18.51% return and SCHG slightly lower at -18.93%. Over the past 10 years, VIGAX has underperformed SCHG with an annualized return of 13.00%, while SCHG has yielded a comparatively higher 13.75% annualized return.


VIGAX

YTD

-18.51%

1M

-16.23%

6M

-12.66%

1Y

-0.62%

5Y*

18.07%

10Y*

13.00%

SCHG

YTD

-18.93%

1M

-15.76%

6M

-13.06%

1Y

-0.40%

5Y*

19.50%

10Y*

13.75%

*Annualized

Compare stocks, funds, or ETFs

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


VIGAX vs. SCHG - Expense Ratio Comparison

VIGAX has a 0.05% expense ratio, which is higher than SCHG's 0.04% 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%.


VIGAX
Vanguard Growth Index Fund Admiral Shares
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 SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

VIGAX vs. SCHG — 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 3131
Overall Rank
The Sharpe Ratio Rank of VIGAX is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 2929
Martin Ratio Rank

SCHG
The Risk-Adjusted Performance Rank of SCHG is 2222
Overall Rank
The Sharpe Ratio Rank of SCHG is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 2323
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 2323
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 2222
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 2121
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. SCHG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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 VIGAX, currently valued at -0.09, compared to the broader market-1.000.001.002.003.00
VIGAX: -0.09
SCHG: -0.08
The chart of Sortino ratio for VIGAX, currently valued at 0.01, compared to the broader market-2.000.002.004.006.008.0010.00
VIGAX: 0.01
SCHG: 0.03
The chart of Omega ratio for VIGAX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.50
VIGAX: 1.00
SCHG: 1.00
The chart of Calmar ratio for VIGAX, currently valued at -0.09, compared to the broader market0.005.0010.0015.00
VIGAX: -0.09
SCHG: -0.08
The chart of Martin ratio for VIGAX, currently valued at -0.39, compared to the broader market0.0020.0040.0060.00
VIGAX: -0.39
SCHG: -0.34

The current VIGAX Sharpe Ratio is -0.09, which is comparable to the SCHG Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of VIGAX and SCHG, 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
-0.09
-0.08
VIGAX
SCHG

Dividends

VIGAX vs. SCHG - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.57%, more than SCHG's 0.50% yield.


TTM20242023202220212020201920182017201620152014
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.57%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.50%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%

Drawdowns

VIGAX vs. SCHG - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for VIGAX and SCHG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.79%
-22.36%
VIGAX
SCHG

Volatility

VIGAX vs. SCHG - Volatility Comparison

Vanguard Growth Index Fund Admiral Shares (VIGAX) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 11.21% and 11.13%, 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.21%
11.13%
VIGAX
SCHG
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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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