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

Correlation

The correlation between VIGAX and VIGRX is 1.00, 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.


-0.50.00.51.01.0

Performance

VIGAX vs. VIGRX - Performance Comparison

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

600.00%650.00%700.00%750.00%JulyAugustSeptemberOctoberNovemberDecember
732.38%
710.96%
VIGAX
VIGRX

Key characteristics

Sharpe Ratio

VIGAX:

2.10

VIGRX:

2.09

Sortino Ratio

VIGAX:

2.72

VIGRX:

2.71

Omega Ratio

VIGAX:

1.38

VIGRX:

1.38

Calmar Ratio

VIGAX:

2.81

VIGRX:

2.79

Martin Ratio

VIGAX:

10.96

VIGRX:

10.89

Ulcer Index

VIGAX:

3.32%

VIGRX:

3.32%

Daily Std Dev

VIGAX:

17.32%

VIGRX:

17.32%

Max Drawdown

VIGAX:

-50.66%

VIGRX:

-57.48%

Current Drawdown

VIGAX:

-2.50%

VIGRX:

-2.51%

Returns By Period

The year-to-date returns for both stocks are quite close, with VIGAX having a 34.75% return and VIGRX slightly lower at 34.59%. Both investments have delivered pretty close results over the past 10 years, with VIGAX having a 15.86% annualized return and VIGRX not far behind at 15.72%.


VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

VIGRX

YTD

34.59%

1M

3.32%

6M

11.94%

1Y

34.74%

5Y*

18.73%

10Y*

15.72%

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. VIGRX - Expense Ratio Comparison

VIGAX has a 0.05% expense ratio, which is lower than VIGRX's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VIGRX
Vanguard Growth Index Fund
Expense ratio chart for VIGRX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
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

VIGAX vs. VIGRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Growth Index Fund (VIGRX). 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 2.10, compared to the broader market-1.000.001.002.003.004.002.102.09
The chart of Sortino ratio for VIGAX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.71
The chart of Omega ratio for VIGAX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.38
The chart of Calmar ratio for VIGAX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.812.79
The chart of Martin ratio for VIGAX, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0010.9610.89
VIGAX
VIGRX

The current VIGAX Sharpe Ratio is 2.10, which is comparable to the VIGRX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VIGAX and VIGRX, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.10
2.09
VIGAX
VIGRX

Dividends

VIGAX vs. VIGRX - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.32%, more than VIGRX's 0.25% yield.


TTM20232022202120202019201820172016201520142013
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%
VIGRX
Vanguard Growth Index Fund
0.25%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%1.06%

Drawdowns

VIGAX vs. VIGRX - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, smaller than the maximum VIGRX drawdown of -57.48%. Use the drawdown chart below to compare losses from any high point for VIGAX and VIGRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.50%
-2.51%
VIGAX
VIGRX

Volatility

VIGAX vs. VIGRX - Volatility Comparison

Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Growth Index Fund (VIGRX) have volatilities of 4.92% and 4.92%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
4.92%
VIGAX
VIGRX
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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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