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

Correlation

The correlation between VIGAX and VONG is 0.98, 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. VONG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%850.00%JulyAugustSeptemberOctoberNovemberDecember
777.00%
840.40%
VIGAX
VONG

Key characteristics

Sharpe Ratio

VIGAX:

2.10

VONG:

2.15

Sortino Ratio

VIGAX:

2.72

VONG:

2.77

Omega Ratio

VIGAX:

1.38

VONG:

1.39

Calmar Ratio

VIGAX:

2.81

VONG:

2.81

Martin Ratio

VIGAX:

10.96

VONG:

11.01

Ulcer Index

VIGAX:

3.32%

VONG:

3.35%

Daily Std Dev

VIGAX:

17.32%

VONG:

17.17%

Max Drawdown

VIGAX:

-50.66%

VONG:

-32.72%

Current Drawdown

VIGAX:

-2.50%

VONG:

-2.62%

Returns By Period

The year-to-date returns for both investments are quite close, with VIGAX having a 34.75% return and VONG slightly higher at 35.22%. Over the past 10 years, VIGAX has underperformed VONG with an annualized return of 15.86%, while VONG has yielded a comparatively higher 16.75% annualized return.


VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

VONG

YTD

35.22%

1M

3.63%

6M

12.28%

1Y

35.39%

5Y*

19.34%

10Y*

16.75%

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. VONG - Expense Ratio Comparison

VIGAX has a 0.05% expense ratio, which is lower than VONG's 0.08% 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%.


VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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. VONG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Russell 1000 Growth ETF (VONG). 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-1.000.001.002.003.004.002.102.15
The chart of Sortino ratio for VIGAX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.77
The chart of Omega ratio for VIGAX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.39
The chart of Calmar ratio for VIGAX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.812.81
The chart of Martin ratio for VIGAX, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0010.9611.01
VIGAX
VONG

The current VIGAX Sharpe Ratio is 2.10, which is comparable to the VONG Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of VIGAX and VONG, 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
2.15
VIGAX
VONG

Dividends

VIGAX vs. VONG - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.32%, less than VONG's 0.41% 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%
VONG
Vanguard Russell 1000 Growth ETF
0.41%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%

Drawdowns

VIGAX vs. VONG - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VIGAX and VONG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.50%
-2.62%
VIGAX
VONG

Volatility

VIGAX vs. VONG - Volatility Comparison

Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Russell 1000 Growth ETF (VONG) have volatilities of 4.92% and 4.94%, 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%
4.94%
VIGAX
VONG
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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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