PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.59%
16.12%
VIGAX
VONG

Key characteristics

Sharpe Ratio

VIGAX:

1.89

VONG:

1.93

Sortino Ratio

VIGAX:

2.48

VONG:

2.53

Omega Ratio

VIGAX:

1.34

VONG:

1.35

Calmar Ratio

VIGAX:

2.58

VONG:

2.59

Martin Ratio

VIGAX:

9.81

VONG:

9.84

Ulcer Index

VIGAX:

3.41%

VONG:

3.45%

Daily Std Dev

VIGAX:

17.68%

VONG:

17.55%

Max Drawdown

VIGAX:

-50.66%

VONG:

-32.72%

Current Drawdown

VIGAX:

-2.14%

VONG:

-2.04%

Returns By Period

In the year-to-date period, VIGAX achieves a 1.95% return, which is significantly lower than VONG's 2.11% return. Over the past 10 years, VIGAX has underperformed VONG with an annualized return of 15.97%, while VONG has yielded a comparatively higher 16.89% annualized return.


VIGAX

YTD

1.95%

1M

0.37%

6M

11.23%

1Y

31.16%

5Y*

17.59%

10Y*

15.97%

VONG

YTD

2.11%

1M

0.59%

6M

11.80%

1Y

31.66%

5Y*

18.28%

10Y*

16.89%

*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. 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 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 8383
Overall Rank
The Sharpe Ratio Rank of VIGAX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 8484
Martin Ratio Rank

VONG
The Risk-Adjusted Performance Rank of VONG is 7272
Overall Rank
The Sharpe Ratio Rank of VONG is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VONG is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VONG is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VONG is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VONG is 7272
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. 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 1.89, compared to the broader market-1.000.001.002.003.004.001.891.93
The chart of Sortino ratio for VIGAX, currently valued at 2.48, compared to the broader market0.005.0010.002.482.53
The chart of Omega ratio for VIGAX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.35
The chart of Calmar ratio for VIGAX, currently valued at 2.58, compared to the broader market0.005.0010.0015.0020.002.582.59
The chart of Martin ratio for VIGAX, currently valued at 9.81, compared to the broader market0.0020.0040.0060.0080.009.819.84
VIGAX
VONG

The current VIGAX Sharpe Ratio is 1.89, which is comparable to the VONG Sharpe Ratio of 1.93. 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 Ratio1.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.89
1.93
VIGAX
VONG

Dividends

VIGAX vs. VONG - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.45%, less than VONG's 0.54% yield.


TTM20242023202220212020201920182017201620152014
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.45%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.60%
VONG
Vanguard Russell 1000 Growth ETF
0.54%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%

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%AugustSeptemberOctoberNovemberDecember2025
-2.14%
-2.04%
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 6.42% and 6.37%, 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%AugustSeptemberOctoberNovemberDecember2025
6.42%
6.37%
VIGAX
VONG
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab