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

Correlation

The correlation between VIGAX and VVIAX is 0.82, 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.


-0.50.00.51.00.8

Performance

VIGAX vs. VVIAX - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
732.38%
473.91%
VIGAX
VVIAX

Key characteristics

Sharpe Ratio

VIGAX:

2.10

VVIAX:

1.77

Sortino Ratio

VIGAX:

2.72

VVIAX:

2.50

Omega Ratio

VIGAX:

1.38

VVIAX:

1.32

Calmar Ratio

VIGAX:

2.81

VVIAX:

2.48

Martin Ratio

VIGAX:

10.96

VVIAX:

9.73

Ulcer Index

VIGAX:

3.32%

VVIAX:

1.88%

Daily Std Dev

VIGAX:

17.32%

VVIAX:

10.37%

Max Drawdown

VIGAX:

-50.66%

VVIAX:

-59.32%

Current Drawdown

VIGAX:

-2.50%

VVIAX:

-6.28%

Returns By Period

In the year-to-date period, VIGAX achieves a 34.75% return, which is significantly higher than VVIAX's 16.03% return. Over the past 10 years, VIGAX has outperformed VVIAX with an annualized return of 15.86%, while VVIAX has yielded a comparatively lower 9.88% annualized return.


VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

VVIAX

YTD

16.03%

1M

-4.70%

6M

6.40%

1Y

16.75%

5Y*

9.97%

10Y*

9.88%

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. VVIAX - Expense Ratio Comparison

Both VIGAX and VVIAX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VIGAX
Vanguard Growth Index Fund Admiral Shares
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%
Expense ratio chart for VVIAX: 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. VVIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Admiral Shares (VIGAX) and Vanguard Value Index Fund Admiral Shares (VVIAX). 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-1.000.001.002.003.004.002.101.77
The chart of Sortino ratio for VIGAX, currently valued at 2.72, compared to the broader market-2.000.002.004.006.008.0010.002.722.50
The chart of Omega ratio for VIGAX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.32
The chart of Calmar ratio for VIGAX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.812.48
The chart of Martin ratio for VIGAX, currently valued at 10.96, compared to the broader market0.0020.0040.0060.0010.969.73
VIGAX
VVIAX

The current VIGAX Sharpe Ratio is 2.10, which is comparable to the VVIAX Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of VIGAX and VVIAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.10
1.77
VIGAX
VVIAX

Dividends

VIGAX vs. VVIAX - Dividend Comparison

VIGAX's dividend yield for the trailing twelve months is around 0.32%, less than VVIAX's 1.72% 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%
VVIAX
Vanguard Value Index Fund Admiral Shares
1.72%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%2.21%

Drawdowns

VIGAX vs. VVIAX - Drawdown Comparison

The maximum VIGAX drawdown since its inception was -50.66%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for VIGAX and VVIAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.50%
-6.28%
VIGAX
VVIAX

Volatility

VIGAX vs. VVIAX - Volatility Comparison

Vanguard Growth Index Fund Admiral Shares (VIGAX) has a higher volatility of 4.92% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.63%. This indicates that VIGAX's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
3.63%
VIGAX
VVIAX
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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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