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VIGB.DE vs. VIGRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIGB.DE vs. VIGRX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) and Vanguard Growth Index Fund (VIGRX). The values are adjusted to include any dividend payments, if applicable.

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VIGB.DE vs. VIGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
-1.32%2.05%1.72%4.06%-9.64%-1.36%-1.25%0.89%-1.00%
VIGRX
Vanguard Growth Index Fund
-8.95%5.04%41.25%42.20%-29.08%36.61%28.47%40.18%-6.15%
Different Trading Currencies

VIGB.DE is traded in EUR, while VIGRX is traded in USD. To make them comparable, the VIGRX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIGB.DE achieves a -1.32% return, which is significantly higher than VIGRX's -8.95% return.


VIGB.DE

1D
-0.44%
1M
-2.56%
YTD
-1.32%
6M
-1.07%
1Y
0.18%
3Y*
1.80%
5Y*
-0.95%
10Y*

VIGRX

1D
3.14%
1M
-4.39%
YTD
-8.95%
6M
-7.87%
1Y
9.32%
3Y*
18.40%
5Y*
11.68%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIGB.DE vs. VIGRX - Expense Ratio Comparison

VIGB.DE has a 0.15% 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%.


Return for Risk

VIGB.DE vs. VIGRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VIGB.DE
VIGB.DE Risk / Return Rank: 1212
Overall Rank
VIGB.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
VIGB.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
VIGB.DE Omega Ratio Rank: 1111
Omega Ratio Rank
VIGB.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
VIGB.DE Martin Ratio Rank: 1313
Martin Ratio Rank

VIGRX
VIGRX Risk / Return Rank: 3838
Overall Rank
VIGRX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VIGRX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VIGRX Omega Ratio Rank: 3838
Omega Ratio Rank
VIGRX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VIGRX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIGB.DE vs. VIGRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) 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.


VIGB.DEVIGRXDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.42

-0.37

Sortino ratio

Return per unit of downside risk

0.09

0.76

-0.67

Omega ratio

Gain probability vs. loss probability

1.02

1.11

-0.10

Calmar ratio

Return relative to maximum drawdown

0.09

0.69

-0.60

Martin ratio

Return relative to average drawdown

0.34

2.00

-1.66

VIGB.DE vs. VIGRX - Sharpe Ratio Comparison

The current VIGB.DE Sharpe Ratio is 0.05, which is lower than the VIGRX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of VIGB.DE 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.


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Sharpe Ratios by Period


VIGB.DEVIGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.42

-0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

0.53

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.29

0.60

-0.89

Correlation

The correlation between VIGB.DE and VIGRX is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VIGB.DE vs. VIGRX - Dividend Comparison

VIGB.DE's dividend yield for the trailing twelve months is around 0.64%, more than VIGRX's 0.32% yield.


TTM20252024202320222021202020192018201720162015
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
0.64%0.63%1.43%0.96%0.66%1.92%1.90%2.49%0.00%0.00%0.00%0.00%
VIGRX
Vanguard Growth Index Fund
0.32%0.22%0.35%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%

Drawdowns

VIGB.DE vs. VIGRX - Drawdown Comparison

The maximum VIGB.DE drawdown since its inception was -13.27%, smaller than the maximum VIGRX drawdown of -44.52%. Use the drawdown chart below to compare losses from any high point for VIGB.DE and VIGRX.


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Drawdown Indicators


VIGB.DEVIGRXDifference

Max Drawdown

Largest peak-to-trough decline

-13.27%

-57.47%

+44.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.60%

-16.55%

+13.95%

Max Drawdown (5Y)

Largest decline over 5 years

-11.82%

-35.70%

+23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.70%

Current Drawdown

Current decline from peak

-6.44%

-13.22%

+6.78%

Average Drawdown

Average peak-to-trough decline

-5.38%

-14.26%

+8.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

4.66%

-3.99%

Volatility

VIGB.DE vs. VIGRX - Volatility Comparison

The current volatility for VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF (VIGB.DE) is 1.75%, while Vanguard Growth Index Fund (VIGRX) has a volatility of 6.01%. This indicates that VIGB.DE experiences smaller price fluctuations and is considered to be less risky than VIGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGB.DEVIGRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

6.01%

-4.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.15%

12.95%

-9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.37%

25.18%

-21.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.39%

22.02%

-18.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.99%

21.89%

-18.90%