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

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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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 -0.33% return, which is significantly lower than VIGRX's 10.80% return.


VIGB.DE

1D
0.03%
1M
0.47%
YTD
-0.33%
6M
-0.97%
1Y
0.07%
3Y*
2.16%
5Y*
-0.69%
10Y*

VIGRX

1D
-0.95%
1M
6.31%
YTD
10.80%
6M
8.97%
1Y
25.23%
3Y*
22.44%
5Y*
16.03%
10Y*
17.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIGB.DE vs. VIGRX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
-0.33%2.05%1.72%4.06%-9.64%-1.36%-0.14%-0.24%-1.00%
VIGRX
Vanguard Growth Index Fund
10.80%5.04%41.25%42.20%-29.08%36.61%28.47%40.18%-6.15%

Correlation

The correlation between VIGB.DE and VIGRX is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2018

0.05

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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: 99
Overall Rank
VIGB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VIGB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VIGB.DE Omega Ratio Rank: 99
Omega Ratio Rank
VIGB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VIGB.DE Martin Ratio Rank: 99
Martin Ratio Rank

VIGRX
VIGRX Risk / Return Rank: 2929
Overall Rank
VIGRX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VIGRX Sortino Ratio Rank: 3232
Sortino Ratio Rank
VIGRX Omega Ratio Rank: 3333
Omega Ratio Rank
VIGRX Calmar Ratio Rank: 2121
Calmar Ratio Rank
VIGRX Martin Ratio Rank: 2424
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 ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-2.02

Omega ratioGain probability vs. loss probability

1.01

1.28

-0.27

Calmar ratioReturn relative to maximum drawdown

0.03

1.61

-1.59

Martin ratioReturn relative to average drawdown

0.07

4.86

-4.79

VIGB.DE vs. VIGRX - Sharpe Ratio Comparison

The current VIGB.DE Sharpe Ratio is 0.02, which is lower than the VIGRX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VIGB.DE and VIGRX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIGB.DEVIGRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

1.57

-1.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.73

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.67

-0.91

Drawdowns

VIGB.DE vs. VIGRX - Drawdown Comparison

The maximum VIGB.DE drawdown since its inception was -13.23%, 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

-13.23%

-44.52%

+31.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.74%

-15.75%

+13.01%

Max Drawdown (3Y)

Largest decline over 3 years

-2.74%

-27.61%

+24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-11.82%

-31.55%

+19.73%

Max Drawdown (10Y)

Largest decline over 10 years

-31.82%

Current Drawdown

Current decline from peak

-5.45%

-1.20%

-4.25%

Average Drawdown

Average peak-to-trough decline

-5.35%

-7.91%

+2.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

5.21%

-4.20%

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 0.74%, while Vanguard Growth Index Fund (VIGRX) has a volatility of 3.35%. 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

0.74%

3.35%

-2.61%

Volatility (6M)

Calculated over the trailing 6-month period

3.72%

11.60%

-7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

3.99%

16.23%

-12.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

22.02%

-18.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.02%

21.89%

-18.87%

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%.


Dividends

VIGB.DE vs. VIGRX - Dividend Comparison

VIGB.DE's dividend yield for the trailing twelve months is around 1.06%, more than VIGRX's 0.26% yield.


PositionTTM20252024202320222021202020192018201720162015
VIGB.DE
VanEck iBoxx EUR Sovereign Capped AAA-AA 1-5 UCITS ETF
1.06%0.63%1.43%0.96%0.66%1.92%1.90%2.52%0.00%0.00%0.00%0.00%
VIGRX
Vanguard Growth Index Fund
0.26%0.22%0.35%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%

Frequently Asked Questions


VIGB.DE and VIGRX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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