PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIGIX vs. FGKFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGIX and FGKFX is 0.96, 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

VIGIX vs. FGKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Institutional Shares (VIGIX) and Fidelity Growth Company K6 Fund (FGKFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.60%
9.62%
VIGIX
FGKFX

Key characteristics

Sharpe Ratio

VIGIX:

1.92

FGKFX:

1.94

Sortino Ratio

VIGIX:

2.50

FGKFX:

2.57

Omega Ratio

VIGIX:

1.35

FGKFX:

1.35

Calmar Ratio

VIGIX:

2.60

FGKFX:

2.78

Martin Ratio

VIGIX:

10.20

FGKFX:

10.61

Ulcer Index

VIGIX:

3.30%

FGKFX:

3.64%

Daily Std Dev

VIGIX:

17.48%

FGKFX:

19.86%

Max Drawdown

VIGIX:

-57.17%

FGKFX:

-41.65%

Current Drawdown

VIGIX:

-3.64%

FGKFX:

-3.89%

Returns By Period

In the year-to-date period, VIGIX achieves a 33.20% return, which is significantly lower than FGKFX's 38.53% return.


VIGIX

YTD

33.20%

1M

3.24%

6M

9.96%

1Y

32.98%

5Y*

18.66%

10Y*

15.77%

FGKFX

YTD

38.53%

1M

2.00%

6M

9.62%

1Y

41.31%

5Y*

22.22%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIGIX vs. FGKFX - Expense Ratio Comparison

VIGIX has a 0.04% expense ratio, which is lower than FGKFX's 0.45% expense ratio.


FGKFX
Fidelity Growth Company K6 Fund
Expense ratio chart for FGKFX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIGIX vs. FGKFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Institutional Shares (VIGIX) and Fidelity Growth Company K6 Fund (FGKFX). 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 VIGIX, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.891.94
The chart of Sortino ratio for VIGIX, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.0010.002.462.57
The chart of Omega ratio for VIGIX, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.351.35
The chart of Calmar ratio for VIGIX, currently valued at 2.55, compared to the broader market0.002.004.006.008.0010.0012.0014.002.552.78
The chart of Martin ratio for VIGIX, currently valued at 9.98, compared to the broader market0.0020.0040.0060.009.9810.61
VIGIX
FGKFX

The current VIGIX Sharpe Ratio is 1.92, which is comparable to the FGKFX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of VIGIX and FGKFX, 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
1.89
1.94
VIGIX
FGKFX

Dividends

VIGIX vs. FGKFX - Dividend Comparison

VIGIX's dividend yield for the trailing twelve months is around 0.48%, more than FGKFX's 0.07% yield.


TTM20232022202120202019201820172016201520142013
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%
FGKFX
Fidelity Growth Company K6 Fund
0.07%0.10%0.18%0.00%0.09%0.06%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIGIX vs. FGKFX - Drawdown Comparison

The maximum VIGIX drawdown since its inception was -57.17%, which is greater than FGKFX's maximum drawdown of -41.65%. Use the drawdown chart below to compare losses from any high point for VIGIX and FGKFX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.64%
-3.89%
VIGIX
FGKFX

Volatility

VIGIX vs. FGKFX - Volatility Comparison

The current volatility for Vanguard Growth Index Fund Institutional Shares (VIGIX) is 4.84%, while Fidelity Growth Company K6 Fund (FGKFX) has a volatility of 5.24%. This indicates that VIGIX experiences smaller price fluctuations and is considered to be less risky than FGKFX based on this measure. 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%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.84%
5.24%
VIGIX
FGKFX
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 © 2024 PortfoliosLab