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VIGIX vs. SWPPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGIX and SWPPX 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. SWPPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Institutional Shares (VIGIX) and Schwab S&P 500 Index Fund (SWPPX). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
957.00%
744.48%
VIGIX
SWPPX

Key characteristics

Sharpe Ratio

VIGIX:

2.09

SWPPX:

2.10

Sortino Ratio

VIGIX:

2.68

SWPPX:

2.80

Omega Ratio

VIGIX:

1.38

SWPPX:

1.39

Calmar Ratio

VIGIX:

2.81

SWPPX:

3.12

Martin Ratio

VIGIX:

10.99

SWPPX:

13.52

Ulcer Index

VIGIX:

3.31%

SWPPX:

1.95%

Daily Std Dev

VIGIX:

17.44%

SWPPX:

12.59%

Max Drawdown

VIGIX:

-57.17%

SWPPX:

-55.06%

Current Drawdown

VIGIX:

-2.51%

SWPPX:

-3.72%

Returns By Period

In the year-to-date period, VIGIX achieves a 34.77% return, which is significantly higher than SWPPX's 24.49% return. Over the past 10 years, VIGIX has outperformed SWPPX with an annualized return of 15.88%, while SWPPX has yielded a comparatively lower 12.92% annualized return.


VIGIX

YTD

34.77%

1M

3.33%

6M

12.01%

1Y

34.91%

5Y*

18.89%

10Y*

15.88%

SWPPX

YTD

24.49%

1M

-1.37%

6M

7.94%

1Y

24.91%

5Y*

14.50%

10Y*

12.92%

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. SWPPX - Expense Ratio Comparison

VIGIX has a 0.04% expense ratio, which is higher than SWPPX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VIGIX
Vanguard Growth Index Fund Institutional Shares
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%
Expense ratio chart for SWPPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

VIGIX vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Institutional Shares (VIGIX) and Schwab S&P 500 Index Fund (SWPPX). 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 2.09, compared to the broader market-1.000.001.002.003.004.002.092.10
The chart of Sortino ratio for VIGIX, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.682.80
The chart of Omega ratio for VIGIX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.39
The chart of Calmar ratio for VIGIX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.813.12
The chart of Martin ratio for VIGIX, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0010.9913.52
VIGIX
SWPPX

The current VIGIX Sharpe Ratio is 2.09, which is comparable to the SWPPX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VIGIX and SWPPX, 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
2.09
2.10
VIGIX
SWPPX

Dividends

VIGIX vs. SWPPX - Dividend Comparison

VIGIX's dividend yield for the trailing twelve months is around 0.33%, while SWPPX has not paid dividends to shareholders.


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%
SWPPX
Schwab S&P 500 Index Fund
0.00%1.43%1.67%1.17%1.81%1.77%2.20%1.75%1.99%2.15%1.80%1.67%

Drawdowns

VIGIX vs. SWPPX - Drawdown Comparison

The maximum VIGIX drawdown since its inception was -57.17%, roughly equal to the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VIGIX and SWPPX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-3.72%
VIGIX
SWPPX

Volatility

VIGIX vs. SWPPX - Volatility Comparison

Vanguard Growth Index Fund Institutional Shares (VIGIX) has a higher volatility of 4.92% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.97%. This indicates that VIGIX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
3.97%
VIGIX
SWPPX
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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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