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

Correlation

The correlation between VIGIX and VIVIX is 0.93, 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.


Performance

VIGIX vs. VIVIX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VIGIX:

0.80

VIVIX:

0.46

Sortino Ratio

VIGIX:

1.28

VIVIX:

0.77

Omega Ratio

VIGIX:

1.18

VIVIX:

1.11

Calmar Ratio

VIGIX:

0.91

VIVIX:

0.52

Martin Ratio

VIGIX:

3.10

VIVIX:

1.88

Ulcer Index

VIGIX:

6.74%

VIVIX:

3.96%

Daily Std Dev

VIGIX:

25.56%

VIVIX:

15.59%

Max Drawdown

VIGIX:

-57.17%

VIVIX:

-59.30%

Current Drawdown

VIGIX:

-3.15%

VIVIX:

-5.67%

Returns By Period

In the year-to-date period, VIGIX achieves a 0.91% return, which is significantly higher than VIVIX's 0.69% return. Over the past 10 years, VIGIX has outperformed VIVIX with an annualized return of 15.28%, while VIVIX has yielded a comparatively lower 9.80% annualized return.


VIGIX

YTD

0.91%

1M

14.16%

6M

1.54%

1Y

20.19%

5Y*

18.51%

10Y*

15.28%

VIVIX

YTD

0.69%

1M

3.44%

6M

-3.67%

1Y

7.08%

5Y*

15.36%

10Y*

9.80%

*Annualized

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VIGIX vs. VIVIX - Expense Ratio Comparison

Both VIGIX and VIVIX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

VIGIX vs. VIVIX — Risk-Adjusted Performance Rank

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

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 7676
Overall Rank
The Sharpe Ratio Rank of VIGIX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 7474
Martin Ratio Rank

VIVIX
The Risk-Adjusted Performance Rank of VIVIX is 5151
Overall Rank
The Sharpe Ratio Rank of VIVIX is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of VIVIX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VIVIX is 4747
Omega Ratio Rank
The Calmar Ratio Rank of VIVIX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VIVIX is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIGIX vs. VIVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Institutional Shares (VIGIX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.


The current VIGIX Sharpe Ratio is 0.80, which is higher than the VIVIX Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of VIGIX and VIVIX, 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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Dividends

VIGIX vs. VIVIX - Dividend Comparison

VIGIX's dividend yield for the trailing twelve months is around 0.47%, less than VIVIX's 2.31% yield.


TTM20242023202220212020201920182017201620152014
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%
VIVIX
Vanguard Value Index Fund Institutional Shares
2.31%2.31%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%

Drawdowns

VIGIX vs. VIVIX - Drawdown Comparison

The maximum VIGIX drawdown since its inception was -57.17%, roughly equal to the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for VIGIX and VIVIX. For additional features, visit the drawdowns tool.


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Volatility

VIGIX vs. VIVIX - Volatility Comparison

Vanguard Growth Index Fund Institutional Shares (VIGIX) has a higher volatility of 7.87% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 4.58%. This indicates that VIGIX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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