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

Correlation

The correlation between VIGIX and VOO is 0.94, 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.


-0.50.00.51.00.9

Performance

VIGIX vs. VOO - Performance Comparison

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

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
827.58%
602.93%
VIGIX
VOO

Key characteristics

Sharpe Ratio

VIGIX:

2.09

VOO:

2.25

Sortino Ratio

VIGIX:

2.68

VOO:

2.98

Omega Ratio

VIGIX:

1.38

VOO:

1.42

Calmar Ratio

VIGIX:

2.81

VOO:

3.31

Martin Ratio

VIGIX:

10.99

VOO:

14.77

Ulcer Index

VIGIX:

3.31%

VOO:

1.90%

Daily Std Dev

VIGIX:

17.44%

VOO:

12.46%

Max Drawdown

VIGIX:

-57.17%

VOO:

-33.99%

Current Drawdown

VIGIX:

-2.51%

VOO:

-2.47%

Returns By Period

In the year-to-date period, VIGIX achieves a 34.77% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, VIGIX has outperformed VOO with an annualized return of 15.88%, while VOO has yielded a comparatively lower 13.08% annualized return.


VIGIX

YTD

34.77%

1M

3.33%

6M

12.01%

1Y

34.91%

5Y*

18.89%

10Y*

15.88%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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. VOO - Expense Ratio Comparison

VIGIX has a 0.04% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VIGIX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Institutional Shares (VIGIX) and Vanguard S&P 500 ETF (VOO). 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-1.000.001.002.003.004.002.092.25
The chart of Sortino ratio for VIGIX, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.002.682.98
The chart of Omega ratio for VIGIX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.42
The chart of Calmar ratio for VIGIX, currently valued at 2.81, compared to the broader market0.002.004.006.008.0010.0012.0014.002.813.31
The chart of Martin ratio for VIGIX, currently valued at 10.99, compared to the broader market0.0020.0040.0060.0010.9914.77
VIGIX
VOO

The current VIGIX Sharpe Ratio is 2.09, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VIGIX and VOO, 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
2.25
VIGIX
VOO

Dividends

VIGIX vs. VOO - Dividend Comparison

VIGIX's dividend yield for the trailing twelve months is around 0.33%, less than VOO's 0.91% 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%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VIGIX vs. VOO - Drawdown Comparison

The maximum VIGIX drawdown since its inception was -57.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VIGIX and VOO. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-2.47%
VIGIX
VOO

Volatility

VIGIX vs. VOO - Volatility Comparison

Vanguard Growth Index Fund Institutional Shares (VIGIX) has a higher volatility of 4.92% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that VIGIX's price experiences larger fluctuations and is considered to be riskier than VOO 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%
3.75%
VIGIX
VOO
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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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