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VIGRX vs. FDSSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIGRX vs. FDSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund Investor Shares (VIGRX) and Fidelity Stock Selector All Cap Fund (FDSSX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIGRX achieves a 3.73% return, which is significantly lower than FDSSX's 14.50% return. Over the past 10 years, VIGRX has outperformed FDSSX with an annualized return of 16.99%, while FDSSX has yielded a comparatively lower 14.84% annualized return.


VIGRX

1D
2.71%
1M
-1.63%
6M
5.13%
YTD
3.73%
1Y
13.90%
3Y*
20.41%
5Y*
11.74%
10Y*
16.99%
ALL TIME*
11.38%

FDSSX

1D
1.87%
1M
-0.79%
6M
11.52%
YTD
14.50%
1Y
28.35%
3Y*
19.68%
5Y*
12.00%
10Y*
14.84%
ALL TIME*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VIGRX vs. FDSSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIGRX
Vanguard Growth Index Fund Investor Shares
3.73%19.18%32.51%46.59%-33.22%27.10%40.01%37.08%-3.47%27.64%
FDSSX
Fidelity Stock Selector All Cap Fund
14.50%18.89%19.79%26.94%-19.55%23.14%24.90%32.21%-8.61%24.42%

Correlation

The correlation between VIGRX and FDSSX is 0.94, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 30, 1992

0.93

The correlation between VIGRX and FDSSX has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

VIGRX vs. FDSSX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VIGRX
VIGRX Risk / Return Rank: 1717
Overall Rank
VIGRX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VIGRX Sortino Ratio Rank: 1818
Sortino Ratio Rank
VIGRX Omega Ratio Rank: 1818
Omega Ratio Rank
VIGRX Calmar Ratio Rank: 1515
Calmar Ratio Rank
VIGRX Martin Ratio Rank: 1717
Martin Ratio Rank

FDSSX
FDSSX Risk / Return Rank: 8080
Overall Rank
FDSSX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
FDSSX Sortino Ratio Rank: 7474
Sortino Ratio Rank
FDSSX Omega Ratio Rank: 7575
Omega Ratio Rank
FDSSX Calmar Ratio Rank: 8484
Calmar Ratio Rank
FDSSX Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VIGRX vs. FDSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund Investor Shares (VIGRX) and Fidelity Stock Selector All Cap Fund (FDSSX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VIGRXFDSSXDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.50

Omega ratioGain probability vs. loss probability

1.12

1.33

-0.20

Calmar ratioReturn relative to maximum drawdown

0.70

2.83

-2.13

Martin ratioReturn relative to average drawdown

2.22

12.79

-10.57

VIGRX vs. FDSSX - Sharpe Ratio Comparison

The current VIGRX Sharpe Ratio is 0.65, which is lower than the FDSSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of VIGRX and FDSSX, 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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Drawdowns

VIGRX vs. FDSSX - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.47%, roughly equal to the maximum FDSSX drawdown of -56.77%. Use the drawdown chart below to compare losses from any high point for VIGRX and FDSSX.


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Drawdown Indicators


VIGRXFDSSXDifference

Max Drawdown

Largest peak-to-trough decline

-57.47%

-56.77%

-0.70%

Max Drawdown (1Y)

Largest decline over 1 year

-16.55%

-9.19%

-7.36%

Max Drawdown (3Y)

Largest decline over 3 years

-23.13%

-20.86%

-2.27%

Max Drawdown (5Y)

Largest decline over 5 years

-35.70%

-25.22%

-10.48%

Max Drawdown (10Y)

Largest decline over 10 years

-35.70%

-34.37%

-1.33%

Current Drawdown

Current decline from peak

-6.62%

-2.29%

-4.33%

Average Drawdown

Average peak-to-trough decline

-14.16%

-9.85%

-4.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

2.03%

+3.15%

Volatility

VIGRX vs. FDSSX - Volatility Comparison

Vanguard Growth Index Fund Investor Shares (VIGRX) has a higher volatility of 5.40% compared to Fidelity Stock Selector All Cap Fund (FDSSX) at 3.73%. This indicates that VIGRX's price experiences larger fluctuations and is considered to be riskier than FDSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIGRXFDSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

3.73%

+1.67%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

11.38%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

14.26%

+3.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.62%

17.90%

+4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.69%

18.58%

+3.11%

VIGRX vs. FDSSX - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is lower than FDSSX's 0.68% expense ratio.


Dividends

VIGRX vs. FDSSX - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.27%, less than FDSSX's 4.18% yield.


PositionTTM20252024202320222021202020192018201720162015
FDSSX
Fidelity Stock Selector All Cap Fund
4.18%4.79%4.83%2.03%0.36%0.84%5.22%6.09%4.46%3.07%1.04%5.16%
VIGRX
Vanguard Growth Index Fund Investor Shares
0.27%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


With a correlation of 0.94, VIGRX and FDSSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIGRX has higher volatility (5.40%) compared to FDSSX (3.73%). In terms of maximum drawdown, VIGRX dropped -57.47% vs FDSSX's -56.77%.

FDSSX currently has the higher Sharpe Ratio (1.82 vs 0.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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