VIGRX vs. SPY
Compare and contrast key facts about Vanguard Growth Index Fund (VIGRX) and SPDR S&P 500 ETF (SPY).
VIGRX is managed by Vanguard. It was launched on Nov 2, 1992. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIGRX or SPY.
Performance
VIGRX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VIGRX achieves a 30.27% return, which is significantly higher than SPY's 26.08% return. Over the past 10 years, VIGRX has outperformed SPY with an annualized return of 15.34%, while SPY has yielded a comparatively lower 13.10% annualized return.
VIGRX
30.27%
2.56%
14.95%
35.68%
18.95%
15.34%
SPY
26.08%
1.77%
13.59%
32.24%
15.62%
13.10%
Key characteristics
| VIGRX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.15 | 2.70 |
| Sortino Ratio | 2.81 | 3.60 |
| Omega Ratio | 1.39 | 1.50 |
| Calmar Ratio | 2.81 | 3.90 |
| Martin Ratio | 11.00 | 17.52 |
| Ulcer Index | 3.30% | 1.87% |
| Daily Std Dev | 16.88% | 12.14% |
| Max Drawdown | -57.48% | -55.19% |
| Current Drawdown | -1.20% | -0.85% |
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VIGRX vs. SPY - Expense Ratio Comparison
VIGRX has a 0.17% expense ratio, which is higher than SPY's 0.09% 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%.
Correlation
The correlation between VIGRX and SPY 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.
Risk-Adjusted Performance
VIGRX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
VIGRX vs. SPY - Dividend Comparison
VIGRX's dividend yield for the trailing twelve months is around 0.38%, less than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIGRX Vanguard Growth Index Fund | 0.38% | 0.47% | 0.54% | 0.36% | 0.56% | 0.83% | 1.18% | 1.03% | 1.27% | 1.16% | 1.07% | 1.06% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VIGRX vs. SPY - Drawdown Comparison
The maximum VIGRX drawdown since its inception was -57.48%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VIGRX and SPY. For additional features, visit the drawdowns tool.
Volatility
VIGRX vs. SPY - Volatility Comparison
Vanguard Growth Index Fund (VIGRX) has a higher volatility of 5.24% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that VIGRX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.