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VIGRX vs. VGT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIGRX and VGT is 0.87, 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

VIGRX vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth Index Fund (VIGRX) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VIGRX:

0.53

VGT:

0.39

Sortino Ratio

VIGRX:

0.91

VGT:

0.73

Omega Ratio

VIGRX:

1.13

VGT:

1.10

Calmar Ratio

VIGRX:

0.58

VGT:

0.43

Martin Ratio

VIGRX:

1.98

VGT:

1.39

Ulcer Index

VIGRX:

6.74%

VGT:

8.33%

Daily Std Dev

VIGRX:

25.09%

VGT:

29.76%

Max Drawdown

VIGRX:

-57.48%

VGT:

-54.63%

Current Drawdown

VIGRX:

-9.22%

VGT:

-11.63%

Returns By Period

In the year-to-date period, VIGRX achieves a -5.42% return, which is significantly higher than VGT's -8.02% return. Over the past 10 years, VIGRX has underperformed VGT with an annualized return of 14.55%, while VGT has yielded a comparatively higher 19.33% annualized return.


VIGRX

YTD

-5.42%

1M

9.80%

6M

-4.70%

1Y

13.20%

5Y*

16.40%

10Y*

14.55%

VGT

YTD

-8.02%

1M

12.05%

6M

-8.30%

1Y

11.24%

5Y*

18.63%

10Y*

19.33%

*Annualized

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VIGRX vs. VGT - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is higher than VGT's 0.10% 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%.


Risk-Adjusted Performance

VIGRX vs. VGT — Risk-Adjusted Performance Rank

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

VIGRX
The Risk-Adjusted Performance Rank of VIGRX is 6464
Overall Rank
The Sharpe Ratio Rank of VIGRX is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGRX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VIGRX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VIGRX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VIGRX is 6161
Martin Ratio Rank

VGT
The Risk-Adjusted Performance Rank of VGT is 5252
Overall Rank
The Sharpe Ratio Rank of VGT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VGT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VGT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VGT is 5656
Calmar Ratio Rank
The Martin Ratio Rank of VGT is 5050
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.

VIGRX vs. VGT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) and Vanguard Information Technology ETF (VGT). 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 VIGRX Sharpe Ratio is 0.53, which is higher than the VGT Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of VIGRX and VGT, 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

VIGRX vs. VGT - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.37%, less than VGT's 0.56% yield.


TTM20242023202220212020201920182017201620152014
VIGRX
Vanguard Growth Index Fund
0.37%0.35%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%
VGT
Vanguard Information Technology ETF
0.56%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

Drawdowns

VIGRX vs. VGT - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.48%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for VIGRX and VGT. For additional features, visit the drawdowns tool.


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Volatility

VIGRX vs. VGT - Volatility Comparison

The current volatility for Vanguard Growth Index Fund (VIGRX) is 8.48%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.35%. This indicates that VIGRX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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