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

Correlation

The correlation between VIGRX and VIGAX is 1.00, 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.


-0.50.00.51.01.0

Performance

VIGRX vs. VIGAX - Performance Comparison

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

600.00%650.00%700.00%750.00%JulyAugustSeptemberOctoberNovemberDecember
710.96%
732.38%
VIGRX
VIGAX

Key characteristics

Sharpe Ratio

VIGRX:

2.09

VIGAX:

2.10

Sortino Ratio

VIGRX:

2.71

VIGAX:

2.72

Omega Ratio

VIGRX:

1.38

VIGAX:

1.38

Calmar Ratio

VIGRX:

2.79

VIGAX:

2.81

Martin Ratio

VIGRX:

10.89

VIGAX:

10.96

Ulcer Index

VIGRX:

3.32%

VIGAX:

3.32%

Daily Std Dev

VIGRX:

17.32%

VIGAX:

17.32%

Max Drawdown

VIGRX:

-57.48%

VIGAX:

-50.66%

Current Drawdown

VIGRX:

-2.51%

VIGAX:

-2.50%

Returns By Period

The year-to-date returns for both investments are quite close, with VIGRX having a 34.59% return and VIGAX slightly higher at 34.75%. Both investments have delivered pretty close results over the past 10 years, with VIGRX having a 15.72% annualized return and VIGAX not far ahead at 15.86%.


VIGRX

YTD

34.59%

1M

3.32%

6M

11.94%

1Y

34.74%

5Y*

18.73%

10Y*

15.72%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VIGRX vs. VIGAX - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is higher than VIGAX's 0.05% 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%.


VIGRX
Vanguard Growth Index Fund
Expense ratio chart for VIGRX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VIGRX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 VIGRX, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.092.10
The chart of Sortino ratio for VIGRX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.72
The chart of Omega ratio for VIGRX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.38
The chart of Calmar ratio for VIGRX, currently valued at 2.79, compared to the broader market0.002.004.006.008.0010.0012.0014.002.792.81
The chart of Martin ratio for VIGRX, currently valued at 10.89, compared to the broader market0.0020.0040.0060.0010.8910.96
VIGRX
VIGAX

The current VIGRX Sharpe Ratio is 2.09, which is comparable to the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VIGRX and VIGAX, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.09
2.10
VIGRX
VIGAX

Dividends

VIGRX vs. VIGAX - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.25%, less than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
VIGRX
Vanguard Growth Index Fund
0.25%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%1.06%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VIGRX vs. VIGAX - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.48%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VIGRX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-2.50%
VIGRX
VIGAX

Volatility

VIGRX vs. VIGAX - Volatility Comparison

Vanguard Growth Index Fund (VIGRX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 4.92% and 4.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
4.92%
VIGRX
VIGAX
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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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