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

Correlation

The correlation between VIGRX and VTI is 0.96, 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. VTI - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VIGRX:

0.70

VTI:

0.63

Sortino Ratio

VIGRX:

1.17

VTI:

1.04

Omega Ratio

VIGRX:

1.17

VTI:

1.15

Calmar Ratio

VIGRX:

0.80

VTI:

0.67

Martin Ratio

VIGRX:

2.73

VTI:

2.53

Ulcer Index

VIGRX:

6.77%

VTI:

5.11%

Daily Std Dev

VIGRX:

25.44%

VTI:

20.23%

Max Drawdown

VIGRX:

-57.48%

VTI:

-55.45%

Current Drawdown

VIGRX:

-3.20%

VTI:

-3.38%

Returns By Period

In the year-to-date period, VIGRX achieves a 0.86% return, which is significantly lower than VTI's 1.06% return. Over the past 10 years, VIGRX has outperformed VTI with an annualized return of 15.04%, while VTI has yielded a comparatively lower 12.12% annualized return.


VIGRX

YTD

0.86%

1M

17.49%

6M

2.61%

1Y

17.77%

3Y*

22.43%

5Y*

17.59%

10Y*

15.04%

VTI

YTD

1.06%

1M

12.79%

6M

0.34%

1Y

12.64%

3Y*

16.08%

5Y*

16.14%

10Y*

12.12%

*Annualized

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Vanguard Growth Index Fund

Vanguard Total Stock Market ETF

VIGRX vs. VTI - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is higher than VTI'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%.


Risk-Adjusted Performance

VIGRX vs. VTI — 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 7272
Overall Rank
The Sharpe Ratio Rank of VIGRX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGRX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VIGRX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VIGRX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VIGRX is 7070
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 6464
Overall Rank
The Sharpe Ratio Rank of VTI is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 6565
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. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth Index Fund (VIGRX) and Vanguard Total Stock Market ETF (VTI). 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 0.70, which is comparable to the VTI Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VIGRX and VTI, 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. VTI - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.35%, less than VTI's 1.28% yield.


TTM20242023202220212020201920182017201620152014
VIGRX
Vanguard Growth Index Fund
0.35%0.35%0.47%0.54%0.36%0.56%0.83%1.18%1.03%1.27%1.16%1.07%
VTI
Vanguard Total Stock Market ETF
1.28%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VIGRX vs. VTI - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.48%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VIGRX and VTI. For additional features, visit the drawdowns tool.


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Volatility

VIGRX vs. VTI - Volatility Comparison

Vanguard Growth Index Fund (VIGRX) has a higher volatility of 5.98% compared to Vanguard Total Stock Market ETF (VTI) at 4.69%. This indicates that VIGRX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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