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

Correlation

The correlation between VIGRX and VTSAX 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.


-0.50.00.51.01.0

Performance

VIGRX vs. VTSAX - 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 Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

550.00%600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
710.96%
631.04%
VIGRX
VTSAX

Key characteristics

Sharpe Ratio

VIGRX:

2.09

VTSAX:

2.09

Sortino Ratio

VIGRX:

2.71

VTSAX:

2.78

Omega Ratio

VIGRX:

1.38

VTSAX:

1.39

Calmar Ratio

VIGRX:

2.79

VTSAX:

3.13

Martin Ratio

VIGRX:

10.89

VTSAX:

13.34

Ulcer Index

VIGRX:

3.32%

VTSAX:

2.01%

Daily Std Dev

VIGRX:

17.32%

VTSAX:

12.85%

Max Drawdown

VIGRX:

-57.48%

VTSAX:

-55.34%

Current Drawdown

VIGRX:

-2.51%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, VIGRX achieves a 34.59% return, which is significantly higher than VTSAX's 24.80% return. Over the past 10 years, VIGRX has outperformed VTSAX with an annualized return of 15.72%, while VTSAX has yielded a comparatively lower 12.51% annualized return.


VIGRX

YTD

34.59%

1M

3.32%

6M

11.94%

1Y

34.74%

5Y*

18.73%

10Y*

15.72%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

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. VTSAX - Expense Ratio Comparison

VIGRX has a 0.17% expense ratio, which is higher than VTSAX's 0.04% 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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIGRX vs. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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-1.000.001.002.003.004.002.092.09
The chart of Sortino ratio for VIGRX, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.78
The chart of Omega ratio for VIGRX, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.003.501.381.39
The chart of Calmar ratio for VIGRX, currently valued at 2.79, compared to the broader market0.002.004.006.008.0010.0012.0014.002.793.13
The chart of Martin ratio for VIGRX, currently valued at 10.89, compared to the broader market0.0020.0040.0060.0010.8913.34
VIGRX
VTSAX

The current VIGRX Sharpe Ratio is 2.09, which is comparable to the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VIGRX and VTSAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.09
2.09
VIGRX
VTSAX

Dividends

VIGRX vs. VTSAX - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.25%, less than VTSAX's 0.93% 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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VIGRX vs. VTSAX - Drawdown Comparison

The maximum VIGRX drawdown since its inception was -57.48%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VIGRX and VTSAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.51%
-3.10%
VIGRX
VTSAX

Volatility

VIGRX vs. VTSAX - Volatility Comparison

Vanguard Growth Index Fund (VIGRX) has a higher volatility of 4.92% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. This indicates that VIGRX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.92%
4.06%
VIGRX
VTSAX
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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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