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

Key characteristics


VIGRXVTSAX
YTD Return27.09%21.84%
1Y Return47.94%40.34%
3Y Return (Ann)8.37%8.13%
5Y Return (Ann)18.73%14.75%
10Y Return (Ann)15.38%12.61%
Sharpe Ratio2.933.32
Sortino Ratio3.734.39
Omega Ratio1.531.62
Calmar Ratio2.863.31
Martin Ratio14.8721.40
Ulcer Index3.28%1.93%
Daily Std Dev16.63%12.44%
Max Drawdown-57.48%-55.34%
Current Drawdown-0.54%-0.92%

Correlation

-0.50.00.51.01.0

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.

Performance

VIGRX vs. VTSAX - Performance Comparison

In the year-to-date period, VIGRX achieves a 27.09% return, which is significantly higher than VTSAX's 21.84% return. Over the past 10 years, VIGRX has outperformed VTSAX with an annualized return of 15.38%, while VTSAX has yielded a comparatively lower 12.61% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctober
18.51%
15.03%
VIGRX
VTSAX

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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.


VIGRX
Sharpe ratio
The chart of Sharpe ratio for VIGRX, currently valued at 2.93, compared to the broader market-2.000.002.004.002.93
Sortino ratio
The chart of Sortino ratio for VIGRX, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for VIGRX, currently valued at 1.53, compared to the broader market1.002.003.004.001.53
Calmar ratio
The chart of Calmar ratio for VIGRX, currently valued at 2.86, compared to the broader market0.005.0010.0015.0020.002.86
Martin ratio
The chart of Martin ratio for VIGRX, currently valued at 14.87, compared to the broader market0.0020.0040.0060.0080.0014.87
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 3.32, compared to the broader market-2.000.002.004.003.32
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 4.39, compared to the broader market0.005.0010.004.39
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.62, compared to the broader market1.002.003.004.001.62
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 3.31, compared to the broader market0.005.0010.0015.0020.003.31
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 21.40, compared to the broader market0.0020.0040.0060.0080.0021.40

VIGRX vs. VTSAX - Sharpe Ratio Comparison

The current VIGRX Sharpe Ratio is 2.93, which is comparable to the VTSAX Sharpe Ratio of 3.32. 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctober
2.93
3.32
VIGRX
VTSAX

Dividends

VIGRX vs. VTSAX - Dividend Comparison

VIGRX's dividend yield for the trailing twelve months is around 0.39%, less than VTSAX's 1.30% yield.


TTM20232022202120202019201820172016201520142013
VIGRX
Vanguard Growth Index Fund
0.39%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
1.30%1.43%1.65%1.20%1.41%1.76%2.03%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%JuneJulyAugustSeptemberOctober
-0.54%
-0.92%
VIGRX
VTSAX

Volatility

VIGRX vs. VTSAX - Volatility Comparison

Vanguard Growth Index Fund (VIGRX) has a higher volatility of 3.39% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.56%. 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%JuneJulyAugustSeptemberOctober
3.39%
2.56%
VIGRX
VTSAX