VIOG vs. WGROX
VIOG (Vanguard S&P Small-Cap 600 Growth ETF) and WGROX (Wasatch Core Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, VIOG returned 11.09%/yr vs 10.80%/yr for WGROX. Their correlation of 0.89 means they have usually moved in the same direction. VIOG charges 0.15%/yr vs 1.17%/yr for WGROX.
Performance
VIOG vs. WGROX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VIOG achieves a 24.91% return, which is significantly higher than WGROX's 5.28% return. Both investments have delivered pretty close results over the past 10 years, with VIOG having a 11.09% annualized return and WGROX not far behind at 10.80%.
VIOG
- 1D
- 1.77%
- 1M
- 0.05%
- 6M
- 17.89%
- YTD
- 24.91%
- 1Y
- 34.56%
- 3Y*
- 15.08%
- 5Y*
- 7.08%
- 10Y*
- 11.09%
- ALL TIME*
- 12.94%
WGROX
- 1D
- 0.00%
- 1M
- -1.75%
- 6M
- 1.68%
- YTD
- 5.28%
- 1Y
- 0.46%
- 3Y*
- 5.45%
- 5Y*
- 0.42%
- 10Y*
- 10.80%
- ALL TIME*
- 11.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $3.70M | $4.45M | $4.82M | |
| $0.00 | $0.00 | $0.00 |
VIOG vs. WGROX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 24.91% | 5.40% | 9.23% | 16.92% | -21.14% | 22.49% | 19.68% | 21.16% | -4.57% | 14.70% |
WGROX Wasatch Core Growth Fund | 5.28% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
Correlation
The correlation between VIOG and WGROX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.89 |
The correlation between VIOG and WGROX has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VIOG vs. WGROX — Risk / Return Rank
VIOG
WGROX
VIOG vs. WGROX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) and Wasatch Core Growth Fund (WGROX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VIOG | WGROX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.03 | ||
| Sortino ratioReturn per unit of downside risk | +2.86 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.84 | -0.11 | +3.95 |
| Martin ratioReturn relative to average drawdown | 12.84 | -0.28 | +13.12 |
Loading charts...
Drawdowns
VIOG vs. WGROX - Drawdown Comparison
The maximum VIOG drawdown since its inception was -41.73%, smaller than the maximum WGROX drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for VIOG and WGROX.
Loading charts...
Drawdown Indicators
| VIOG | WGROX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.73% | -61.61% | +19.88% |
Max Drawdown (1Y)Largest decline over 1 year | -9.03% | -14.95% | +5.92% |
Max Drawdown (3Y)Largest decline over 3 years | -27.35% | -27.61% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -29.15% | -40.16% | +11.01% |
Max Drawdown (10Y)Largest decline over 10 years | -41.73% | -40.16% | -1.57% |
Current DrawdownCurrent decline from peak | -1.58% | -14.59% | +13.01% |
Average DrawdownAverage peak-to-trough decline | -7.56% | -9.92% | +2.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 5.61% | -2.91% |
Volatility
VIOG vs. WGROX - Volatility Comparison
The current volatility for Vanguard S&P Small-Cap 600 Growth ETF (VIOG) is 4.44%, while Wasatch Core Growth Fund (WGROX) has a volatility of 4.88%. This indicates that VIOG experiences smaller price fluctuations and is considered to be less risky than WGROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VIOG | WGROX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.44% | 4.88% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.00% | 14.57% | -1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 19.69% | -1.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.48% | 23.09% | -1.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.84% | 23.32% | -0.48% |
VIOG vs. WGROX - Expense Ratio Comparison
VIOG has a 0.15% expense ratio, which is lower than WGROX's 1.17% expense ratio.
Dividends
VIOG vs. WGROX - Dividend Comparison
VIOG's dividend yield for the trailing twelve months is around 0.75%, less than WGROX's 8.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 0.75% | 1.04% | 1.03% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% |
WGROX Wasatch Core Growth Fund | 8.12% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
VIOG and WGROX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGROX has higher volatility (4.88%) compared to VIOG (4.44%). In terms of maximum drawdown, VIOG dropped -41.73% vs WGROX's -61.61%.
VIOG currently has the higher Sharpe Ratio (1.95 vs -0.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for VIOG and WGROX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer