PortfoliosLab logoPortfoliosLab logo
VISGX vs. HRSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VISGX vs. HRSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Growth Index Fund (VISGX) and Hood River Small-Cap Growth Fund (HRSMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VISGX vs. HRSMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VISGX
Vanguard Small Cap Growth Index Fund
0.23%8.18%14.80%22.91%-28.50%5.58%35.11%32.60%-5.81%21.78%
HRSMX
Hood River Small-Cap Growth Fund
5.38%23.85%35.48%21.52%-27.99%23.19%60.80%24.13%-6.91%20.60%

Returns By Period

In the year-to-date period, VISGX achieves a 0.23% return, which is significantly lower than HRSMX's 5.38% return. Over the past 10 years, VISGX has underperformed HRSMX with an annualized return of 10.31%, while HRSMX has yielded a comparatively higher 17.50% annualized return.


VISGX

1D
4.35%
1M
-6.40%
YTD
0.23%
6M
1.43%
1Y
20.03%
3Y*
12.25%
5Y*
2.02%
10Y*
10.31%

HRSMX

1D
5.79%
1M
-7.21%
YTD
5.38%
6M
10.43%
1Y
54.19%
3Y*
26.46%
5Y*
10.91%
10Y*
17.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VISGX vs. HRSMX - Expense Ratio Comparison

VISGX has a 0.19% expense ratio, which is lower than HRSMX's 1.09% expense ratio.


Return for Risk

VISGX vs. HRSMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VISGX
VISGX Risk / Return Rank: 4343
Overall Rank
VISGX Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VISGX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VISGX Omega Ratio Rank: 3434
Omega Ratio Rank
VISGX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VISGX Martin Ratio Rank: 5353
Martin Ratio Rank

HRSMX
HRSMX Risk / Return Rank: 8989
Overall Rank
HRSMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HRSMX Sortino Ratio Rank: 8686
Sortino Ratio Rank
HRSMX Omega Ratio Rank: 7979
Omega Ratio Rank
HRSMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
HRSMX Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VISGX vs. HRSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Growth Index Fund (VISGX) and Hood River Small-Cap Growth Fund (HRSMX). 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.


VISGXHRSMXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.79

-0.95

Sortino ratio

Return per unit of downside risk

1.33

2.38

-1.05

Omega ratio

Gain probability vs. loss probability

1.18

1.32

-0.14

Calmar ratio

Return relative to maximum drawdown

1.38

3.49

-2.12

Martin ratio

Return relative to average drawdown

5.51

13.94

-8.43

VISGX vs. HRSMX - Sharpe Ratio Comparison

The current VISGX Sharpe Ratio is 0.84, which is lower than the HRSMX Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of VISGX and HRSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VISGXHRSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.79

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.40

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.68

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.53

-0.17

Correlation

The correlation between VISGX and HRSMX is 0.95, 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.


Dividends

VISGX vs. HRSMX - Dividend Comparison

VISGX's dividend yield for the trailing twelve months is around 0.40%, less than HRSMX's 4.01% yield.


TTM20252024202320222021202020192018201720162015
VISGX
Vanguard Small Cap Growth Index Fund
0.40%0.33%0.42%0.56%0.46%0.23%0.35%0.47%0.65%0.71%0.97%0.84%
HRSMX
Hood River Small-Cap Growth Fund
4.01%4.23%3.75%0.00%0.00%19.96%6.28%0.00%4.59%6.74%0.00%5.73%

Drawdowns

VISGX vs. HRSMX - Drawdown Comparison

The maximum VISGX drawdown since its inception was -58.74%, smaller than the maximum HRSMX drawdown of -64.92%. Use the drawdown chart below to compare losses from any high point for VISGX and HRSMX.


Loading graphics...

Drawdown Indicators


VISGXHRSMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-64.92%

+6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.49%

-14.89%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-38.49%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-40.74%

+2.04%

Current Drawdown

Current decline from peak

-7.54%

-7.21%

-0.33%

Average Drawdown

Average peak-to-trough decline

-11.67%

-13.16%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

3.73%

-0.10%

Volatility

VISGX vs. HRSMX - Volatility Comparison

The current volatility for Vanguard Small Cap Growth Index Fund (VISGX) is 8.86%, while Hood River Small-Cap Growth Fund (HRSMX) has a volatility of 12.35%. This indicates that VISGX experiences smaller price fluctuations and is considered to be less risky than HRSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VISGXHRSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

12.35%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

21.73%

-6.03%

Volatility (1Y)

Calculated over the trailing 1-year period

24.53%

30.18%

-5.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

27.18%

-3.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

25.82%

-2.90%