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VISGX vs. VSGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VISGX vs. VSGIX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VISGX having a 18.67% return and VSGIX slightly higher at 18.74%. Both investments have delivered pretty close results over the past 10 years, with VISGX having a 11.70% annualized return and VSGIX not far ahead at 11.86%.


VISGX

1D
0.72%
1M
6.05%
YTD
18.67%
6M
18.08%
1Y
33.96%
3Y*
17.94%
5Y*
5.96%
10Y*
11.70%

VSGIX

1D
0.72%
1M
6.06%
YTD
18.74%
6M
18.16%
1Y
34.12%
3Y*
18.14%
5Y*
6.12%
10Y*
11.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VISGX vs. VSGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VISGX
Vanguard Small Cap Growth Index Fund
18.67%8.18%14.80%22.91%-28.50%5.58%35.11%32.60%-5.81%21.78%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
18.74%8.44%14.95%23.07%-28.39%5.70%35.29%32.77%-5.70%21.94%

Correlation

The correlation between VISGX and VSGIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

1.00

Correlation (All Time)
Calculated using the full available price history since May 25, 2000

1.00

The correlation between VISGX and VSGIX has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

VISGX vs. VSGIX — Risk / Return Rank

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

VISGX
VISGX Risk / Return Rank: 4848
Overall Rank
VISGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VISGX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VISGX Omega Ratio Rank: 3535
Omega Ratio Rank
VISGX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VISGX Martin Ratio Rank: 6161
Martin Ratio Rank

VSGIX
VSGIX Risk / Return Rank: 4848
Overall Rank
VSGIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSGIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSGIX Omega Ratio Rank: 3535
Omega Ratio Rank
VSGIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VSGIX Martin Ratio Rank: 6161
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. VSGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Growth Index Fund (VISGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). 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.


VISGXVSGIXDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.31

1.31

0.00

Calmar ratioReturn relative to maximum drawdown

3.16

3.17

-0.02

Martin ratioReturn relative to average drawdown

12.03

12.10

-0.07

VISGX vs. VSGIX - Sharpe Ratio Comparison

The current VISGX Sharpe Ratio is 1.85, which is comparable to the VSGIX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of VISGX and VSGIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VISGXVSGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

1.86

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.26

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.52

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.41

-0.02

Drawdowns

VISGX vs. VSGIX - Drawdown Comparison

The maximum VISGX drawdown since its inception was -58.74%, roughly equal to the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for VISGX and VSGIX.


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Drawdown Indicators


VISGXVSGIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.74%

-58.66%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-11.38%

-0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-27.47%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.41%

-38.36%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-38.70%

0.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.61%

-11.34%

-0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.98%

0.00%

Volatility

VISGX vs. VSGIX - Volatility Comparison

Vanguard Small Cap Growth Index Fund (VISGX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) have volatilities of 5.28% and 5.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISGXVSGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

5.28%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.84%

14.85%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

19.45%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.56%

23.56%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.99%

22.98%

+0.01%

VISGX vs. VSGIX - Expense Ratio Comparison

VISGX has a 0.19% expense ratio, which is higher than VSGIX's 0.06% 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%.


Dividends

VISGX vs. VSGIX - Dividend Comparison

VISGX's dividend yield for the trailing twelve months is around 0.34%, less than VSGIX's 0.45% yield.


PositionTTM20252024202320222021202020192018201720162015
VISGX
Vanguard Small Cap Growth Index Fund
0.34%0.33%0.42%0.56%0.46%0.23%0.35%0.47%0.65%0.71%0.97%0.84%
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.45%0.55%0.55%0.68%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%

Frequently Asked Questions


With a correlation of 1.00, VISGX and VSGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VSGIX has higher volatility (5.28%) compared to VISGX (5.28%). In terms of maximum drawdown, VISGX dropped -58.74% vs VSGIX's -58.66%.

VSGIX currently has the higher Sharpe Ratio (1.86 vs 1.85), 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.

Portfolio Optimizer

Find the right allocation for VISGX and VSGIX

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