PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIVIX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VIVIXVIGIX
YTD Return21.09%32.01%
1Y Return32.44%42.56%
3Y Return (Ann)9.72%9.23%
5Y Return (Ann)11.82%19.50%
10Y Return (Ann)10.65%15.84%
Sharpe Ratio3.142.50
Sortino Ratio4.413.19
Omega Ratio1.581.46
Calmar Ratio5.463.28
Martin Ratio20.2912.95
Ulcer Index1.59%3.28%
Daily Std Dev10.31%16.98%
Max Drawdown-59.30%-57.17%
Current Drawdown-0.77%0.00%

Correlation

-0.50.00.51.00.8

The correlation between VIVIX and VIGIX is 0.81, 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

VIVIX vs. VIGIX - Performance Comparison

In the year-to-date period, VIVIX achieves a 21.09% return, which is significantly lower than VIGIX's 32.01% return. Over the past 10 years, VIVIX has underperformed VIGIX with an annualized return of 10.65%, while VIGIX has yielded a comparatively higher 15.84% 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%JuneJulyAugustSeptemberOctoberNovember
11.01%
18.49%
VIVIX
VIGIX

Compare stocks, funds, or ETFs

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


VIVIX vs. VIGIX - Expense Ratio Comparison

Both VIVIX and VIGIX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VIVIX
Vanguard Value Index Fund Institutional Shares
Expense ratio chart for VIVIX: 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%
Expense ratio chart for VIGIX: 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

VIVIX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.


VIVIX
Sharpe ratio
The chart of Sharpe ratio for VIVIX, currently valued at 3.14, compared to the broader market0.002.004.003.14
Sortino ratio
The chart of Sortino ratio for VIVIX, currently valued at 4.41, compared to the broader market0.005.0010.004.41
Omega ratio
The chart of Omega ratio for VIVIX, currently valued at 1.58, compared to the broader market1.002.003.004.001.58
Calmar ratio
The chart of Calmar ratio for VIVIX, currently valued at 5.46, compared to the broader market0.005.0010.0015.0020.005.46
Martin ratio
The chart of Martin ratio for VIVIX, currently valued at 20.29, compared to the broader market0.0020.0040.0060.0080.00100.0020.29
VIGIX
Sharpe ratio
The chart of Sharpe ratio for VIGIX, currently valued at 2.50, compared to the broader market0.002.004.002.50
Sortino ratio
The chart of Sortino ratio for VIGIX, currently valued at 3.19, compared to the broader market0.005.0010.003.19
Omega ratio
The chart of Omega ratio for VIGIX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VIGIX, currently valued at 3.28, compared to the broader market0.005.0010.0015.0020.003.28
Martin ratio
The chart of Martin ratio for VIGIX, currently valued at 12.95, compared to the broader market0.0020.0040.0060.0080.00100.0012.95

VIVIX vs. VIGIX - Sharpe Ratio Comparison

The current VIVIX Sharpe Ratio is 3.14, which is comparable to the VIGIX Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of VIVIX and VIGIX, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.14
2.50
VIVIX
VIGIX

Dividends

VIVIX vs. VIGIX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.23%, more than VIGIX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
VIVIX
Vanguard Value Index Fund Institutional Shares
2.23%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%2.22%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VIVIX vs. VIGIX - Drawdown Comparison

The maximum VIVIX drawdown since its inception was -59.30%, roughly equal to the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VIVIX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.77%
0
VIVIX
VIGIX

Volatility

VIVIX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Value Index Fund Institutional Shares (VIVIX) is 3.64%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.01%. This indicates that VIVIX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.64%
5.01%
VIVIX
VIGIX