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

Correlation

The correlation between VLCAX and VIGAX 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.


-0.50.00.51.01.0

Performance

VLCAX vs. VIGAX - Performance Comparison

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

600.00%700.00%800.00%900.00%1,000.00%JulyAugustSeptemberOctoberNovemberDecember
715.62%
956.81%
VLCAX
VIGAX

Key characteristics

Sharpe Ratio

VLCAX:

2.23

VIGAX:

2.10

Sortino Ratio

VLCAX:

2.96

VIGAX:

2.72

Omega Ratio

VLCAX:

1.42

VIGAX:

1.38

Calmar Ratio

VLCAX:

3.29

VIGAX:

2.81

Martin Ratio

VLCAX:

14.59

VIGAX:

10.96

Ulcer Index

VLCAX:

1.93%

VIGAX:

3.32%

Daily Std Dev

VLCAX:

12.64%

VIGAX:

17.32%

Max Drawdown

VLCAX:

-54.76%

VIGAX:

-50.66%

Current Drawdown

VLCAX:

-2.67%

VIGAX:

-2.50%

Returns By Period

In the year-to-date period, VLCAX achieves a 26.23% return, which is significantly lower than VIGAX's 34.75% return. Over the past 10 years, VLCAX has underperformed VIGAX with an annualized return of 13.02%, while VIGAX has yielded a comparatively higher 15.86% annualized return.


VLCAX

YTD

26.23%

1M

-0.12%

6M

9.64%

1Y

26.66%

5Y*

14.77%

10Y*

13.02%

VIGAX

YTD

34.75%

1M

3.33%

6M

12.01%

1Y

34.89%

5Y*

18.88%

10Y*

15.86%

Compare stocks, funds, or ETFs

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


VLCAX vs. VIGAX - Expense Ratio Comparison

Both VLCAX and VIGAX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VLCAX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VLCAX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.232.10
The chart of Sortino ratio for VLCAX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.962.72
The chart of Omega ratio for VLCAX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.38
The chart of Calmar ratio for VLCAX, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.0014.003.292.81
The chart of Martin ratio for VLCAX, currently valued at 14.59, compared to the broader market0.0020.0040.0060.0014.5910.96
VLCAX
VIGAX

The current VLCAX Sharpe Ratio is 2.23, which is comparable to the VIGAX Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VLCAX and VIGAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
2.10
VLCAX
VIGAX

Dividends

VLCAX vs. VIGAX - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 0.90%, more than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
0.90%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VLCAX vs. VIGAX - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, which is greater than VIGAX's maximum drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VLCAX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-2.50%
VLCAX
VIGAX

Volatility

VLCAX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) is 3.90%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 4.92%. This indicates that VLCAX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.90%
4.92%
VLCAX
VIGAX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab