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VMCTX vs. VITAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMCTX vs. VITAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMCTX achieves a 11.68% return, which is significantly lower than VITAX's 33.66% return. Over the past 10 years, VMCTX has underperformed VITAX with an annualized return of 16.46%, while VITAX has yielded a comparatively higher 25.97% annualized return.


VMCTX

1D
0.04%
1M
6.43%
YTD
11.68%
6M
11.63%
1Y
30.69%
3Y*
24.20%
5Y*
15.10%
10Y*
16.46%

VITAX

1D
1.27%
1M
19.87%
YTD
33.66%
6M
32.51%
1Y
62.61%
3Y*
34.15%
5Y*
23.05%
10Y*
25.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMCTX vs. VITAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMCTX
Vanguard Mega Cap Index Fund Institutional Shares
11.68%19.35%27.18%29.67%-19.91%27.57%21.47%31.42%-3.47%22.57%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
33.66%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%37.07%

Correlation

The correlation between VMCTX and VITAX is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.91

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

0.93

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.90

The correlation between VMCTX and VITAX has been stable across timeframes, ranging from 0.88 to 0.93 - a consistent structural relationship.

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Return for Risk

VMCTX vs. VITAX — Risk / Return Rank

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

VMCTX
VMCTX Risk / Return Rank: 7272
Overall Rank
VMCTX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
VMCTX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VMCTX Omega Ratio Rank: 6868
Omega Ratio Rank
VMCTX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VMCTX Martin Ratio Rank: 7676
Martin Ratio Rank

VITAX
VITAX Risk / Return Rank: 8181
Overall Rank
VITAX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 8282
Sortino Ratio Rank
VITAX Omega Ratio Rank: 7878
Omega Ratio Rank
VITAX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VITAX Martin Ratio Rank: 6565
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.

VMCTX vs. VITAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VMCTXVITAXDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.46

1.51

-0.05

Calmar ratioReturn relative to maximum drawdown

3.19

4.00

-0.81

Martin ratioReturn relative to average drawdown

14.39

12.75

+1.64

VMCTX vs. VITAX - Sharpe Ratio Comparison

The current VMCTX Sharpe Ratio is 2.56, which is comparable to the VITAX Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of VMCTX and VITAX, 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


VMCTXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

3.18

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.91

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.90

1.05

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.67

-0.08

Drawdowns

VMCTX vs. VITAX - Drawdown Comparison

The maximum VMCTX drawdown since its inception was -52.00%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VMCTX and VITAX.


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Drawdown Indicators


VMCTXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-52.00%

-54.81%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.87%

-16.38%

+6.51%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

-27.38%

+8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.77%

-35.10%

+9.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.96%

-35.10%

+2.14%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-7.09%

-8.02%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

5.13%

-2.94%

Volatility

VMCTX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Mega Cap Index Fund Institutional Shares (VMCTX) is 2.93%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.01%. This indicates that VMCTX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMCTXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.93%

6.01%

-3.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.29%

16.09%

-6.80%

Volatility (1Y)

Calculated over the trailing 1-year period

12.32%

20.61%

-8.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.34%

25.39%

-8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

24.84%

-6.56%

VMCTX vs. VITAX - Expense Ratio Comparison

VMCTX has a 0.06% expense ratio, which is lower than VITAX's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VMCTX vs. VITAX - Dividend Comparison

VMCTX's dividend yield for the trailing twelve months is around 0.87%, more than VITAX's 0.30% yield.


PositionTTM20252024202320222021202020192018201720162015
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.30%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%
VMCTX
Vanguard Mega Cap Index Fund Institutional Shares
0.87%0.94%1.16%1.36%1.66%1.18%1.46%1.82%2.11%1.84%2.13%2.13%

Frequently Asked Questions


VMCTX and VITAX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VITAX has higher volatility (6.01%) compared to VMCTX (2.93%). In terms of maximum drawdown, VMCTX dropped -52.00% vs VITAX's -54.81%.

VITAX currently has the higher Sharpe Ratio (3.18 vs 2.56), 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.

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