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VMFGX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMFGX and VT is 0.87, 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.


-0.50.00.51.00.9

Performance

VMFGX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
415.61%
284.59%
VMFGX
VT

Key characteristics

Sharpe Ratio

VMFGX:

1.12

VT:

1.65

Sortino Ratio

VMFGX:

1.62

VT:

2.25

Omega Ratio

VMFGX:

1.20

VT:

1.30

Calmar Ratio

VMFGX:

1.78

VT:

2.41

Martin Ratio

VMFGX:

5.66

VT:

10.48

Ulcer Index

VMFGX:

3.25%

VT:

1.87%

Daily Std Dev

VMFGX:

16.46%

VT:

11.85%

Max Drawdown

VMFGX:

-39.15%

VT:

-50.27%

Current Drawdown

VMFGX:

-7.59%

VT:

-3.31%

Returns By Period

The year-to-date returns for both investments are quite close, with VMFGX having a 16.65% return and VT slightly higher at 17.12%. Over the past 10 years, VMFGX has outperformed VT with an annualized return of 9.80%, while VT has yielded a comparatively lower 9.28% annualized return.


VMFGX

YTD

16.65%

1M

-4.62%

6M

4.16%

1Y

16.39%

5Y*

10.13%

10Y*

9.80%

VT

YTD

17.12%

1M

-0.90%

6M

6.21%

1Y

17.87%

5Y*

10.16%

10Y*

9.28%

Compare stocks, funds, or ETFs

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


VMFGX vs. VT - Expense Ratio Comparison

VMFGX has a 0.08% expense ratio, which is higher than VT's 0.07% 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%.


VMFGX
Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares
Expense ratio chart for VMFGX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

VMFGX vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) and Vanguard Total World Stock ETF (VT). 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 VMFGX, currently valued at 1.12, compared to the broader market-1.000.001.002.003.004.001.121.65
The chart of Sortino ratio for VMFGX, currently valued at 1.62, compared to the broader market-2.000.002.004.006.008.0010.001.622.25
The chart of Omega ratio for VMFGX, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.003.501.201.30
The chart of Calmar ratio for VMFGX, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.0012.0014.001.782.41
The chart of Martin ratio for VMFGX, currently valued at 5.66, compared to the broader market0.0020.0040.0060.005.6610.48
VMFGX
VT

The current VMFGX Sharpe Ratio is 1.12, which is lower than the VT Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of VMFGX and VT, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.12
1.65
VMFGX
VT

Dividends

VMFGX vs. VT - Dividend Comparison

VMFGX has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.94%.


TTM20232022202120202019201820172016201520142013
VMFGX
Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares
0.00%1.21%1.12%0.53%0.79%1.22%1.18%0.93%1.14%1.14%0.91%0.75%
VT
Vanguard Total World Stock ETF
1.94%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

Drawdowns

VMFGX vs. VT - Drawdown Comparison

The maximum VMFGX drawdown since its inception was -39.15%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for VMFGX and VT. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.59%
-3.31%
VMFGX
VT

Volatility

VMFGX vs. VT - Volatility Comparison

Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) has a higher volatility of 5.35% compared to Vanguard Total World Stock ETF (VT) at 3.66%. This indicates that VMFGX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.35%
3.66%
VMFGX
VT
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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.

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