VMGAX vs. VTSAX
Compare and contrast key facts about Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VMGAX is managed by Vanguard. It was launched on Apr 3, 2008. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMGAX or VTSAX.
Performance
VMGAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VMGAX achieves a 29.96% return, which is significantly higher than VTSAX's 24.67% return. Over the past 10 years, VMGAX has outperformed VTSAX with an annualized return of 16.32%, while VTSAX has yielded a comparatively lower 12.62% annualized return.
VMGAX
29.96%
2.48%
14.48%
34.75%
20.10%
16.32%
VTSAX
24.67%
1.37%
12.08%
32.15%
14.98%
12.62%
Key characteristics
| VMGAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.09 | 2.64 |
| Sortino Ratio | 2.73 | 3.52 |
| Omega Ratio | 1.38 | 1.48 |
| Calmar Ratio | 2.68 | 3.87 |
| Martin Ratio | 10.18 | 16.85 |
| Ulcer Index | 3.57% | 1.96% |
| Daily Std Dev | 17.35% | 12.56% |
| Max Drawdown | -48.61% | -55.34% |
| Current Drawdown | -1.29% | -1.55% |
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VMGAX vs. VTSAX - Expense Ratio Comparison
VMGAX has a 0.06% expense ratio, which is higher than VTSAX's 0.04% 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%.
Correlation
The correlation between VMGAX and VTSAX is 0.94, 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.
Risk-Adjusted Performance
VMGAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
VMGAX vs. VTSAX - Dividend Comparison
VMGAX's dividend yield for the trailing twelve months is around 0.43%, less than VTSAX's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMGAX Vanguard Mega Cap Growth Index Fund Institutional Shares | 0.43% | 0.51% | 0.71% | 0.42% | 0.65% | 0.86% | 1.13% | 1.23% | 1.53% | 1.44% | 1.25% | 1.31% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.27% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VMGAX vs. VTSAX - Drawdown Comparison
The maximum VMGAX drawdown since its inception was -48.61%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VMGAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VMGAX vs. VTSAX - Volatility Comparison
Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a higher volatility of 5.61% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.26%. This indicates that VMGAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.