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VMGMX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VMGMX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.88%
13.42%
VMGMX
VTI

Returns By Period

In the year-to-date period, VMGMX achieves a 21.42% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VMGMX has underperformed VTI with an annualized return of 10.83%, while VTI has yielded a comparatively higher 12.67% annualized return.


VMGMX

YTD

21.42%

1M

6.65%

6M

15.02%

1Y

32.34%

5Y (annualized)

12.27%

10Y (annualized)

10.83%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VMGMXVTI
Sharpe Ratio2.252.68
Sortino Ratio3.023.57
Omega Ratio1.391.49
Calmar Ratio1.443.91
Martin Ratio13.1317.13
Ulcer Index2.51%1.96%
Daily Std Dev14.66%12.51%
Max Drawdown-37.17%-55.45%
Current Drawdown0.00%-0.84%

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VMGMX vs. VTI - Expense Ratio Comparison

VMGMX has a 0.07% expense ratio, which is higher than VTI's 0.03% 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%.


VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
Expense ratio chart for VMGMX: 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%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between VMGMX and VTI is 0.93, 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

VMGMX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) and Vanguard Total Stock Market ETF (VTI). 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 VMGMX, currently valued at 2.25, compared to the broader market-1.000.001.002.003.004.005.002.252.68
The chart of Sortino ratio for VMGMX, currently valued at 3.02, compared to the broader market0.005.0010.003.023.57
The chart of Omega ratio for VMGMX, currently valued at 1.39, compared to the broader market1.002.003.004.001.391.49
The chart of Calmar ratio for VMGMX, currently valued at 1.44, compared to the broader market0.005.0010.0015.0020.0025.001.443.91
The chart of Martin ratio for VMGMX, currently valued at 13.13, compared to the broader market0.0020.0040.0060.0080.00100.0013.1317.13
VMGMX
VTI

The current VMGMX Sharpe Ratio is 2.25, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VMGMX and VTI, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.25
2.68
VMGMX
VTI

Dividends

VMGMX vs. VTI - Dividend Comparison

VMGMX's dividend yield for the trailing twelve months is around 0.66%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VMGMX
Vanguard Mid-Cap Growth Index Fund Admiral Shares
0.66%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.82%0.79%0.61%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VMGMX vs. VTI - Drawdown Comparison

The maximum VMGMX drawdown since its inception was -37.17%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VMGMX and VTI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.84%
VMGMX
VTI

Volatility

VMGMX vs. VTI - Volatility Comparison

Vanguard Mid-Cap Growth Index Fund Admiral Shares (VMGMX) has a higher volatility of 4.78% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that VMGMX's price experiences larger fluctuations and is considered to be riskier than VTI 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%JuneJulyAugustSeptemberOctoberNovember
4.78%
4.19%
VMGMX
VTI