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VQNPX vs. FGINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VQNPX vs. FGINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth and Income Fund Investor Shares (VQNPX) and Delaware Growth and Income Fund (FGINX). The values are adjusted to include any dividend payments, if applicable.

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VQNPX vs. FGINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VQNPX
Vanguard Growth and Income Fund Investor Shares
-5.04%19.13%25.72%24.72%-17.26%28.74%17.90%29.66%-4.70%19.82%
FGINX
Delaware Growth and Income Fund
4.63%29.78%15.13%11.98%3.03%21.37%-0.08%25.64%-10.27%18.08%

Returns By Period

In the year-to-date period, VQNPX achieves a -5.04% return, which is significantly lower than FGINX's 4.63% return. Over the past 10 years, VQNPX has outperformed FGINX with an annualized return of 13.74%, while FGINX has yielded a comparatively lower 12.18% annualized return.


VQNPX

1D
3.04%
1M
-5.21%
YTD
-5.04%
6M
-2.12%
1Y
19.32%
3Y*
18.55%
5Y*
11.79%
10Y*
13.74%

FGINX

1D
2.03%
1M
-4.23%
YTD
4.63%
6M
13.55%
1Y
29.67%
3Y*
21.87%
5Y*
14.90%
10Y*
12.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VQNPX vs. FGINX - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is lower than FGINX's 1.02% expense ratio.


Return for Risk

VQNPX vs. FGINX — Risk / Return Rank

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

VQNPX
VQNPX Risk / Return Rank: 6565
Overall Rank
VQNPX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VQNPX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VQNPX Omega Ratio Rank: 6060
Omega Ratio Rank
VQNPX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VQNPX Martin Ratio Rank: 7878
Martin Ratio Rank

FGINX
FGINX Risk / Return Rank: 8989
Overall Rank
FGINX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FGINX Sortino Ratio Rank: 8888
Sortino Ratio Rank
FGINX Omega Ratio Rank: 8787
Omega Ratio Rank
FGINX Calmar Ratio Rank: 8989
Calmar Ratio Rank
FGINX Martin Ratio Rank: 9191
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.

VQNPX vs. FGINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Delaware Growth and Income Fund (FGINX). 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.


VQNPXFGINXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.84

-0.77

Sortino ratio

Return per unit of downside risk

1.60

2.47

-0.87

Omega ratio

Gain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratio

Return relative to maximum drawdown

1.70

2.55

-0.85

Martin ratio

Return relative to average drawdown

7.67

10.90

-3.22

VQNPX vs. FGINX - Sharpe Ratio Comparison

The current VQNPX Sharpe Ratio is 1.08, which is lower than the FGINX Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of VQNPX and FGINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VQNPXFGINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.84

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

1.01

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.72

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.53

+0.07

Correlation

The correlation between VQNPX and FGINX is 0.92, 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.


Dividends

VQNPX vs. FGINX - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 11.16%, more than FGINX's 10.86% yield.


TTM20252024202320222021202020192018201720162015
VQNPX
Vanguard Growth and Income Fund Investor Shares
11.16%10.60%11.56%8.60%9.69%15.16%6.53%4.09%7.92%5.01%6.90%7.60%
FGINX
Delaware Growth and Income Fund
10.86%11.28%12.40%7.11%7.04%11.97%6.59%51.75%25.36%5.13%4.12%5.66%

Drawdowns

VQNPX vs. FGINX - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -55.93%, roughly equal to the maximum FGINX drawdown of -54.80%. Use the drawdown chart below to compare losses from any high point for VQNPX and FGINX.


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Drawdown Indicators


VQNPXFGINXDifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-54.80%

-1.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-11.56%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-16.21%

-7.15%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-37.37%

+3.04%

Current Drawdown

Current decline from peak

-7.01%

-5.46%

-1.55%

Average Drawdown

Average peak-to-trough decline

-8.90%

-9.74%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.70%

-0.07%

Volatility

VQNPX vs. FGINX - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) has a higher volatility of 5.51% compared to Delaware Growth and Income Fund (FGINX) at 4.24%. This indicates that VQNPX's price experiences larger fluctuations and is considered to be riskier than FGINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VQNPXFGINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

4.24%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

9.01%

+1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

16.22%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

14.88%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.04%

+1.15%