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VQNPX vs. VFAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VQNPX and VFAIX is 0.82, 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.


-0.50.00.51.00.8

Performance

VQNPX vs. VFAIX - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
-1.77%
18.02%
VQNPX
VFAIX

Key characteristics

Sharpe Ratio

VQNPX:

0.89

VFAIX:

2.14

Sortino Ratio

VQNPX:

1.09

VFAIX:

3.05

Omega Ratio

VQNPX:

1.23

VFAIX:

1.40

Calmar Ratio

VQNPX:

0.71

VFAIX:

4.08

Martin Ratio

VQNPX:

6.40

VFAIX:

14.25

Ulcer Index

VQNPX:

2.55%

VFAIX:

2.27%

Daily Std Dev

VQNPX:

18.30%

VFAIX:

15.10%

Max Drawdown

VQNPX:

-61.71%

VFAIX:

-78.64%

Current Drawdown

VQNPX:

-12.34%

VFAIX:

-6.30%

Returns By Period

In the year-to-date period, VQNPX achieves a 14.48% return, which is significantly lower than VFAIX's 29.84% return. Over the past 10 years, VQNPX has underperformed VFAIX with an annualized return of 5.59%, while VFAIX has yielded a comparatively higher 11.24% annualized return.


VQNPX

YTD

14.48%

1M

-9.92%

6M

-2.17%

1Y

14.87%

5Y*

5.17%

10Y*

5.59%

VFAIX

YTD

29.84%

1M

-4.19%

6M

19.15%

1Y

30.71%

5Y*

11.56%

10Y*

11.24%

Compare stocks, funds, or ETFs

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


VQNPX vs. VFAIX - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is higher than VFAIX's 0.10% expense ratio.


VQNPX
Vanguard Growth and Income Fund Investor Shares
Expense ratio chart for VQNPX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VFAIX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

VQNPX vs. VFAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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 VQNPX, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.892.14
The chart of Sortino ratio for VQNPX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.001.093.05
The chart of Omega ratio for VQNPX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.003.501.231.40
The chart of Calmar ratio for VQNPX, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.0014.000.714.08
The chart of Martin ratio for VQNPX, currently valued at 6.40, compared to the broader market0.0020.0040.0060.006.4014.25
VQNPX
VFAIX

The current VQNPX Sharpe Ratio is 0.89, which is lower than the VFAIX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of VQNPX and VFAIX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.89
2.14
VQNPX
VFAIX

Dividends

VQNPX vs. VFAIX - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 0.45%, less than VFAIX's 1.20% yield.


TTM20232022202120202019201820172016201520142013
VQNPX
Vanguard Growth and Income Fund Investor Shares
0.45%1.20%1.64%1.15%1.36%1.58%1.79%1.47%2.07%1.87%1.65%1.50%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.20%2.08%2.30%1.87%2.22%2.17%2.30%1.54%1.64%2.00%1.86%1.82%

Drawdowns

VQNPX vs. VFAIX - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -61.71%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for VQNPX and VFAIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.34%
-6.30%
VQNPX
VFAIX

Volatility

VQNPX vs. VFAIX - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) has a higher volatility of 14.12% compared to Vanguard Financials Index Fund Admiral Shares (VFAIX) at 5.28%. This indicates that VQNPX's price experiences larger fluctuations and is considered to be riskier than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
14.12%
5.28%
VQNPX
VFAIX
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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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