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

Performance

VQNPX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
11.83%
12.86%
VQNPX
VFIAX

Returns By Period

The year-to-date returns for both stocks are quite close, with VQNPX having a 27.08% return and VFIAX slightly lower at 26.21%. Over the past 10 years, VQNPX has underperformed VFIAX with an annualized return of 6.15%, while VFIAX has yielded a comparatively higher 13.16% annualized return.


VQNPX

YTD

27.08%

1M

1.97%

6M

12.64%

1Y

23.45%

5Y (annualized)

7.67%

10Y (annualized)

6.15%

VFIAX

YTD

26.21%

1M

1.78%

6M

13.65%

1Y

32.34%

5Y (annualized)

15.66%

10Y (annualized)

13.16%

Key characteristics


VQNPXVFIAX
Sharpe Ratio1.662.69
Sortino Ratio2.113.58
Omega Ratio1.331.50
Calmar Ratio1.053.89
Martin Ratio8.4317.49
Ulcer Index2.86%1.88%
Daily Std Dev14.49%12.24%
Max Drawdown-61.71%-55.20%
Current Drawdown-0.79%-0.81%

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VQNPX vs. VFIAX - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is higher than VFIAX's 0.04% 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 VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between VQNPX and VFIAX is 0.99, 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

VQNPX vs. VFIAX - 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 500 Index Fund Admiral Shares (VFIAX). 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 1.66, compared to the broader market-1.000.001.002.003.004.005.001.662.69
The chart of Sortino ratio for VQNPX, currently valued at 2.11, compared to the broader market0.005.0010.002.113.58
The chart of Omega ratio for VQNPX, currently valued at 1.33, compared to the broader market1.002.003.004.001.331.50
The chart of Calmar ratio for VQNPX, currently valued at 1.05, compared to the broader market0.005.0010.0015.0020.001.053.89
The chart of Martin ratio for VQNPX, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.00100.008.4317.49
VQNPX
VFIAX

The current VQNPX Sharpe Ratio is 1.66, which is lower than the VFIAX Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VQNPX and VFIAX, 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 Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.66
2.69
VQNPX
VFIAX

Dividends

VQNPX vs. VFIAX - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 0.86%, less than VFIAX's 1.23% yield.


TTM20232022202120202019201820172016201520142013
VQNPX
Vanguard Growth and Income Fund Investor Shares
0.86%1.20%1.64%1.15%1.36%1.58%1.79%1.47%2.07%1.87%1.65%1.50%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.23%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VQNPX vs. VFIAX - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -61.71%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VQNPX and VFIAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.79%
-0.81%
VQNPX
VFIAX

Volatility

VQNPX vs. VFIAX - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 4.14% and 3.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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
4.14%
3.95%
VQNPX
VFIAX