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

Correlation

The correlation between VQNPX and VMGRX is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VQNPX vs. VMGRX - 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 Mid-Cap Growth Fund (VMGRX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
176.82%
73.58%
VQNPX
VMGRX

Key characteristics

Sharpe Ratio

VQNPX:

-0.07

VMGRX:

0.08

Sortino Ratio

VQNPX:

0.07

VMGRX:

0.29

Omega Ratio

VQNPX:

1.01

VMGRX:

1.04

Calmar Ratio

VQNPX:

-0.06

VMGRX:

0.05

Martin Ratio

VQNPX:

-0.17

VMGRX:

0.27

Ulcer Index

VQNPX:

9.03%

VMGRX:

7.68%

Daily Std Dev

VQNPX:

23.25%

VMGRX:

24.66%

Max Drawdown

VQNPX:

-61.71%

VMGRX:

-72.00%

Current Drawdown

VQNPX:

-18.08%

VMGRX:

-36.08%

Returns By Period

In the year-to-date period, VQNPX achieves a -6.18% return, which is significantly higher than VMGRX's -8.92% return. Over the past 10 years, VQNPX has outperformed VMGRX with an annualized return of 4.71%, while VMGRX has yielded a comparatively lower -0.07% annualized return.


VQNPX

YTD

-6.18%

1M

-2.22%

6M

-13.49%

1Y

-2.12%

5Y*

6.17%

10Y*

4.71%

VMGRX

YTD

-8.92%

1M

-1.57%

6M

-7.07%

1Y

1.93%

5Y*

0.80%

10Y*

-0.07%

*Annualized

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VQNPX vs. VMGRX - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is lower than VMGRX's 0.33% expense ratio.


Expense ratio chart for VMGRX: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMGRX: 0.33%
Expense ratio chart for VQNPX: current value is 0.32%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VQNPX: 0.32%

Risk-Adjusted Performance

VQNPX vs. VMGRX — Risk-Adjusted Performance Rank

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

VQNPX
The Risk-Adjusted Performance Rank of VQNPX is 2020
Overall Rank
The Sharpe Ratio Rank of VQNPX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of VQNPX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VQNPX is 2121
Omega Ratio Rank
The Calmar Ratio Rank of VQNPX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VQNPX is 2020
Martin Ratio Rank

VMGRX
The Risk-Adjusted Performance Rank of VMGRX is 2929
Overall Rank
The Sharpe Ratio Rank of VMGRX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of VMGRX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of VMGRX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of VMGRX is 2727
Calmar Ratio Rank
The Martin Ratio Rank of VMGRX is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VQNPX vs. VMGRX - 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 Mid-Cap Growth Fund (VMGRX). 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.


The chart of Sharpe ratio for VQNPX, currently valued at -0.07, compared to the broader market-1.000.001.002.003.00
VQNPX: -0.07
VMGRX: 0.08
The chart of Sortino ratio for VQNPX, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.00
VQNPX: 0.07
VMGRX: 0.29
The chart of Omega ratio for VQNPX, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.00
VQNPX: 1.01
VMGRX: 1.04
The chart of Calmar ratio for VQNPX, currently valued at -0.06, compared to the broader market0.002.004.006.008.0010.00
VQNPX: -0.06
VMGRX: 0.05
The chart of Martin ratio for VQNPX, currently valued at -0.17, compared to the broader market0.0010.0020.0030.0040.0050.00
VQNPX: -0.17
VMGRX: 0.27

The current VQNPX Sharpe Ratio is -0.07, which is lower than the VMGRX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of VQNPX and VMGRX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.07
0.08
VQNPX
VMGRX

Dividends

VQNPX vs. VMGRX - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 1.03%, less than VMGRX's 1.98% yield.


TTM20242023202220212020201920182017201620152014
VQNPX
Vanguard Growth and Income Fund Investor Shares
1.03%0.96%1.20%1.64%1.15%1.36%1.58%1.79%1.47%2.07%1.87%1.65%
VMGRX
Vanguard Mid-Cap Growth Fund
1.98%1.80%0.39%0.26%0.02%0.15%0.25%0.44%0.36%0.67%0.31%0.16%

Drawdowns

VQNPX vs. VMGRX - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -61.71%, smaller than the maximum VMGRX drawdown of -72.00%. Use the drawdown chart below to compare losses from any high point for VQNPX and VMGRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.08%
-36.08%
VQNPX
VMGRX

Volatility

VQNPX vs. VMGRX - Volatility Comparison

The current volatility for Vanguard Growth and Income Fund Investor Shares (VQNPX) is 13.88%, while Vanguard Mid-Cap Growth Fund (VMGRX) has a volatility of 16.89%. This indicates that VQNPX experiences smaller price fluctuations and is considered to be less risky than VMGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
13.88%
16.89%
VQNPX
VMGRX