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VQNPX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VQNPX vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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VQNPX vs. VOO - 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%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, VQNPX achieves a -5.04% return, which is significantly lower than VOO's -3.66% return. Both investments have delivered pretty close results over the past 10 years, with VQNPX having a 13.74% annualized return and VOO not far ahead at 14.14%.


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%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VQNPX vs. VOO - Expense Ratio Comparison

VQNPX has a 0.32% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

VQNPX vs. VOO — 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

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth and Income Fund Investor Shares (VQNPX) and Vanguard S&P 500 ETF (VOO). 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.


VQNPXVOODifference

Sharpe ratio

Return per unit of total volatility

1.08

1.01

+0.07

Sortino ratio

Return per unit of downside risk

1.60

1.53

+0.07

Omega ratio

Gain probability vs. loss probability

1.24

1.23

+0.01

Calmar ratio

Return relative to maximum drawdown

1.70

1.55

+0.15

Martin ratio

Return relative to average drawdown

7.67

7.31

+0.36

VQNPX vs. VOO - Sharpe Ratio Comparison

The current VQNPX Sharpe Ratio is 1.08, which is comparable to the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of VQNPX and VOO, 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


VQNPXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.01

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.71

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.79

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.83

-0.23

Correlation

The correlation between VQNPX and VOO 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.


Dividends

VQNPX vs. VOO - Dividend Comparison

VQNPX's dividend yield for the trailing twelve months is around 11.16%, more than VOO's 1.18% 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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

VQNPX vs. VOO - Drawdown Comparison

The maximum VQNPX drawdown since its inception was -55.93%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VQNPX and VOO.


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Drawdown Indicators


VQNPXVOODifference

Max Drawdown

Largest peak-to-trough decline

-55.93%

-33.99%

-21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-11.98%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-24.52%

+1.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.33%

-33.99%

-0.34%

Current Drawdown

Current decline from peak

-7.01%

-5.55%

-1.46%

Average Drawdown

Average peak-to-trough decline

-8.90%

-3.72%

-5.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

2.55%

+0.08%

Volatility

VQNPX vs. VOO - Volatility Comparison

Vanguard Growth and Income Fund Investor Shares (VQNPX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.51% and 5.34%, 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.


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Volatility by Period


VQNPXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.51%

5.34%

+0.17%

Volatility (6M)

Calculated over the trailing 6-month period

10.19%

9.47%

+0.72%

Volatility (1Y)

Calculated over the trailing 1-year period

18.39%

18.11%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.12%

16.82%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.19%

17.99%

+0.20%