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VRGWX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRGWX and VIGAX is 0.95, 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.


Performance

VRGWX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VRGWX:

0.70

VIGAX:

0.73

Sortino Ratio

VRGWX:

1.01

VIGAX:

1.05

Omega Ratio

VRGWX:

1.14

VIGAX:

1.15

Calmar Ratio

VRGWX:

0.67

VIGAX:

0.71

Martin Ratio

VRGWX:

2.22

VIGAX:

2.40

Ulcer Index

VRGWX:

7.05%

VIGAX:

6.79%

Daily Std Dev

VRGWX:

25.66%

VIGAX:

25.59%

Max Drawdown

VRGWX:

-32.70%

VIGAX:

-50.66%

Current Drawdown

VRGWX:

-4.32%

VIGAX:

-3.17%

Returns By Period

In the year-to-date period, VRGWX achieves a -0.29% return, which is significantly lower than VIGAX's 0.89% return. Both investments have delivered pretty close results over the past 10 years, with VRGWX having a 15.98% annualized return and VIGAX not far behind at 15.26%.


VRGWX

YTD

-0.29%

1M

7.53%

6M

0.58%

1Y

17.54%

3Y*

19.78%

5Y*

17.62%

10Y*

15.98%

VIGAX

YTD

0.89%

1M

7.67%

6M

1.35%

1Y

18.40%

3Y*

19.97%

5Y*

17.14%

10Y*

15.26%

*Annualized

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VRGWX vs. VIGAX - Expense Ratio Comparison

VRGWX has a 0.07% expense ratio, which is higher than VIGAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VRGWX vs. VIGAX — Risk-Adjusted Performance Rank

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

VRGWX
The Risk-Adjusted Performance Rank of VRGWX is 5353
Overall Rank
The Sharpe Ratio Rank of VRGWX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VRGWX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of VRGWX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VRGWX is 6060
Calmar Ratio Rank
The Martin Ratio Rank of VRGWX is 4949
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 5656
Overall Rank
The Sharpe Ratio Rank of VIGAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 5252
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.

VRGWX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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 current VRGWX Sharpe Ratio is 0.70, which is comparable to the VIGAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VRGWX and VIGAX, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VRGWX vs. VIGAX - Dividend Comparison

VRGWX's dividend yield for the trailing twelve months is around 0.55%, more than VIGAX's 0.46% yield.


TTM20242023202220212020201920182017201620152014
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.55%0.56%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.46%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

Drawdowns

VRGWX vs. VIGAX - Drawdown Comparison

The maximum VRGWX drawdown since its inception was -32.70%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VRGWX and VIGAX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VRGWX vs. VIGAX - Volatility Comparison

Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 5.87% and 5.77%, 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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