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

Key characteristics


VRGWXVMGAX
YTD Return32.17%31.65%
1Y Return42.55%41.03%
3Y Return (Ann)10.46%10.30%
5Y Return (Ann)20.00%20.47%
10Y Return (Ann)16.74%16.61%
Sharpe Ratio2.502.37
Sortino Ratio3.173.07
Omega Ratio1.461.43
Calmar Ratio3.233.01
Martin Ratio12.8011.49
Ulcer Index3.31%3.56%
Daily Std Dev16.95%17.25%
Max Drawdown-32.70%-48.61%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between VRGWX and VMGAX 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.

Performance

VRGWX vs. VMGAX - Performance Comparison

The year-to-date returns for both stocks are quite close, with VRGWX having a 32.17% return and VMGAX slightly lower at 31.65%. Both investments have delivered pretty close results over the past 10 years, with VRGWX having a 16.74% annualized return and VMGAX not far behind at 16.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.05%
18.66%
VRGWX
VMGAX

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VRGWX vs. VMGAX - Expense Ratio Comparison

VRGWX has a 0.07% expense ratio, which is higher than VMGAX's 0.06% 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%.


VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
Expense ratio chart for VRGWX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VMGAX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VRGWX vs. VMGAX - 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 Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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.


VRGWX
Sharpe ratio
The chart of Sharpe ratio for VRGWX, currently valued at 2.50, compared to the broader market0.002.004.002.50
Sortino ratio
The chart of Sortino ratio for VRGWX, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Omega ratio
The chart of Omega ratio for VRGWX, currently valued at 1.46, compared to the broader market1.002.003.004.001.46
Calmar ratio
The chart of Calmar ratio for VRGWX, currently valued at 3.23, compared to the broader market0.005.0010.0015.0020.0025.003.23
Martin ratio
The chart of Martin ratio for VRGWX, currently valued at 12.80, compared to the broader market0.0020.0040.0060.0080.00100.0012.80
VMGAX
Sharpe ratio
The chart of Sharpe ratio for VMGAX, currently valued at 2.37, compared to the broader market0.002.004.002.37
Sortino ratio
The chart of Sortino ratio for VMGAX, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for VMGAX, currently valued at 1.43, compared to the broader market1.002.003.004.001.43
Calmar ratio
The chart of Calmar ratio for VMGAX, currently valued at 3.01, compared to the broader market0.005.0010.0015.0020.0025.003.01
Martin ratio
The chart of Martin ratio for VMGAX, currently valued at 11.49, compared to the broader market0.0020.0040.0060.0080.00100.0011.49

VRGWX vs. VMGAX - Sharpe Ratio Comparison

The current VRGWX Sharpe Ratio is 2.50, which is comparable to the VMGAX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of VRGWX and VMGAX, 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 Ratio1.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.50
2.37
VRGWX
VMGAX

Dividends

VRGWX vs. VMGAX - Dividend Comparison

VRGWX's dividend yield for the trailing twelve months is around 0.59%, more than VMGAX's 0.42% yield.


TTM20232022202120202019201820172016201520142013
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.59%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%1.33%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares
0.42%0.51%0.71%0.42%0.65%0.86%1.13%1.23%1.53%1.44%1.25%1.31%

Drawdowns

VRGWX vs. VMGAX - Drawdown Comparison

The maximum VRGWX drawdown since its inception was -32.70%, smaller than the maximum VMGAX drawdown of -48.61%. Use the drawdown chart below to compare losses from any high point for VRGWX and VMGAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VRGWX
VMGAX

Volatility

VRGWX vs. VMGAX - Volatility Comparison

Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) have volatilities of 5.06% and 5.13%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
5.06%
5.13%
VRGWX
VMGAX