PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRGWX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.26%
13.23%
VRGWX
VOO

Returns By Period

In the year-to-date period, VRGWX achieves a 30.71% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, VRGWX has outperformed VOO with an annualized return of 16.43%, while VOO has yielded a comparatively lower 13.22% annualized return.


VRGWX

YTD

30.71%

1M

4.13%

6M

14.26%

1Y

36.26%

5Y (annualized)

19.54%

10Y (annualized)

16.43%

VOO

YTD

26.58%

1M

3.05%

6M

13.23%

1Y

32.77%

5Y (annualized)

15.74%

10Y (annualized)

13.22%

Key characteristics


VRGWXVOO
Sharpe Ratio2.132.69
Sortino Ratio2.743.59
Omega Ratio1.401.50
Calmar Ratio2.763.88
Martin Ratio10.9117.58
Ulcer Index3.33%1.86%
Daily Std Dev17.01%12.19%
Max Drawdown-32.70%-33.99%
Current Drawdown-1.11%-0.53%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VRGWX vs. VOO - Expense Ratio Comparison

VRGWX has a 0.07% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

The correlation between VRGWX and VOO 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.

Risk-Adjusted Performance

VRGWX vs. VOO - 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 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.


Sharpe ratio
The chart of Sharpe ratio for VRGWX, currently valued at 2.13, compared to the broader market-1.000.001.002.003.004.005.002.132.69
The chart of Sortino ratio for VRGWX, currently valued at 2.74, compared to the broader market0.005.0010.002.743.59
The chart of Omega ratio for VRGWX, currently valued at 1.40, compared to the broader market1.002.003.004.001.401.50
The chart of Calmar ratio for VRGWX, currently valued at 2.76, compared to the broader market0.005.0010.0015.0020.002.763.88
The chart of Martin ratio for VRGWX, currently valued at 10.91, compared to the broader market0.0020.0040.0060.0080.00100.0010.9117.58
VRGWX
VOO

The current VRGWX Sharpe Ratio is 2.13, which is comparable to the VOO Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of VRGWX 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.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.13
2.69
VRGWX
VOO

Dividends

VRGWX vs. VOO - Dividend Comparison

VRGWX's dividend yield for the trailing twelve months is around 0.60%, less than VOO's 1.24% yield.


TTM20232022202120202019201820172016201520142013
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.60%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%1.33%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VRGWX vs. VOO - Drawdown Comparison

The maximum VRGWX drawdown since its inception was -32.70%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRGWX and VOO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.11%
-0.53%
VRGWX
VOO

Volatility

VRGWX vs. VOO - Volatility Comparison

Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) has a higher volatility of 5.29% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that VRGWX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.29%
3.99%
VRGWX
VOO