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

Correlation

The correlation between VRGWX and VTSAX 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.


-0.50.00.51.00.9

Performance

VRGWX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.33%
10.51%
VRGWX
VTSAX

Key characteristics

Sharpe Ratio

VRGWX:

2.09

VTSAX:

2.01

Sortino Ratio

VRGWX:

2.67

VTSAX:

2.69

Omega Ratio

VRGWX:

1.39

VTSAX:

1.37

Calmar Ratio

VRGWX:

2.78

VTSAX:

3.01

Martin Ratio

VRGWX:

10.92

VTSAX:

12.78

Ulcer Index

VRGWX:

3.35%

VTSAX:

2.02%

Daily Std Dev

VRGWX:

17.50%

VTSAX:

12.84%

Max Drawdown

VRGWX:

-32.70%

VTSAX:

-55.34%

Current Drawdown

VRGWX:

-1.82%

VTSAX:

-2.82%

Returns By Period

In the year-to-date period, VRGWX achieves a 36.35% return, which is significantly higher than VTSAX's 25.17% return. Over the past 10 years, VRGWX has outperformed VTSAX with an annualized return of 16.84%, while VTSAX has yielded a comparatively lower 12.50% annualized return.


VRGWX

YTD

36.35%

1M

4.31%

6M

14.33%

1Y

36.48%

5Y*

19.55%

10Y*

16.84%

VTSAX

YTD

25.17%

1M

-0.88%

6M

10.50%

1Y

25.53%

5Y*

14.14%

10Y*

12.50%

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. VTSAX - Expense Ratio Comparison

VRGWX has a 0.07% expense ratio, which is higher than VTSAX's 0.04% 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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VRGWX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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 2.09, compared to the broader market-1.000.001.002.003.004.002.092.01
The chart of Sortino ratio for VRGWX, currently valued at 2.67, compared to the broader market-2.000.002.004.006.008.0010.002.672.69
The chart of Omega ratio for VRGWX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.37
The chart of Calmar ratio for VRGWX, currently valued at 2.78, compared to the broader market0.002.004.006.008.0010.0012.0014.002.783.01
The chart of Martin ratio for VRGWX, currently valued at 10.92, compared to the broader market0.0020.0040.0060.0010.9212.78
VRGWX
VTSAX

The current VRGWX Sharpe Ratio is 2.09, which is comparable to the VTSAX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of VRGWX and VTSAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.09
2.01
VRGWX
VTSAX

Dividends

VRGWX vs. VTSAX - Dividend Comparison

VRGWX's dividend yield for the trailing twelve months is around 0.42%, less than VTSAX's 0.92% yield.


TTM20232022202120202019201820172016201520142013
VRGWX
Vanguard Russell 1000 Growth Index Fund Institutional Shares
0.42%0.71%0.99%0.59%0.77%1.03%1.22%1.22%1.52%1.51%1.46%1.33%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.92%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VRGWX vs. VTSAX - Drawdown Comparison

The maximum VRGWX drawdown since its inception was -32.70%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VRGWX and VTSAX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.82%
-2.82%
VRGWX
VTSAX

Volatility

VRGWX vs. VTSAX - Volatility Comparison

Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) has a higher volatility of 5.04% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.01%. This indicates that VRGWX's price experiences larger fluctuations and is considered to be riskier than VTSAX 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%JulyAugustSeptemberOctoberNovemberDecember
5.04%
4.01%
VRGWX
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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