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VRNIX vs. VWUSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRNIX and VWUSX is 0.91, 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

VRNIX vs. VWUSX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.54%
10.41%
VRNIX
VWUSX

Key characteristics

Sharpe Ratio

VRNIX:

2.10

VWUSX:

1.45

Sortino Ratio

VRNIX:

2.80

VWUSX:

1.87

Omega Ratio

VRNIX:

1.39

VWUSX:

1.28

Calmar Ratio

VRNIX:

3.13

VWUSX:

1.39

Martin Ratio

VRNIX:

13.58

VWUSX:

8.86

Ulcer Index

VRNIX:

1.96%

VWUSX:

3.33%

Daily Std Dev

VRNIX:

12.66%

VWUSX:

20.39%

Max Drawdown

VRNIX:

-34.57%

VWUSX:

-71.26%

Current Drawdown

VRNIX:

-2.61%

VWUSX:

-6.76%

Returns By Period

In the year-to-date period, VRNIX achieves a 25.95% return, which is significantly lower than VWUSX's 29.37% return. Over the past 10 years, VRNIX has underperformed VWUSX with an annualized return of 12.80%, while VWUSX has yielded a comparatively higher 14.37% annualized return.


VRNIX

YTD

25.95%

1M

-0.60%

6M

10.54%

1Y

26.34%

5Y*

14.58%

10Y*

12.80%

VWUSX

YTD

29.37%

1M

-1.29%

6M

10.41%

1Y

29.53%

5Y*

15.23%

10Y*

14.37%

Compare stocks, funds, or ETFs

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


VRNIX vs. VWUSX - Expense Ratio Comparison

VRNIX has a 0.07% expense ratio, which is lower than VWUSX's 0.38% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VRNIX: 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%

Risk-Adjusted Performance

VRNIX vs. VWUSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and Vanguard U.S. Growth Fund Investor Shares (VWUSX). 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 VRNIX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.101.45
The chart of Sortino ratio for VRNIX, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.002.801.87
The chart of Omega ratio for VRNIX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.28
The chart of Calmar ratio for VRNIX, currently valued at 3.13, compared to the broader market0.002.004.006.008.0010.0012.003.131.39
The chart of Martin ratio for VRNIX, currently valued at 13.58, compared to the broader market0.0020.0040.0060.0013.588.86
VRNIX
VWUSX

The current VRNIX Sharpe Ratio is 2.10, which is higher than the VWUSX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VRNIX and VWUSX, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.10
1.45
VRNIX
VWUSX

Dividends

VRNIX vs. VWUSX - Dividend Comparison

VRNIX's dividend yield for the trailing twelve months is around 0.88%, while VWUSX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VRNIX
Vanguard Russell 1000 Index Fund Institutional Shares
0.88%1.41%1.59%1.16%1.46%1.65%2.00%1.73%1.93%1.92%1.74%1.69%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.00%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%

Drawdowns

VRNIX vs. VWUSX - Drawdown Comparison

The maximum VRNIX drawdown since its inception was -34.57%, smaller than the maximum VWUSX drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for VRNIX and VWUSX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.61%
-6.76%
VRNIX
VWUSX

Volatility

VRNIX vs. VWUSX - Volatility Comparison

The current volatility for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) is 3.95%, while Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a volatility of 9.52%. This indicates that VRNIX experiences smaller price fluctuations and is considered to be less risky than VWUSX 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
3.95%
9.52%
VRNIX
VWUSX
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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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