VSGAX vs. VOO
Compare and contrast key facts about Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and Vanguard S&P 500 ETF (VOO).
VSGAX is managed by Vanguard. It was launched on Sep 27, 2011. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGAX or VOO.
Key characteristics
| VSGAX | VOO | |
|---|---|---|
| YTD Return | 20.11% | 26.94% |
| 1Y Return | 35.70% | 35.06% |
| 3Y Return (Ann) | -0.84% | 10.23% |
| 5Y Return (Ann) | 9.24% | 15.77% |
| 10Y Return (Ann) | 9.59% | 13.41% |
| Sharpe Ratio | 2.20 | 3.08 |
| Sortino Ratio | 3.02 | 4.09 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 1.41 | 4.46 |
| Martin Ratio | 11.60 | 20.36 |
| Ulcer Index | 3.62% | 1.85% |
| Daily Std Dev | 19.05% | 12.23% |
| Max Drawdown | -38.70% | -33.99% |
| Current Drawdown | -3.66% | -0.25% |
Correlation
The correlation between VSGAX and VOO is 0.86, 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
VSGAX vs. VOO - Performance Comparison
In the year-to-date period, VSGAX achieves a 20.11% return, which is significantly lower than VOO's 26.94% return. Over the past 10 years, VSGAX has underperformed VOO with an annualized return of 9.59%, while VOO has yielded a comparatively higher 13.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSGAX vs. VOO - Expense Ratio Comparison
VSGAX 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%.
Risk-Adjusted Performance
VSGAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) 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.
Dividends
VSGAX vs. VOO - Dividend Comparison
VSGAX's dividend yield for the trailing twelve months is around 0.60%, less than VOO's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.60% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VSGAX vs. VOO - Drawdown Comparison
The maximum VSGAX drawdown since its inception was -38.70%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSGAX and VOO. For additional features, visit the drawdowns tool.
Volatility
VSGAX vs. VOO - Volatility Comparison
Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a higher volatility of 5.36% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that VSGAX'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.