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VSGDX vs. VIGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSGDX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSGDX achieves a 0.64% return, which is significantly lower than VIGAX's 10.82% return. Over the past 10 years, VSGDX has underperformed VIGAX with an annualized return of 1.91%, while VIGAX has yielded a comparatively higher 18.39% annualized return.


VSGDX

1D
0.00%
1M
0.13%
YTD
0.64%
6M
0.87%
1Y
4.11%
3Y*
4.53%
5Y*
1.71%
10Y*
1.91%

VIGAX

1D
-0.28%
1M
7.54%
YTD
10.82%
6M
10.11%
1Y
29.44%
3Y*
26.45%
5Y*
15.71%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSGDX vs. VIGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
0.64%5.94%4.26%3.92%-5.22%-0.58%4.46%4.21%1.37%0.80%
VIGAX
Vanguard Growth Index Fund Admiral Shares
10.82%19.43%32.67%46.76%-33.14%27.26%40.18%37.23%-3.35%27.80%

Correlation

The correlation between VSGDX and VIGAX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2001

-0.16

The correlation between VSGDX and VIGAX shifts across timeframes, from -0.16 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VSGDX vs. VIGAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSGDX
VSGDX Risk / Return Rank: 5353
Overall Rank
VSGDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSGDX Sortino Ratio Rank: 6060
Sortino Ratio Rank
VSGDX Omega Ratio Rank: 5252
Omega Ratio Rank
VSGDX Calmar Ratio Rank: 6161
Calmar Ratio Rank
VSGDX Martin Ratio Rank: 5353
Martin Ratio Rank

VIGAX
VIGAX Risk / Return Rank: 3434
Overall Rank
VIGAX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
VIGAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VIGAX Omega Ratio Rank: 3939
Omega Ratio Rank
VIGAX Calmar Ratio Rank: 2424
Calmar Ratio Rank
VIGAX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSGDX vs. VIGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). 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.


VSGDXVIGAXDifference
Sharpe ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.40

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

2.99

1.84

+1.14

Martin ratioReturn relative to average drawdown

10.72

6.49

+4.23

VSGDX vs. VIGAX - Sharpe Ratio Comparison

The current VSGDX Sharpe Ratio is 1.87, which is comparable to the VIGAX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of VSGDX and VIGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VSGDXVIGAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

1.92

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

0.71

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

0.86

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.48

+0.76

Drawdowns

VSGDX vs. VIGAX - Drawdown Comparison

The maximum VSGDX drawdown since its inception was -7.29%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VSGDX and VIGAX.


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Drawdown Indicators


VSGDXVIGAXDifference

Max Drawdown

Largest peak-to-trough decline

-7.29%

-50.66%

+43.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-16.51%

+15.16%

Max Drawdown (3Y)

Largest decline over 3 years

-1.35%

-23.04%

+21.69%

Max Drawdown (5Y)

Largest decline over 5 years

-7.29%

-35.63%

+28.34%

Max Drawdown (10Y)

Largest decline over 10 years

-7.29%

-35.63%

+28.34%

Current Drawdown

Current decline from peak

-0.38%

-0.28%

-0.10%

Average Drawdown

Average peak-to-trough decline

-0.73%

-11.96%

+11.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.37%

4.68%

-4.31%

Volatility

VSGDX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Short-Term Federal Fund Admiral Shares (VSGDX) is 0.71%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 3.62%. This indicates that VSGDX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSGDXVIGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

3.62%

-2.91%

Volatility (6M)

Calculated over the trailing 6-month period

1.56%

12.10%

-10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

15.88%

-13.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.68%

22.35%

-19.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.17%

21.59%

-19.42%

VSGDX vs. VIGAX - Expense Ratio Comparison

VSGDX has a 0.10% expense ratio, which is higher than VIGAX's 0.05% 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%.


Dividends

VSGDX vs. VIGAX - Dividend Comparison

VSGDX's dividend yield for the trailing twelve months is around 3.95%, more than VIGAX's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.36%0.40%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%
VSGDX
Vanguard Short-Term Federal Fund Admiral Shares
3.95%3.79%3.56%3.42%1.78%1.45%1.78%2.42%2.02%1.46%1.43%1.30%

Frequently Asked Questions


VSGDX and VIGAX have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIGAX has higher volatility (3.62%) compared to VSGDX (0.71%). In terms of maximum drawdown, VSGDX dropped -7.29% vs VIGAX's -50.66%.

VIGAX currently has the higher Sharpe Ratio (1.92 vs 1.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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