VSGIX vs. IWM

In the year-to-date period, VSGIX achieves a -6.50% return, which is significantly higher than IWM's -8.12% return. Over the past 10 years, VSGIX has outperformed IWM with an annualized return of 7.67%, while IWM has yielded a comparatively lower 6.49% annualized return.

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VSGIX has a 0.06% expense ratio, which is lower than IWM's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) and iShares Russell 2000 ETF (IWM). 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.

The current VSGIX Sharpe Ratio is 0.20, which is higher than the IWM Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of VSGIX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VSGIX's dividend yield for the trailing twelve months is around 0.58%, less than IWM's 1.22% yield.

The maximum VSGIX drawdown since its inception was -58.66%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for VSGIX and IWM.

Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) and iShares Russell 2000 ETF (IWM) have volatilities of 6.01% and 5.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.