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VSGIX vs. VTTSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSGIX and VTTSX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VSGIX vs. VTTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) and Vanguard Target Retirement 2060 Fund (VTTSX). The values are adjusted to include any dividend payments, if applicable.

200.00%220.00%240.00%260.00%280.00%300.00%320.00%December2025FebruaryMarchAprilMay
249.48%
232.39%
VSGIX
VTTSX

Key characteristics

Sharpe Ratio

VSGIX:

0.26

VTTSX:

0.86

Sortino Ratio

VSGIX:

0.54

VTTSX:

1.28

Omega Ratio

VSGIX:

1.07

VTTSX:

1.18

Calmar Ratio

VSGIX:

0.24

VTTSX:

0.91

Martin Ratio

VSGIX:

0.76

VTTSX:

4.05

Ulcer Index

VSGIX:

8.51%

VTTSX:

3.25%

Daily Std Dev

VSGIX:

24.61%

VTTSX:

15.32%

Max Drawdown

VSGIX:

-58.66%

VTTSX:

-31.38%

Current Drawdown

VSGIX:

-15.56%

VTTSX:

-2.86%

Returns By Period

In the year-to-date period, VSGIX achieves a -8.43% return, which is significantly lower than VTTSX's 1.99% return. Both investments have delivered pretty close results over the past 10 years, with VSGIX having a 7.76% annualized return and VTTSX not far ahead at 8.08%.


VSGIX

YTD

-8.43%

1M

-0.47%

6M

-4.29%

1Y

4.86%

5Y*

9.23%

10Y*

7.76%

VTTSX

YTD

1.99%

1M

1.67%

6M

2.45%

1Y

12.04%

5Y*

11.88%

10Y*

8.08%

*Annualized

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VSGIX vs. VTTSX - Expense Ratio Comparison

VSGIX has a 0.06% expense ratio, which is lower than VTTSX's 0.08% 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%.


Expense ratio chart for VTTSX: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTTSX: 0.08%
Expense ratio chart for VSGIX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGIX: 0.06%

Risk-Adjusted Performance

VSGIX vs. VTTSX — Risk-Adjusted Performance Rank

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

VSGIX
The Risk-Adjusted Performance Rank of VSGIX is 3838
Overall Rank
The Sharpe Ratio Rank of VSGIX is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGIX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VSGIX is 3737
Omega Ratio Rank
The Calmar Ratio Rank of VSGIX is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VSGIX is 3535
Martin Ratio Rank

VTTSX
The Risk-Adjusted Performance Rank of VTTSX is 7777
Overall Rank
The Sharpe Ratio Rank of VTTSX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VTTSX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VTTSX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VTTSX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VTTSX is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSGIX vs. VTTSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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 chart of Sharpe ratio for VSGIX, currently valued at 0.26, compared to the broader market-2.00-1.000.001.002.003.00
VSGIX: 0.26
VTTSX: 0.86
The chart of Sortino ratio for VSGIX, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.00
VSGIX: 0.54
VTTSX: 1.28
The chart of Omega ratio for VSGIX, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
VSGIX: 1.07
VTTSX: 1.18
The chart of Calmar ratio for VSGIX, currently valued at 0.24, compared to the broader market0.002.004.006.008.0010.00
VSGIX: 0.24
VTTSX: 0.91
The chart of Martin ratio for VSGIX, currently valued at 0.76, compared to the broader market0.0010.0020.0030.0040.00
VSGIX: 0.76
VTTSX: 4.05

The current VSGIX Sharpe Ratio is 0.26, which is lower than the VTTSX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of VSGIX and VTTSX, 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.26
0.86
VSGIX
VTTSX

Dividends

VSGIX vs. VTTSX - Dividend Comparison

VSGIX's dividend yield for the trailing twelve months is around 0.60%, less than VTTSX's 2.10% yield.


TTM20242023202220212020201920182017201620152014
VSGIX
Vanguard Small-Cap Growth Index Fund Institutional Shares
0.60%0.55%0.69%0.56%0.37%0.45%0.58%0.80%0.82%1.09%0.98%1.02%
VTTSX
Vanguard Target Retirement 2060 Fund
2.10%2.14%2.14%2.09%1.95%1.57%2.11%2.30%1.77%1.98%1.85%1.65%

Drawdowns

VSGIX vs. VTTSX - Drawdown Comparison

The maximum VSGIX drawdown since its inception was -58.66%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for VSGIX and VTTSX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.56%
-2.86%
VSGIX
VTTSX

Volatility

VSGIX vs. VTTSX - Volatility Comparison

Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) has a higher volatility of 15.90% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 10.78%. This indicates that VSGIX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
15.90%
10.78%
VSGIX
VTTSX