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VSMGX vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSMGX and VIG is 0.90, 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

VSMGX vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%350.00%400.00%450.00%500.00%AugustSeptemberOctoberNovemberDecember2025
177.47%
461.40%
VSMGX
VIG

Key characteristics

Sharpe Ratio

VSMGX:

1.32

VIG:

1.52

Sortino Ratio

VSMGX:

1.84

VIG:

2.14

Omega Ratio

VSMGX:

1.24

VIG:

1.28

Calmar Ratio

VSMGX:

1.87

VIG:

2.95

Martin Ratio

VSMGX:

7.56

VIG:

8.71

Ulcer Index

VSMGX:

1.35%

VIG:

1.82%

Daily Std Dev

VSMGX:

7.74%

VIG:

10.42%

Max Drawdown

VSMGX:

-41.18%

VIG:

-46.81%

Current Drawdown

VSMGX:

-4.04%

VIG:

-5.36%

Returns By Period

In the year-to-date period, VSMGX achieves a -0.99% return, which is significantly higher than VIG's -1.53% return. Over the past 10 years, VSMGX has underperformed VIG with an annualized return of 6.03%, while VIG has yielded a comparatively higher 11.48% annualized return.


VSMGX

YTD

-0.99%

1M

-3.25%

6M

0.63%

1Y

9.66%

5Y*

5.57%

10Y*

6.03%

VIG

YTD

-1.53%

1M

-3.39%

6M

3.93%

1Y

15.15%

5Y*

10.94%

10Y*

11.48%

*Annualized

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VSMGX vs. VIG - Expense Ratio Comparison

VSMGX has a 0.13% expense ratio, which is higher than VIG's 0.06% 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%.


Expense ratio chart for VSMGX: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VSMGX vs. VIG — Risk-Adjusted Performance Rank

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

VSMGX
The Risk-Adjusted Performance Rank of VSMGX is 8181
Overall Rank
The Sharpe Ratio Rank of VSMGX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VSMGX is 7979
Sortino Ratio Rank
The Omega Ratio Rank of VSMGX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of VSMGX is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VSMGX is 8383
Martin Ratio Rank

VIG
The Risk-Adjusted Performance Rank of VIG is 7373
Overall Rank
The Sharpe Ratio Rank of VIG is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VIG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VIG is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VIG is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VIG is 7373
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.

VSMGX vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy Moderate Growth Fund (VSMGX) and Vanguard Dividend Appreciation ETF (VIG). 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 VSMGX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.321.52
The chart of Sortino ratio for VSMGX, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.001.842.14
The chart of Omega ratio for VSMGX, currently valued at 1.24, compared to the broader market0.501.001.502.002.503.003.501.241.28
The chart of Calmar ratio for VSMGX, currently valued at 1.87, compared to the broader market0.005.0010.0015.001.872.95
The chart of Martin ratio for VSMGX, currently valued at 7.56, compared to the broader market0.0020.0040.0060.007.568.71
VSMGX
VIG

The current VSMGX Sharpe Ratio is 1.32, which is comparable to the VIG Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of VSMGX and VIG, 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 Ratio1.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.32
1.52
VSMGX
VIG

Dividends

VSMGX vs. VIG - Dividend Comparison

VSMGX's dividend yield for the trailing twelve months is around 7.25%, more than VIG's 1.75% yield.


TTM20242023202220212020201920182017201620152014
VSMGX
Vanguard LifeStrategy Moderate Growth Fund
7.25%7.18%2.63%2.10%1.91%1.71%2.45%2.65%2.15%2.22%2.19%2.10%
VIG
Vanguard Dividend Appreciation ETF
1.75%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%

Drawdowns

VSMGX vs. VIG - Drawdown Comparison

The maximum VSMGX drawdown since its inception was -41.18%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for VSMGX and VIG. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.04%
-5.36%
VSMGX
VIG

Volatility

VSMGX vs. VIG - Volatility Comparison

The current volatility for Vanguard LifeStrategy Moderate Growth Fund (VSMGX) is 2.67%, while Vanguard Dividend Appreciation ETF (VIG) has a volatility of 3.94%. This indicates that VSMGX experiences smaller price fluctuations and is considered to be less risky than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.67%
3.94%
VSMGX
VIG