VSPGX vs. VFVA
Compare and contrast key facts about Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard U.S. Value Factor ETF (VFVA).
VSPGX is managed by Vanguard. It was launched on Apr 5, 2019. VFVA is managed by Vanguard. It was launched on Feb 13, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSPGX or VFVA.
Key characteristics
| VSPGX | VFVA | |
|---|---|---|
| YTD Return | 35.20% | 14.00% |
| 1Y Return | 46.48% | 33.85% |
| 3Y Return (Ann) | 8.15% | 8.32% |
| 5Y Return (Ann) | 18.14% | 13.30% |
| Sharpe Ratio | 2.64 | 1.88 |
| Sortino Ratio | 3.39 | 2.76 |
| Omega Ratio | 1.48 | 1.34 |
| Calmar Ratio | 2.73 | 3.06 |
| Martin Ratio | 14.07 | 9.56 |
| Ulcer Index | 3.21% | 3.37% |
| Daily Std Dev | 17.12% | 17.16% |
| Max Drawdown | -32.73% | -48.58% |
| Current Drawdown | 0.00% | -1.15% |
Correlation
The correlation between VSPGX and VFVA is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VSPGX vs. VFVA - Performance Comparison
In the year-to-date period, VSPGX achieves a 35.20% return, which is significantly higher than VFVA's 14.00% 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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VSPGX vs. VFVA - Expense Ratio Comparison
VSPGX has a 0.08% expense ratio, which is lower than VFVA's 0.13% 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%.
Risk-Adjusted Performance
VSPGX vs. VFVA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard U.S. Value Factor ETF (VFVA). 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
VSPGX vs. VFVA - Dividend Comparison
VSPGX's dividend yield for the trailing twelve months is around 0.61%, less than VFVA's 2.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VSPGX Vanguard S&P 500 Growth Index Fund Institutional Shares | 0.61% | 1.14% | 0.95% | 0.55% | 0.89% | 0.68% | 0.31% |
VFVA Vanguard U.S. Value Factor ETF | 2.25% | 2.45% | 2.21% | 1.68% | 2.04% | 2.09% | 1.65% |
Drawdowns
VSPGX vs. VFVA - Drawdown Comparison
The maximum VSPGX drawdown since its inception was -32.73%, smaller than the maximum VFVA drawdown of -48.58%. Use the drawdown chart below to compare losses from any high point for VSPGX and VFVA. For additional features, visit the drawdowns tool.
Volatility
VSPGX vs. VFVA - Volatility Comparison
The current volatility for Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) is 5.13%, while Vanguard U.S. Value Factor ETF (VFVA) has a volatility of 6.62%. This indicates that VSPGX experiences smaller price fluctuations and is considered to be less risky than VFVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.