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VSPGX vs. VIGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSPGX and VIGAX is 0.99, 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.


-0.50.00.51.01.0

Performance

VSPGX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.46%
12.50%
VSPGX
VIGAX

Key characteristics

Sharpe Ratio

VSPGX:

2.22

VIGAX:

2.08

Sortino Ratio

VSPGX:

2.87

VIGAX:

2.70

Omega Ratio

VSPGX:

1.40

VIGAX:

1.38

Calmar Ratio

VSPGX:

3.05

VIGAX:

2.78

Martin Ratio

VSPGX:

12.01

VIGAX:

10.83

Ulcer Index

VSPGX:

3.25%

VIGAX:

3.32%

Daily Std Dev

VSPGX:

17.60%

VIGAX:

17.34%

Max Drawdown

VSPGX:

-32.73%

VIGAX:

-50.66%

Current Drawdown

VSPGX:

-1.54%

VIGAX:

-1.71%

Returns By Period

In the year-to-date period, VSPGX achieves a 38.90% return, which is significantly higher than VIGAX's 35.85% return. Both investments have delivered pretty close results over the past 10 years, with VSPGX having a 15.33% annualized return and VIGAX not far ahead at 15.90%.


VSPGX

YTD

38.90%

1M

4.21%

6M

13.91%

1Y

39.03%

5Y*

17.62%

10Y*

15.33%

VIGAX

YTD

35.85%

1M

4.02%

6M

14.07%

1Y

35.99%

5Y*

19.06%

10Y*

15.90%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSPGX vs. VIGAX - Expense Ratio Comparison

VSPGX has a 0.08% 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%.


VSPGX
Vanguard S&P 500 Growth Index Fund Institutional Shares
Expense ratio chart for VSPGX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VSPGX vs. VIGAX - 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 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.


Sharpe ratio
The chart of Sharpe ratio for VSPGX, currently valued at 2.22, compared to the broader market-1.000.001.002.003.004.002.222.08
The chart of Sortino ratio for VSPGX, currently valued at 2.87, compared to the broader market-2.000.002.004.006.008.0010.002.872.70
The chart of Omega ratio for VSPGX, currently valued at 1.40, compared to the broader market0.501.001.502.002.503.003.501.401.38
The chart of Calmar ratio for VSPGX, currently valued at 3.05, compared to the broader market0.002.004.006.008.0010.0012.0014.003.052.78
The chart of Martin ratio for VSPGX, currently valued at 12.01, compared to the broader market0.0020.0040.0060.0012.0110.83
VSPGX
VIGAX

The current VSPGX Sharpe Ratio is 2.22, which is comparable to the VIGAX Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of VSPGX and VIGAX, 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 Ratio1.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.22
2.08
VSPGX
VIGAX

Dividends

VSPGX vs. VIGAX - Dividend Comparison

VSPGX's dividend yield for the trailing twelve months is around 0.35%, more than VIGAX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
VSPGX
Vanguard S&P 500 Growth Index Fund Institutional Shares
0.35%1.14%0.95%0.55%0.89%0.68%0.31%0.00%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.32%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VSPGX vs. VIGAX - Drawdown Comparison

The maximum VSPGX drawdown since its inception was -32.73%, smaller than the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VSPGX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.54%
-1.71%
VSPGX
VIGAX

Volatility

VSPGX vs. VIGAX - Volatility Comparison

Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard Growth Index Fund Admiral Shares (VIGAX) have volatilities of 4.88% and 4.96%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.88%
4.96%
VSPGX
VIGAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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