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

Correlation

The correlation between VSPGX and VIGAX is 0.95, 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.


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.

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Key characteristics

Sharpe Ratio

VSPGX:

0.79

VIGAX:

0.71

Sortino Ratio

VSPGX:

1.24

VIGAX:

1.16

Omega Ratio

VSPGX:

1.18

VIGAX:

1.17

Calmar Ratio

VSPGX:

0.90

VIGAX:

0.80

Martin Ratio

VSPGX:

3.04

VIGAX:

2.73

Ulcer Index

VSPGX:

6.59%

VIGAX:

6.74%

Daily Std Dev

VSPGX:

25.22%

VIGAX:

25.48%

Max Drawdown

VSPGX:

-32.73%

VIGAX:

-50.66%

Current Drawdown

VSPGX:

-5.41%

VIGAX:

-5.43%

Returns By Period

In the year-to-date period, VSPGX achieves a -0.54% return, which is significantly higher than VIGAX's -1.47% return. Both investments have delivered pretty close results over the past 10 years, with VSPGX having a 14.61% annualized return and VIGAX not far ahead at 15.01%.


VSPGX

YTD

-0.54%

1M

11.40%

6M

0.10%

1Y

19.63%

5Y*

17.71%

10Y*

14.61%

VIGAX

YTD

-1.47%

1M

12.06%

6M

-0.85%

1Y

18.02%

5Y*

18.33%

10Y*

15.01%

*Annualized

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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%.


Risk-Adjusted Performance

VSPGX vs. VIGAX — Risk-Adjusted Performance Rank

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

VSPGX
The Risk-Adjusted Performance Rank of VSPGX is 7474
Overall Rank
The Sharpe Ratio Rank of VSPGX is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of VSPGX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VSPGX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of VSPGX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VSPGX is 7373
Martin Ratio Rank

VIGAX
The Risk-Adjusted Performance Rank of VIGAX is 7171
Overall Rank
The Sharpe Ratio Rank of VIGAX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGAX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VIGAX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VIGAX is 7878
Calmar Ratio Rank
The Martin Ratio Rank of VIGAX is 6969
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.

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.


The current VSPGX Sharpe Ratio is 0.79, which is comparable to the VIGAX Sharpe Ratio of 0.71. 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.


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Dividends

VSPGX vs. VIGAX - Dividend Comparison

VSPGX's dividend yield for the trailing twelve months is around 0.58%, more than VIGAX's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VSPGX
Vanguard S&P 500 Growth Index Fund Institutional Shares
0.58%0.50%1.14%0.95%0.55%0.89%0.68%0.31%0.00%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.47%0.46%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%

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.


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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 7.61% and 7.95%, 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.


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