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VSPGX vs. VITAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSPGX vs. VITAX - 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 Information Technology Index Fund Admiral Shares (VITAX). The values are adjusted to include any dividend payments, if applicable.

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VSPGX vs. VITAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSPGX
Vanguard S&P 500 Growth Index Fund Institutional Shares
-11.70%21.91%35.48%30.38%-29.46%31.88%33.34%31.06%-0.05%23.40%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
-11.14%21.78%29.26%52.69%-29.67%30.36%45.93%48.72%2.51%30.44%

Returns By Period

The year-to-date returns for both investments are quite close, with VSPGX having a -11.70% return and VITAX slightly higher at -11.14%.


VSPGX

1D
-0.81%
1M
-9.04%
YTD
-11.70%
6M
-9.76%
1Y
17.82%
3Y*
20.16%
5Y*
11.62%
10Y*

VITAX

1D
-1.79%
1M
-7.83%
YTD
-11.14%
6M
-10.25%
1Y
23.94%
3Y*
20.87%
5Y*
14.06%
10Y*
20.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSPGX vs. VITAX - Expense Ratio Comparison

VSPGX has a 0.08% expense ratio, which is lower than VITAX's 0.10% 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%.


Return for Risk

VSPGX vs. VITAX — Risk / Return Rank

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

VSPGX
VSPGX Risk / Return Rank: 4444
Overall Rank
VSPGX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
VSPGX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VSPGX Omega Ratio Rank: 4444
Omega Ratio Rank
VSPGX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VSPGX Martin Ratio Rank: 4444
Martin Ratio Rank

VITAX
VITAX Risk / Return Rank: 4747
Overall Rank
VITAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VITAX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VITAX Omega Ratio Rank: 4848
Omega Ratio Rank
VITAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VITAX Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSPGX vs. VITAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VSPGXVITAXDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.87

-0.05

Sortino ratio

Return per unit of downside risk

1.32

1.39

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.11

1.26

-0.15

Martin ratio

Return relative to average drawdown

4.44

3.92

+0.52

VSPGX vs. VITAX - Sharpe Ratio Comparison

The current VSPGX Sharpe Ratio is 0.82, which is comparable to the VITAX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VSPGX and VITAX, 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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Sharpe Ratios by Period


VSPGXVITAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.87

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.56

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.59

+0.16

Correlation

The correlation between VSPGX and VITAX 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.


Dividends

VSPGX vs. VITAX - Dividend Comparison

VSPGX's dividend yield for the trailing twelve months is around 0.58%, more than VITAX's 0.46% yield.


TTM20252024202320222021202020192018201720162015
VSPGX
Vanguard S&P 500 Growth Index Fund Institutional Shares
0.58%0.38%0.50%1.14%0.95%0.55%0.89%0.68%0.31%0.00%0.00%0.00%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.46%0.40%0.60%0.65%0.91%0.63%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

VSPGX vs. VITAX - Drawdown Comparison

The maximum VSPGX drawdown since its inception was -32.73%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VSPGX and VITAX.


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Drawdown Indicators


VSPGXVITAXDifference

Max Drawdown

Largest peak-to-trough decline

-32.73%

-54.81%

+22.08%

Max Drawdown (1Y)

Largest decline over 1 year

-13.68%

-16.38%

+2.70%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

-35.10%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-35.10%

Current Drawdown

Current decline from peak

-13.68%

-16.38%

+2.70%

Average Drawdown

Average peak-to-trough decline

-6.87%

-8.06%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

5.24%

-1.82%

Volatility

VSPGX vs. VITAX - Volatility Comparison

The current volatility for Vanguard S&P 500 Growth Index Fund Institutional Shares (VSPGX) is 5.68%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.70%. This indicates that VSPGX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSPGXVITAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

6.70%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

12.04%

15.84%

-3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

27.38%

-5.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.17%

25.22%

-4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

24.69%

-3.30%