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

Performance

VSTSX vs. VIGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and Vanguard Growth Index Fund Admiral Shares (VIGAX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.44%
13.91%
VSTSX
VIGAX

Returns By Period

In the year-to-date period, VSTSX achieves a 25.64% return, which is significantly lower than VIGAX's 30.41% return.


VSTSX

YTD

25.64%

1M

2.56%

6M

14.26%

1Y

32.97%

5Y (annualized)

15.12%

10Y (annualized)

N/A

VIGAX

YTD

30.41%

1M

2.57%

6M

15.02%

1Y

35.85%

5Y (annualized)

19.09%

10Y (annualized)

15.49%

Key characteristics


VSTSXVIGAX
Sharpe Ratio2.672.16
Sortino Ratio3.572.82
Omega Ratio1.491.40
Calmar Ratio3.922.82
Martin Ratio17.0711.07
Ulcer Index1.97%3.30%
Daily Std Dev12.55%16.88%
Max Drawdown-52.42%-50.66%
Current Drawdown-0.82%-1.20%

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VSTSX vs. VIGAX - Expense Ratio Comparison

VSTSX has a 0.01% expense ratio, which is lower than VIGAX's 0.05% 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%.


VIGAX
Vanguard Growth Index Fund Admiral Shares
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%
Expense ratio chart for VSTSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Correlation

-0.50.00.51.00.9

The correlation between VSTSX and VIGAX is 0.93, 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.

Risk-Adjusted Performance

VSTSX vs. VIGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) 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 VSTSX, currently valued at 2.67, compared to the broader market-1.000.001.002.003.004.005.002.672.16
The chart of Sortino ratio for VSTSX, currently valued at 3.56, compared to the broader market0.005.0010.003.572.82
The chart of Omega ratio for VSTSX, currently valued at 1.49, compared to the broader market1.002.003.004.001.491.40
The chart of Calmar ratio for VSTSX, currently valued at 3.92, compared to the broader market0.005.0010.0015.0020.003.922.82
The chart of Martin ratio for VSTSX, currently valued at 17.07, compared to the broader market0.0020.0040.0060.0080.00100.0017.0711.07
VSTSX
VIGAX

The current VSTSX Sharpe Ratio is 2.67, which is comparable to the VIGAX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VSTSX 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.67
2.16
VSTSX
VIGAX

Dividends

VSTSX vs. VIGAX - Dividend Comparison

VSTSX's dividend yield for the trailing twelve months is around 1.27%, more than VIGAX's 0.48% yield.


TTM20232022202120202019201820172016201520142013
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.27%1.44%1.67%1.23%1.44%1.79%2.07%1.74%1.11%0.00%0.00%0.00%
VIGAX
Vanguard Growth Index Fund Admiral Shares
0.48%0.57%0.69%0.47%0.66%0.94%1.31%1.14%1.39%1.31%1.21%1.19%

Drawdowns

VSTSX vs. VIGAX - Drawdown Comparison

The maximum VSTSX drawdown since its inception was -52.42%, roughly equal to the maximum VIGAX drawdown of -50.66%. Use the drawdown chart below to compare losses from any high point for VSTSX and VIGAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.82%
-1.20%
VSTSX
VIGAX

Volatility

VSTSX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) is 4.16%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.24%. This indicates that VSTSX experiences smaller price fluctuations and is considered to be less risky than VIGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.16%
5.24%
VSTSX
VIGAX