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

Key characteristics


VSTSXVIGAX
YTD Return17.66%21.13%
1Y Return25.82%31.11%
3Y Return (Ann)8.24%8.02%
5Y Return (Ann)14.40%18.19%
Sharpe Ratio2.051.83
Daily Std Dev13.13%17.39%
Max Drawdown-52.42%-50.66%
Current Drawdown-0.68%-4.18%

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.

Performance

VSTSX vs. VIGAX - Performance Comparison

In the year-to-date period, VSTSX achieves a 17.66% return, which is significantly lower than VIGAX's 21.13% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%AprilMayJuneJulyAugustSeptember
52.49%
281.36%
VSTSX
VIGAX

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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%

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.


VSTSX
Sharpe ratio
The chart of Sharpe ratio for VSTSX, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.005.002.05
Sortino ratio
The chart of Sortino ratio for VSTSX, currently valued at 2.76, compared to the broader market0.005.0010.002.76
Omega ratio
The chart of Omega ratio for VSTSX, currently valued at 1.33, compared to the broader market1.002.003.004.001.33
Calmar ratio
The chart of Calmar ratio for VSTSX, currently valued at 1.92, compared to the broader market0.005.0010.0015.0020.001.92
Martin ratio
The chart of Martin ratio for VSTSX, currently valued at 9.79, compared to the broader market0.0020.0040.0060.0080.00100.009.79
VIGAX
Sharpe ratio
The chart of Sharpe ratio for VIGAX, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.005.001.83
Sortino ratio
The chart of Sortino ratio for VIGAX, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for VIGAX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VIGAX, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for VIGAX, currently valued at 8.61, compared to the broader market0.0020.0040.0060.0080.00100.008.61

VSTSX vs. VIGAX - Sharpe Ratio Comparison

The current VSTSX Sharpe Ratio is 2.05, which roughly equals the VIGAX Sharpe Ratio of 1.83. The chart below compares the 12-month rolling Sharpe Ratio of VSTSX and VIGAX.


Rolling 12-month Sharpe Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.05
1.83
VSTSX
VIGAX

Dividends

VSTSX vs. VIGAX - Dividend Comparison

VSTSX's dividend yield for the trailing twelve months is around 1.32%, more than VIGAX's 0.49% yield.


TTM20232022202120202019201820172016201520142013
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.32%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
0.49%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%AprilMayJuneJulyAugustSeptember
-0.68%
-4.18%
VSTSX
VIGAX

Volatility

VSTSX vs. VIGAX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) is 4.47%, while Vanguard Growth Index Fund Admiral Shares (VIGAX) has a volatility of 5.86%. 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%AprilMayJuneJulyAugustSeptember
4.47%
5.86%
VSTSX
VIGAX