PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSTSX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSTSX and VIGIX 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.


-0.50.00.51.00.9

Performance

VSTSX vs. VIGIX - 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 Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
11.28%
13.50%
VSTSX
VIGIX

Key characteristics

Sharpe Ratio

VSTSX:

2.10

VIGIX:

2.16

Sortino Ratio

VSTSX:

2.79

VIGIX:

2.77

Omega Ratio

VSTSX:

1.39

VIGIX:

1.40

Calmar Ratio

VSTSX:

3.15

VIGIX:

2.92

Martin Ratio

VSTSX:

13.32

VIGIX:

11.42

Ulcer Index

VSTSX:

2.02%

VIGIX:

3.31%

Daily Std Dev

VSTSX:

12.85%

VIGIX:

17.47%

Max Drawdown

VSTSX:

-52.42%

VIGIX:

-57.17%

Current Drawdown

VSTSX:

-1.76%

VIGIX:

-0.41%

Returns By Period

In the year-to-date period, VSTSX achieves a 26.56% return, which is significantly lower than VIGIX's 37.66% return.


VSTSX

YTD

26.56%

1M

0.20%

6M

11.42%

1Y

26.93%

5Y*

14.31%

10Y*

N/A

VIGIX

YTD

37.66%

1M

5.39%

6M

13.99%

1Y

37.81%

5Y*

19.19%

10Y*

16.06%

Compare stocks, funds, or ETFs

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


VSTSX vs. VIGIX - Expense Ratio Comparison

VSTSX has a 0.01% expense ratio, which is lower than VIGIX's 0.04% 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%.


VIGIX
Vanguard Growth Index Fund Institutional Shares
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
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. VIGIX - 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 Institutional Shares (VIGIX). 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 2.10, compared to the broader market-1.000.001.002.003.004.002.102.16
The chart of Sortino ratio for VSTSX, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.792.77
The chart of Omega ratio for VSTSX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.40
The chart of Calmar ratio for VSTSX, currently valued at 3.15, compared to the broader market0.002.004.006.008.0010.0012.0014.003.152.92
The chart of Martin ratio for VSTSX, currently valued at 13.32, compared to the broader market0.0020.0040.0060.0013.3211.42
VSTSX
VIGIX

The current VSTSX Sharpe Ratio is 2.10, which is comparable to the VIGIX Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of VSTSX and VIGIX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.10
2.16
VSTSX
VIGIX

Dividends

VSTSX vs. VIGIX - Dividend Comparison

VSTSX's dividend yield for the trailing twelve months is around 0.92%, more than VIGIX's 0.32% yield.


TTM20232022202120202019201820172016201520142013
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
0.92%1.44%1.67%1.23%1.44%1.79%2.07%1.74%1.11%0.00%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.32%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VSTSX vs. VIGIX - Drawdown Comparison

The maximum VSTSX drawdown since its inception was -52.42%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VSTSX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.76%
-0.41%
VSTSX
VIGIX

Volatility

VSTSX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) is 4.12%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.08%. This indicates that VSTSX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.12%
5.08%
VSTSX
VIGIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab