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VTCIX vs. VMGAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTCIX vs. VMGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTCIX achieves a 9.29% return, which is significantly higher than VMGAX's 3.59% return. Over the past 10 years, VTCIX has underperformed VMGAX with an annualized return of 14.90%, while VMGAX has yielded a comparatively higher 18.05% annualized return.


VTCIX

1D
1.63%
1M
-0.79%
6M
7.73%
YTD
9.29%
1Y
20.43%
3Y*
18.57%
5Y*
11.96%
10Y*
14.90%
ALL TIME*
8.99%

VMGAX

1D
2.74%
1M
-2.05%
6M
5.39%
YTD
3.59%
1Y
15.11%
3Y*
21.22%
5Y*
12.81%
10Y*
18.05%
ALL TIME*
13.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VTCIX vs. VMGAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
9.29%17.48%23.81%26.65%-19.05%26.92%21.09%31.51%-4.95%22.44%
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares
3.59%20.73%32.98%51.57%-33.55%28.50%41.02%37.54%-2.86%29.49%

Correlation

The correlation between VTCIX and VMGAX is 0.92, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.92

Correlation (3Y)
Balances recent behavior with more history.

0.91

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.93

Correlation (10Y)
Provides a long-term view across more market conditions.

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 27, 2007

0.94

The correlation between VTCIX and VMGAX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.

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Return for Risk

VTCIX vs. VMGAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VTCIX
VTCIX Risk / Return Rank: 6060
Overall Rank
VTCIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VTCIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
VTCIX Omega Ratio Rank: 5353
Omega Ratio Rank
VTCIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VTCIX Martin Ratio Rank: 7575
Martin Ratio Rank

VMGAX
VMGAX Risk / Return Rank: 1919
Overall Rank
VMGAX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VMGAX Sortino Ratio Rank: 2020
Sortino Ratio Rank
VMGAX Omega Ratio Rank: 2020
Omega Ratio Rank
VMGAX Calmar Ratio Rank: 1616
Calmar Ratio Rank
VMGAX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VTCIX vs. VMGAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) and Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTCIXVMGAXDifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

2.07

0.76

+1.31

Martin ratioReturn relative to average drawdown

8.98

2.39

+6.59

VTCIX vs. VMGAX - Sharpe Ratio Comparison

The current VTCIX Sharpe Ratio is 1.40, which is higher than the VMGAX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of VTCIX and VMGAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VTCIX vs. VMGAX - Drawdown Comparison

The maximum VTCIX drawdown since its inception was -55.17%, which is greater than VMGAX's maximum drawdown of -47.97%. Use the drawdown chart below to compare losses from any high point for VTCIX and VMGAX.


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Drawdown Indicators


VTCIXVMGAXDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-47.97%

-7.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-16.78%

+7.99%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-23.45%

+4.44%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-36.03%

+11.07%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-36.03%

+1.47%

Current Drawdown

Current decline from peak

-1.83%

-7.18%

+5.35%

Average Drawdown

Average peak-to-trough decline

-11.91%

-7.42%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

5.33%

-3.31%

Volatility

VTCIX vs. VMGAX - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) is 3.42%, while Vanguard Mega Cap Growth Index Fund Institutional Shares (VMGAX) has a volatility of 5.69%. This indicates that VTCIX experiences smaller price fluctuations and is considered to be less risky than VMGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCIXVMGAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

5.69%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

10.16%

14.67%

-4.51%

Volatility (1Y)

Calculated over the trailing 1-year period

12.97%

18.22%

-5.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.33%

23.00%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

22.02%

-3.75%

VTCIX vs. VMGAX - Expense Ratio Comparison

VTCIX has a 0.06% expense ratio, which is higher than VMGAX'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%.


Dividends

VTCIX vs. VMGAX - Dividend Comparison

VTCIX's dividend yield for the trailing twelve months is around 0.94%, more than VMGAX's 0.35% yield.


PositionTTM20252024202320222021202020192018201720162015
VMGAX
Vanguard Mega Cap Growth Index Fund Institutional Shares
0.35%0.36%0.44%0.51%0.71%0.42%0.65%0.86%1.13%1.23%1.53%1.44%
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
0.94%0.96%1.07%1.27%1.50%1.07%1.34%1.55%1.86%1.60%1.79%1.73%

Frequently Asked Questions


With a correlation of 0.92, VTCIX and VMGAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VMGAX has higher volatility (5.69%) compared to VTCIX (3.42%). In terms of maximum drawdown, VTCIX dropped -55.17% vs VMGAX's -47.97%.

VTCIX currently has the higher Sharpe Ratio (1.40 vs 0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VTCIX and VMGAX

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