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VTCIX vs. VONG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTCIX vs. VONG - 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 Russell 1000 Growth ETF (VONG). The values are adjusted to include any dividend payments, if applicable.

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VTCIX vs. VONG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
-6.78%17.48%23.81%26.65%-19.05%26.92%21.09%31.51%-4.95%22.44%
VONG
Vanguard Russell 1000 Growth ETF
-9.79%18.45%33.20%42.67%-29.18%27.60%38.30%36.06%-1.53%30.05%

Returns By Period

In the year-to-date period, VTCIX achieves a -6.78% return, which is significantly higher than VONG's -9.79% return. Over the past 10 years, VTCIX has underperformed VONG with an annualized return of 13.69%, while VONG has yielded a comparatively higher 16.65% annualized return.


VTCIX

1D
-0.40%
1M
-7.66%
YTD
-6.78%
6M
-4.37%
1Y
14.68%
3Y*
16.87%
5Y*
10.72%
10Y*
13.69%

VONG

1D
3.76%
1M
-5.21%
YTD
-9.79%
6M
-8.75%
1Y
18.79%
3Y*
21.10%
5Y*
12.35%
10Y*
16.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTCIX vs. VONG - Expense Ratio Comparison

Both VTCIX and VONG have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VTCIX vs. VONG — Risk / Return Rank

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

VTCIX
VTCIX Risk / Return Rank: 4646
Overall Rank
VTCIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTCIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VTCIX Omega Ratio Rank: 4848
Omega Ratio Rank
VTCIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTCIX Martin Ratio Rank: 5353
Martin Ratio Rank

VONG
VONG Risk / Return Rank: 5151
Overall Rank
VONG Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VONG Sortino Ratio Rank: 5656
Sortino Ratio Rank
VONG Omega Ratio Rank: 5454
Omega Ratio Rank
VONG Calmar Ratio Rank: 5151
Calmar Ratio Rank
VONG Martin Ratio Rank: 4545
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.

VTCIX vs. VONG - 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 Russell 1000 Growth ETF (VONG). 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.


VTCIXVONGDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.84

0.00

Sortino ratio

Return per unit of downside risk

1.30

1.36

-0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.19

+0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.16

-0.10

Martin ratio

Return relative to average drawdown

5.19

4.00

+1.19

VTCIX vs. VONG - Sharpe Ratio Comparison

The current VTCIX Sharpe Ratio is 0.84, which is comparable to the VONG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VTCIX and VONG, 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


VTCIXVONGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.84

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.58

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.80

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.84

-0.41

Correlation

The correlation between VTCIX and VONG is 0.94, 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

VTCIX vs. VONG - Dividend Comparison

VTCIX's dividend yield for the trailing twelve months is around 1.04%, more than VONG's 0.51% yield.


TTM20252024202320222021202020192018201720162015
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
1.04%0.96%1.07%1.27%1.50%1.07%1.34%1.55%1.86%1.60%1.79%1.73%
VONG
Vanguard Russell 1000 Growth ETF
0.51%0.45%0.55%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%

Drawdowns

VTCIX vs. VONG - Drawdown Comparison

The maximum VTCIX drawdown since its inception was -55.17%, which is greater than VONG's maximum drawdown of -32.72%. Use the drawdown chart below to compare losses from any high point for VTCIX and VONG.


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Drawdown Indicators


VTCIXVONGDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-32.72%

-22.45%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-16.23%

+4.03%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-32.72%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-32.72%

-1.84%

Current Drawdown

Current decline from peak

-8.79%

-13.09%

+4.30%

Average Drawdown

Average peak-to-trough decline

-12.04%

-4.90%

-7.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

4.72%

-2.22%

Volatility

VTCIX vs. VONG - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) is 4.33%, while Vanguard Russell 1000 Growth ETF (VONG) has a volatility of 6.72%. This indicates that VTCIX experiences smaller price fluctuations and is considered to be less risky than VONG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCIXVONGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.72%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

12.34%

-3.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

22.40%

-4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

21.35%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

20.82%

-2.59%