VTCIX vs. VRGWX
Compare and contrast key facts about Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX).
VTCIX is managed by Blackrock. It was launched on Feb 24, 1999. VRGWX is managed by Vanguard. It was launched on Dec 6, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTCIX or VRGWX.
Key characteristics
| VTCIX | VRGWX | |
|---|---|---|
| YTD Return | 26.15% | 32.12% |
| 1Y Return | 39.49% | 45.16% |
| 3Y Return (Ann) | 9.37% | 10.37% |
| 5Y Return (Ann) | 15.83% | 20.11% |
| 10Y Return (Ann) | 13.38% | 16.77% |
| Sharpe Ratio | 3.04 | 2.57 |
| Sortino Ratio | 4.05 | 3.25 |
| Omega Ratio | 1.57 | 1.47 |
| Calmar Ratio | 4.48 | 3.34 |
| Martin Ratio | 19.79 | 13.24 |
| Ulcer Index | 1.94% | 3.31% |
| Daily Std Dev | 12.60% | 17.08% |
| Max Drawdown | -55.17% | -32.70% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VTCIX and VRGWX is 0.95, 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
VTCIX vs. VRGWX - Performance Comparison
In the year-to-date period, VTCIX achieves a 26.15% return, which is significantly lower than VRGWX's 32.12% return. Over the past 10 years, VTCIX has underperformed VRGWX with an annualized return of 13.38%, while VRGWX has yielded a comparatively higher 16.77% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTCIX vs. VRGWX - Expense Ratio Comparison
VTCIX has a 0.06% expense ratio, which is lower than VRGWX's 0.07% 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%.
Risk-Adjusted Performance
VTCIX vs. VRGWX - Risk-Adjusted Performance 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 Index Fund Institutional Shares (VRGWX). 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.
Dividends
VTCIX vs. VRGWX - Dividend Comparison
VTCIX's dividend yield for the trailing twelve months is around 1.08%, more than VRGWX's 0.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTCIX Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares | 1.08% | 1.27% | 1.50% | 1.07% | 1.34% | 1.55% | 1.87% | 1.60% | 1.79% | 1.73% | 1.59% | 1.55% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.59% | 0.71% | 0.99% | 0.59% | 0.77% | 1.03% | 1.22% | 1.22% | 1.52% | 1.51% | 1.46% | 1.33% |
Drawdowns
VTCIX vs. VRGWX - Drawdown Comparison
The maximum VTCIX drawdown since its inception was -55.17%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for VTCIX and VRGWX. For additional features, visit the drawdowns tool.
Volatility
VTCIX vs. VRGWX - Volatility Comparison
The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) is 4.03%, while Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) has a volatility of 5.10%. This indicates that VTCIX experiences smaller price fluctuations and is considered to be less risky than VRGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.