VTMGX vs. PROVX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Provident Trust Strategy Fund (PROVX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. PROVX is managed by Provident. It was launched on Dec 30, 1986.
Performance
VTMGX vs. PROVX - Performance Comparison
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VTMGX vs. PROVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
PROVX Provident Trust Strategy Fund | -7.57% | 13.10% | 19.73% | 17.59% | -22.62% | 31.96% | 19.47% | 25.71% | -1.31% | 29.40% |
Returns By Period
In the year-to-date period, VTMGX achieves a 2.46% return, which is significantly higher than PROVX's -7.57% return. Over the past 10 years, VTMGX has underperformed PROVX with an annualized return of 9.31%, while PROVX has yielded a comparatively higher 11.45% annualized return.
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
PROVX
- 1D
- 0.46%
- 1M
- -6.63%
- YTD
- -7.57%
- 6M
- -1.66%
- 1Y
- 8.59%
- 3Y*
- 14.04%
- 5Y*
- 6.85%
- 10Y*
- 11.45%
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VTMGX vs. PROVX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is lower than PROVX's 0.93% expense ratio.
Return for Risk
VTMGX vs. PROVX — Risk / Return Rank
VTMGX
PROVX
VTMGX vs. PROVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Provident Trust Strategy Fund (PROVX). 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.
| VTMGX | PROVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.79 | 0.69 | +1.09 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.14 | +1.21 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.14 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.63 | +1.81 |
Martin ratioReturn relative to average drawdown | 9.56 | 2.43 | +7.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTMGX | PROVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.79 | 0.69 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.55 | 0.44 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.71 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.48 | -0.20 |
Correlation
The correlation between VTMGX and PROVX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VTMGX vs. PROVX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 2.92%, less than PROVX's 18.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
PROVX Provident Trust Strategy Fund | 18.17% | 16.80% | 6.94% | 4.61% | 19.17% | 0.35% | 9.04% | 4.40% | 5.80% | 1.54% | 1.92% | 7.73% |
Drawdowns
VTMGX vs. PROVX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than PROVX's maximum drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for VTMGX and PROVX.
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Drawdown Indicators
| VTMGX | PROVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.58% | -57.65% | -2.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.67% | -12.54% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.71% | -27.48% | -2.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.68% | -27.48% | -8.20% |
Current DrawdownCurrent decline from peak | -9.01% | -12.13% | +3.12% |
Average DrawdownAverage peak-to-trough decline | -14.74% | -13.23% | -1.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.97% | 3.23% | -0.26% |
Volatility
VTMGX vs. PROVX - Volatility Comparison
Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) has a higher volatility of 7.83% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that VTMGX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTMGX | PROVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.83% | 3.30% | +4.53% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.49% | +2.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 14.45% | +2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 15.56% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.45% | 16.11% | +0.34% |