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VUSFX vs. VIGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VUSFX and VIGIX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

VUSFX vs. VIGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VUSFX:

8.22

VIGIX:

0.76

Sortino Ratio

VUSFX:

16.09

VIGIX:

1.27

Omega Ratio

VUSFX:

4.29

VIGIX:

1.18

Calmar Ratio

VUSFX:

16.12

VIGIX:

0.90

Martin Ratio

VUSFX:

106.56

VIGIX:

3.07

Ulcer Index

VUSFX:

0.05%

VIGIX:

6.75%

Daily Std Dev

VUSFX:

0.68%

VIGIX:

25.53%

Max Drawdown

VUSFX:

-1.72%

VIGIX:

-56.81%

Current Drawdown

VUSFX:

0.00%

VIGIX:

-2.73%

Returns By Period

In the year-to-date period, VUSFX achieves a 1.69% return, which is significantly higher than VIGIX's 1.34% return. Over the past 10 years, VUSFX has underperformed VIGIX with an annualized return of 2.30%, while VIGIX has yielded a comparatively higher 15.30% annualized return.


VUSFX

YTD

1.69%

1M

0.40%

6M

2.40%

1Y

5.58%

5Y*

2.86%

10Y*

2.30%

VIGIX

YTD

1.34%

1M

18.14%

6M

4.69%

1Y

19.16%

5Y*

18.58%

10Y*

15.30%

*Annualized

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VUSFX vs. VIGIX - Expense Ratio Comparison

VUSFX has a 0.10% expense ratio, which is higher than VIGIX's 0.04% 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%.


Risk-Adjusted Performance

VUSFX vs. VIGIX — Risk-Adjusted Performance Rank

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

VUSFX
The Risk-Adjusted Performance Rank of VUSFX is 100100
Overall Rank
The Sharpe Ratio Rank of VUSFX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of VUSFX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of VUSFX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of VUSFX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of VUSFX is 100100
Martin Ratio Rank

VIGIX
The Risk-Adjusted Performance Rank of VIGIX is 7575
Overall Rank
The Sharpe Ratio Rank of VIGIX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VIGIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of VIGIX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VIGIX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VIGIX is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VUSFX vs. VIGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) 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.


The current VUSFX Sharpe Ratio is 8.22, which is higher than the VIGIX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VUSFX 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.


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Dividends

VUSFX vs. VIGIX - Dividend Comparison

VUSFX's dividend yield for the trailing twelve months is around 5.03%, more than VIGIX's 0.47% yield.


TTM20242023202220212020201920182017201620152014
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
5.03%5.11%4.16%1.39%0.63%1.62%2.68%2.23%1.50%1.07%0.55%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.47%0.47%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%

Drawdowns

VUSFX vs. VIGIX - Drawdown Comparison

The maximum VUSFX drawdown since its inception was -1.72%, smaller than the maximum VIGIX drawdown of -56.81%. Use the drawdown chart below to compare losses from any high point for VUSFX and VIGIX. For additional features, visit the drawdowns tool.


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Volatility

VUSFX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.21%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 6.91%. This indicates that VUSFX 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.


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