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

Correlation

The correlation between VUSFX and VIGIX is 0.07, 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.


-0.50.00.51.00.1

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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
2.13%
14.08%
VUSFX
VIGIX

Key characteristics

Sharpe Ratio

VUSFX:

5.21

VIGIX:

2.06

Sortino Ratio

VUSFX:

7.04

VIGIX:

2.66

Omega Ratio

VUSFX:

2.86

VIGIX:

1.38

Calmar Ratio

VUSFX:

8.74

VIGIX:

2.78

Martin Ratio

VUSFX:

68.67

VIGIX:

10.87

Ulcer Index

VUSFX:

0.07%

VIGIX:

3.31%

Daily Std Dev

VUSFX:

0.92%

VIGIX:

17.46%

Max Drawdown

VUSFX:

-1.72%

VIGIX:

-57.17%

Current Drawdown

VUSFX:

-0.55%

VIGIX:

-1.71%

Returns By Period

In the year-to-date period, VUSFX achieves a 4.57% return, which is significantly lower than VIGIX's 35.87% return.


VUSFX

YTD

4.57%

1M

-0.40%

6M

2.13%

1Y

4.73%

5Y*

2.40%

10Y*

N/A

VIGIX

YTD

35.87%

1M

4.02%

6M

14.08%

1Y

36.02%

5Y*

19.07%

10Y*

15.91%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
Expense ratio chart for VUSFX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VIGIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for VUSFX, currently valued at 5.21, compared to the broader market-1.000.001.002.003.004.005.212.06
The chart of Sortino ratio for VUSFX, currently valued at 7.04, compared to the broader market-2.000.002.004.006.008.0010.007.042.66
The chart of Omega ratio for VUSFX, currently valued at 2.86, compared to the broader market0.501.001.502.002.503.003.502.861.38
The chart of Calmar ratio for VUSFX, currently valued at 8.74, compared to the broader market0.002.004.006.008.0010.0012.0014.008.742.78
The chart of Martin ratio for VUSFX, currently valued at 68.67, compared to the broader market0.0020.0040.0060.0068.6710.87
VUSFX
VIGIX

The current VUSFX Sharpe Ratio is 5.21, which is higher than the VIGIX Sharpe Ratio of 2.06. 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.


Rolling 12-month Sharpe Ratio2.004.006.008.0010.00JulyAugustSeptemberOctoberNovemberDecember
5.21
2.06
VUSFX
VIGIX

Dividends

VUSFX vs. VIGIX - Dividend Comparison

VUSFX's dividend yield for the trailing twelve months is around 4.28%, more than VIGIX's 0.33% yield.


TTM20232022202120202019201820172016201520142013
VUSFX
Vanguard Ultra-Short-Term Bond Fund Admiral Shares
4.28%4.16%1.39%0.63%1.62%2.68%2.23%1.50%1.07%0.55%0.00%0.00%
VIGIX
Vanguard Growth Index Fund Institutional Shares
0.33%0.58%0.70%0.48%0.66%0.95%1.32%1.15%1.40%1.31%1.22%1.20%

Drawdowns

VUSFX vs. VIGIX - Drawdown Comparison

The maximum VUSFX drawdown since its inception was -1.72%, smaller than the maximum VIGIX drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for VUSFX and VIGIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.55%
-1.71%
VUSFX
VIGIX

Volatility

VUSFX vs. VIGIX - Volatility Comparison

The current volatility for Vanguard Ultra-Short-Term Bond Fund Admiral Shares (VUSFX) is 0.61%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 4.96%. 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.


0.00%2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
0.61%
4.96%
VUSFX
VIGIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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