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VWUSX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VWUSX and VFIAX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VWUSX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard U.S. Growth Fund Investor Shares (VWUSX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%December2025FebruaryMarchAprilMay
160.67%
554.90%
VWUSX
VFIAX

Key characteristics

Sharpe Ratio

VWUSX:

0.47

VFIAX:

0.74

Sortino Ratio

VWUSX:

0.81

VFIAX:

1.15

Omega Ratio

VWUSX:

1.12

VFIAX:

1.17

Calmar Ratio

VWUSX:

0.47

VFIAX:

0.77

Martin Ratio

VWUSX:

1.50

VFIAX:

3.06

Ulcer Index

VWUSX:

8.63%

VFIAX:

4.72%

Daily Std Dev

VWUSX:

27.44%

VFIAX:

19.40%

Max Drawdown

VWUSX:

-71.26%

VFIAX:

-55.20%

Current Drawdown

VWUSX:

-13.44%

VFIAX:

-7.22%

Returns By Period

In the year-to-date period, VWUSX achieves a -4.58% return, which is significantly lower than VFIAX's -2.92% return. Over the past 10 years, VWUSX has underperformed VFIAX with an annualized return of 8.43%, while VFIAX has yielded a comparatively higher 12.51% annualized return.


VWUSX

YTD

-4.58%

1M

4.16%

6M

-2.86%

1Y

11.37%

5Y*

9.88%

10Y*

8.43%

VFIAX

YTD

-2.92%

1M

0.36%

6M

-0.09%

1Y

13.77%

5Y*

16.75%

10Y*

12.51%

*Annualized

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VWUSX vs. VFIAX - Expense Ratio Comparison

VWUSX has a 0.38% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Expense ratio chart for VWUSX: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWUSX: 0.38%
Expense ratio chart for VFIAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFIAX: 0.04%

Risk-Adjusted Performance

VWUSX vs. VFIAX — Risk-Adjusted Performance Rank

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

VWUSX
The Risk-Adjusted Performance Rank of VWUSX is 5555
Overall Rank
The Sharpe Ratio Rank of VWUSX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VWUSX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VWUSX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VWUSX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VWUSX is 4949
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 7272
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX 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.

VWUSX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Growth Fund Investor Shares (VWUSX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 chart of Sharpe ratio for VWUSX, currently valued at 0.47, compared to the broader market-2.00-1.000.001.002.003.00
VWUSX: 0.47
VFIAX: 0.74
The chart of Sortino ratio for VWUSX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
VWUSX: 0.81
VFIAX: 1.15
The chart of Omega ratio for VWUSX, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.00
VWUSX: 1.12
VFIAX: 1.17
The chart of Calmar ratio for VWUSX, currently valued at 0.47, compared to the broader market0.002.004.006.008.00
VWUSX: 0.47
VFIAX: 0.77
The chart of Martin ratio for VWUSX, currently valued at 1.50, compared to the broader market0.0010.0020.0030.0040.00
VWUSX: 1.50
VFIAX: 3.06

The current VWUSX Sharpe Ratio is 0.47, which is lower than the VFIAX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VWUSX and VFIAX, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.47
0.74
VWUSX
VFIAX

Dividends

VWUSX vs. VFIAX - Dividend Comparison

VWUSX's dividend yield for the trailing twelve months is around 0.21%, less than VFIAX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.21%0.20%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.33%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VWUSX vs. VFIAX - Drawdown Comparison

The maximum VWUSX drawdown since its inception was -71.26%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VWUSX and VFIAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-13.44%
-7.22%
VWUSX
VFIAX

Volatility

VWUSX vs. VFIAX - Volatility Comparison

Vanguard U.S. Growth Fund Investor Shares (VWUSX) has a higher volatility of 17.11% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 14.16%. This indicates that VWUSX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%December2025FebruaryMarchAprilMay
17.11%
14.16%
VWUSX
VFIAX