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

Correlation

The correlation between VWUSX and VQNPX is 0.91, 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.


-0.50.00.51.00.9

Performance

VWUSX vs. VQNPX - 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 Growth and Income Fund Investor Shares (VQNPX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.41%
-1.03%
VWUSX
VQNPX

Key characteristics

Sharpe Ratio

VWUSX:

1.45

VQNPX:

0.87

Sortino Ratio

VWUSX:

1.87

VQNPX:

1.07

Omega Ratio

VWUSX:

1.28

VQNPX:

1.22

Calmar Ratio

VWUSX:

1.39

VQNPX:

0.69

Martin Ratio

VWUSX:

8.86

VQNPX:

6.00

Ulcer Index

VWUSX:

3.33%

VQNPX:

2.65%

Daily Std Dev

VWUSX:

20.39%

VQNPX:

18.32%

Max Drawdown

VWUSX:

-71.26%

VQNPX:

-61.71%

Current Drawdown

VWUSX:

-6.76%

VQNPX:

-11.67%

Returns By Period

In the year-to-date period, VWUSX achieves a 29.37% return, which is significantly higher than VQNPX's 15.35% return. Over the past 10 years, VWUSX has outperformed VQNPX with an annualized return of 14.37%, while VQNPX has yielded a comparatively lower 5.64% annualized return.


VWUSX

YTD

29.37%

1M

-1.29%

6M

10.41%

1Y

29.53%

5Y*

15.23%

10Y*

14.37%

VQNPX

YTD

15.35%

1M

-9.51%

6M

-1.03%

1Y

15.75%

5Y*

5.33%

10Y*

5.64%

Compare stocks, funds, or ETFs

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


VWUSX vs. VQNPX - Expense Ratio Comparison

VWUSX has a 0.38% expense ratio, which is higher than VQNPX's 0.32% expense ratio.


VWUSX
Vanguard U.S. Growth Fund Investor Shares
Expense ratio chart for VWUSX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VQNPX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

VWUSX vs. VQNPX - 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 Growth and Income Fund Investor Shares (VQNPX). 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 VWUSX, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.450.87
The chart of Sortino ratio for VWUSX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.871.07
The chart of Omega ratio for VWUSX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.003.501.281.22
The chart of Calmar ratio for VWUSX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.390.69
The chart of Martin ratio for VWUSX, currently valued at 8.86, compared to the broader market0.0020.0040.0060.008.866.00
VWUSX
VQNPX

The current VWUSX Sharpe Ratio is 1.45, which is higher than the VQNPX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VWUSX and VQNPX, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
0.87
VWUSX
VQNPX

Dividends

VWUSX vs. VQNPX - Dividend Comparison

VWUSX has not paid dividends to shareholders, while VQNPX's dividend yield for the trailing twelve months is around 0.44%.


TTM20232022202120202019201820172016201520142013
VWUSX
Vanguard U.S. Growth Fund Investor Shares
0.00%0.28%0.37%0.00%0.03%0.35%0.39%0.40%0.42%0.49%0.65%0.39%
VQNPX
Vanguard Growth and Income Fund Investor Shares
0.44%1.20%1.64%1.15%1.36%1.58%1.79%1.47%2.07%1.87%1.65%1.50%

Drawdowns

VWUSX vs. VQNPX - Drawdown Comparison

The maximum VWUSX drawdown since its inception was -71.26%, which is greater than VQNPX's maximum drawdown of -61.71%. Use the drawdown chart below to compare losses from any high point for VWUSX and VQNPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.76%
-11.67%
VWUSX
VQNPX

Volatility

VWUSX vs. VQNPX - Volatility Comparison

The current volatility for Vanguard U.S. Growth Fund Investor Shares (VWUSX) is 9.52%, while Vanguard Growth and Income Fund Investor Shares (VQNPX) has a volatility of 14.13%. This indicates that VWUSX experiences smaller price fluctuations and is considered to be less risky than VQNPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
9.52%
14.13%
VWUSX
VQNPX
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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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