WGROX vs. VBTIX
WGROX (Wasatch Core Growth Fund) and VBTIX (Vanguard Total Bond Market Index Fund Institutional Shares) are both mutual funds - WGROX is a Small Cap Growth Equities fund managed by Wasatch, while VBTIX is a Total Bond Market fund managed by Vanguard. Over the past 10 years, WGROX returned 11.10%/yr vs 1.54%/yr for VBTIX. At a correlation of -0.12, they often move in opposite directions. WGROX charges 1.17%/yr vs 0.04%/yr for VBTIX.
Performance
WGROX vs. VBTIX - Performance Comparison
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Returns By Period
In the year-to-date period, WGROX achieves a 4.03% return, which is significantly higher than VBTIX's 0.43% return. Over the past 10 years, WGROX has outperformed VBTIX with an annualized return of 11.10%, while VBTIX has yielded a comparatively lower 1.54% annualized return.
WGROX
- 1D
- 2.92%
- 1M
- 5.29%
- YTD
- 4.03%
- 6M
- 1.62%
- 1Y
- -0.52%
- 3Y*
- 8.07%
- 5Y*
- 0.67%
- 10Y*
- 11.10%
VBTIX
- 1D
- 0.52%
- 1M
- 0.55%
- YTD
- 0.43%
- 6M
- 0.97%
- 1Y
- 4.48%
- 3Y*
- 4.06%
- 5Y*
- 0.06%
- 10Y*
- 1.54%
WGROX vs. VBTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WGROX Wasatch Core Growth Fund | 4.03% | -10.37% | 13.13% | 33.43% | -30.86% | 20.76% | 36.73% | 33.31% | -3.75% | 24.29% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 0.43% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Correlation
The correlation between WGROX and VBTIX is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 1995 | -0.12 |
The correlation between WGROX and VBTIX shifts across timeframes, from -0.12 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
WGROX vs. VBTIX — Risk / Return Rank
WGROX
VBTIX
WGROX vs. VBTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| WGROX | VBTIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.71 | -1.76 |
| Martin ratioReturn relative to average drawdown | -0.14 | 4.95 | -5.08 |
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Drawdowns
WGROX vs. VBTIX - Drawdown Comparison
The maximum WGROX drawdown since its inception was -61.61%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for WGROX and VBTIX.
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Drawdown Indicators
| WGROX | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.61% | -18.90% | -42.71% |
Max Drawdown (1Y)Largest decline over 1 year | -15.89% | -2.89% | -13.00% |
Max Drawdown (3Y)Largest decline over 3 years | -27.61% | -5.99% | -21.62% |
Max Drawdown (5Y)Largest decline over 5 years | -40.16% | -18.13% | -22.03% |
Max Drawdown (10Y)Largest decline over 10 years | -40.16% | -18.90% | -21.26% |
Current DrawdownCurrent decline from peak | -15.61% | -2.25% | -13.36% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -2.32% | -7.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.38% | 1.00% | +5.38% |
Volatility
WGROX vs. VBTIX - Volatility Comparison
Wasatch Core Growth Fund (WGROX) has a higher volatility of 6.07% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.33%. This indicates that WGROX's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WGROX | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 1.33% | +4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 14.57% | 2.85% | +11.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.48% | 3.93% | +15.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.05% | 6.02% | +17.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 4.99% | +18.36% |
WGROX vs. VBTIX - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Dividends
WGROX vs. VBTIX - Dividend Comparison
WGROX's dividend yield for the trailing twelve months is around 8.22%, more than VBTIX's 3.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.99% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
WGROX Wasatch Core Growth Fund | 8.22% | 8.55% | 9.22% | 0.00% | 0.71% | 16.82% | 7.21% | 10.73% | 10.14% | 6.24% | 0.15% | 12.70% |
Frequently Asked Questions
WGROX and VBTIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WGROX has higher volatility (6.07%) compared to VBTIX (1.33%). In terms of maximum drawdown, WGROX dropped -61.61% vs VBTIX's -18.90%.
VBTIX currently has the higher Sharpe Ratio (1.26 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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