WGROX vs. VIOG
Compare and contrast key facts about Wasatch Core Growth Fund (WGROX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG).
WGROX is managed by Wasatch. It was launched on Dec 8, 1986. VIOG is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WGROX or VIOG.
Performance
WGROX vs. VIOG - Performance Comparison
Returns By Period
In the year-to-date period, WGROX achieves a 23.08% return, which is significantly higher than VIOG's 19.44% return. Over the past 10 years, WGROX has underperformed VIOG with an annualized return of 6.16%, while VIOG has yielded a comparatively higher 10.56% annualized return.
WGROX
23.08%
10.02%
21.58%
39.81%
6.63%
6.16%
VIOG
19.44%
8.91%
14.21%
34.06%
11.28%
10.56%
Key characteristics
WGROX | VIOG | |
---|---|---|
Sharpe Ratio | 2.20 | 1.72 |
Sortino Ratio | 3.05 | 2.51 |
Omega Ratio | 1.37 | 1.30 |
Calmar Ratio | 1.14 | 1.62 |
Martin Ratio | 11.53 | 10.40 |
Ulcer Index | 3.45% | 3.27% |
Daily Std Dev | 18.08% | 19.74% |
Max Drawdown | -68.90% | -41.73% |
Current Drawdown | -9.01% | -0.61% |
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WGROX vs. VIOG - Expense Ratio Comparison
WGROX has a 1.17% expense ratio, which is higher than VIOG's 0.15% expense ratio.
Correlation
The correlation between WGROX and VIOG is 0.88, 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.
Risk-Adjusted Performance
WGROX vs. VIOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund (WGROX) and Vanguard S&P Small-Cap 600 Growth ETF (VIOG). 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.
Dividends
WGROX vs. VIOG - Dividend Comparison
WGROX has not paid dividends to shareholders, while VIOG's dividend yield for the trailing twelve months is around 1.03%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Wasatch Core Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard S&P Small-Cap 600 Growth ETF | 1.03% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
Drawdowns
WGROX vs. VIOG - Drawdown Comparison
The maximum WGROX drawdown since its inception was -68.90%, which is greater than VIOG's maximum drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for WGROX and VIOG. For additional features, visit the drawdowns tool.
Volatility
WGROX vs. VIOG - Volatility Comparison
The current volatility for Wasatch Core Growth Fund (WGROX) is 6.27%, while Vanguard S&P Small-Cap 600 Growth ETF (VIOG) has a volatility of 7.69%. This indicates that WGROX experiences smaller price fluctuations and is considered to be less risky than VIOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.