WIGRX vs. VRTGX
WIGRX (Wasatch Core Growth Fund Institutional Class) and VRTGX (Vanguard Russell 2000 Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, WIGRX returned 10.84%/yr vs 10.78%/yr for VRTGX. Their correlation of 0.92 means they have usually moved in the same direction. WIGRX charges 1.05%/yr vs 0.08%/yr for VRTGX.
Performance
WIGRX vs. VRTGX - Performance Comparison
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Returns By Period
In the year-to-date period, WIGRX achieves a 5.10% return, which is significantly lower than VRTGX's 15.89% return. Both investments have delivered pretty close results over the past 10 years, with WIGRX having a 10.84% annualized return and VRTGX not far behind at 10.78%.
WIGRX
- 1D
- 1.54%
- 1M
- -2.19%
- 6M
- -0.36%
- YTD
- 5.10%
- 1Y
- -2.81%
- 3Y*
- 5.83%
- 5Y*
- 0.68%
- 10Y*
- 10.84%
- ALL TIME*
- 11.33%
VRTGX
- 1D
- 0.89%
- 1M
- -3.93%
- 6M
- 8.25%
- YTD
- 15.89%
- 1Y
- 28.00%
- 3Y*
- 15.12%
- 5Y*
- 5.27%
- 10Y*
- 10.78%
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WIGRX vs. VRTGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIGRX Wasatch Core Growth Fund Institutional Class | 5.10% | -10.26% | 13.24% | 33.58% | -30.75% | 20.89% | 36.92% | 33.49% | -3.63% | 24.47% |
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | 15.89% | 12.97% | 15.26% | 18.80% | -26.30% | 2.82% | 34.81% | 28.84% | -9.21% | 22.27% |
Correlation
The correlation between WIGRX and VRTGX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2012 | 0.92 |
The correlation between WIGRX and VRTGX has been stable across timeframes, ranging from 0.82 to 0.92 - a consistent structural relationship.
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Return for Risk
WIGRX vs. VRTGX — Risk / Return Rank
WIGRX
VRTGX
WIGRX vs. VRTGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund Institutional Class (WIGRX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX). 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.
| WIGRX | VRTGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.22 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.89 | -2.06 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.61 | -7.05 |
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Drawdowns
WIGRX vs. VRTGX - Drawdown Comparison
The maximum WIGRX drawdown since its inception was -40.07%, roughly equal to the maximum VRTGX drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for WIGRX and VRTGX.
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Drawdown Indicators
| WIGRX | VRTGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.07% | -41.97% | +1.90% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -14.80% | -0.63% |
Max Drawdown (3Y)Largest decline over 3 years | -27.59% | -28.54% | +0.95% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -40.48% | +0.41% |
Max Drawdown (10Y)Largest decline over 10 years | -40.07% | -41.97% | +1.90% |
Current DrawdownCurrent decline from peak | -14.63% | -5.20% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -10.36% | +1.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 4.22% | +1.82% |
Volatility
WIGRX vs. VRTGX - Volatility Comparison
Wasatch Core Growth Fund Institutional Class (WIGRX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) have volatilities of 4.95% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIGRX | VRTGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.77% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 16.84% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 22.23% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 24.67% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 24.54% | -1.46% |
WIGRX vs. VRTGX - Expense Ratio Comparison
WIGRX has a 1.05% expense ratio, which is higher than VRTGX's 0.08% expense ratio.
Dividends
WIGRX vs. VRTGX - Dividend Comparison
WIGRX's dividend yield for the trailing twelve months is around 7.94%, more than VRTGX's 0.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares | 0.63% | 0.57% | 0.62% | 0.85% | 0.78% | 0.54% | 0.53% | 0.90% | 0.85% | 0.75% | 1.07% | 0.84% |
WIGRX Wasatch Core Growth Fund Institutional Class | 7.94% | 8.34% | 9.02% | 0.00% | 0.70% | 16.54% | 7.12% | 10.61% | 10.06% | 6.20% | 0.20% | 12.66% |
Frequently Asked Questions
WIGRX and VRTGX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIGRX has higher volatility (4.95%) compared to VRTGX (4.77%). In terms of maximum drawdown, WIGRX dropped -40.07% vs VRTGX's -41.97%.
VRTGX currently has the higher Sharpe Ratio (1.26 vs -0.14), 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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