WIGRX vs. VSGIX
WIGRX (Wasatch Core Growth Fund Institutional Class) and VSGIX (Vanguard Small-Cap Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, WIGRX returned 10.84%/yr vs 10.87%/yr for VSGIX. Their correlation of 0.93 means they have usually moved in the same direction. WIGRX charges 1.05%/yr vs 0.06%/yr for VSGIX.
Performance
WIGRX vs. VSGIX - 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 VSGIX's 14.12% return. Both investments have delivered pretty close results over the past 10 years, with WIGRX having a 10.84% annualized return and VSGIX not far ahead at 10.87%.
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%
VSGIX
- 1D
- 0.63%
- 1M
- -3.88%
- 6M
- 6.78%
- YTD
- 14.12%
- 1Y
- 20.60%
- 3Y*
- 13.91%
- 5Y*
- 4.40%
- 10Y*
- 10.87%
- ALL TIME*
- 9.32%
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. VSGIX - 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% |
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | 14.12% | 8.44% | 14.95% | 23.07% | -28.39% | 5.70% | 35.29% | 32.77% | -5.70% | 21.94% |
Correlation
The correlation between WIGRX and VSGIX is 0.85, 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. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2012 | 0.93 |
The correlation between WIGRX and VSGIX has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
WIGRX vs. VSGIX — Risk / Return Rank
WIGRX
VSGIX
WIGRX vs. VSGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Core Growth Fund Institutional Class (WIGRX) and Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX). 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 | VSGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.79 | -1.97 |
| Martin ratioReturn relative to average drawdown | -0.45 | 6.25 | -6.69 |
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Drawdowns
WIGRX vs. VSGIX - Drawdown Comparison
The maximum WIGRX drawdown since its inception was -40.07%, smaller than the maximum VSGIX drawdown of -58.66%. Use the drawdown chart below to compare losses from any high point for WIGRX and VSGIX.
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Drawdown Indicators
| WIGRX | VSGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.07% | -58.66% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -15.43% | -11.38% | -4.05% |
Max Drawdown (3Y)Largest decline over 3 years | -27.59% | -27.47% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -40.07% | -38.36% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -40.07% | -38.70% | -1.37% |
Current DrawdownCurrent decline from peak | -14.63% | -6.03% | -8.60% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -11.29% | +2.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 3.26% | +2.78% |
Volatility
WIGRX vs. VSGIX - Volatility Comparison
Wasatch Core Growth Fund Institutional Class (WIGRX) has a higher volatility of 4.95% compared to Vanguard Small-Cap Growth Index Fund Institutional Shares (VSGIX) at 4.56%. This indicates that WIGRX's price experiences larger fluctuations and is considered to be riskier than VSGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIGRX | VSGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 4.56% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.48% | 15.82% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 20.50% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.10% | 23.71% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.08% | 23.02% | +0.06% |
WIGRX vs. VSGIX - Expense Ratio Comparison
WIGRX has a 1.05% expense ratio, which is higher than VSGIX's 0.06% expense ratio.
Dividends
WIGRX vs. VSGIX - Dividend Comparison
WIGRX's dividend yield for the trailing twelve months is around 7.94%, more than VSGIX's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGIX Vanguard Small-Cap Growth Index Fund Institutional Shares | 0.45% | 0.55% | 0.55% | 0.68% | 0.56% | 0.37% | 0.45% | 0.58% | 0.80% | 0.82% | 1.09% | 0.98% |
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 VSGIX have a correlation of 0.85, 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 VSGIX (4.56%). In terms of maximum drawdown, WIGRX dropped -40.07% vs VSGIX's -58.66%.
VSGIX currently has the higher Sharpe Ratio (1.00 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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