YOVIX vs. VRTGX

Last updated Jun 4, 2026

YOVIX (Yorktown Small-Cap Fund) and VRTGX (Vanguard Russell 2000 Growth Index Fund Institutional Shares) are both Small Cap Growth Equities funds. Over the past 10 years, YOVIX returned 9.94%/yr vs 11.55%/yr for VRTGX. Their correlation of 0.93 suggests significant overlap in exposure. YOVIX charges 1.38%/yr vs 0.08%/yr for VRTGX.

Performance

YOVIX vs. VRTGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yorktown Small-Cap Fund (YOVIX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YOVIX achieves a 10.23% return, which is significantly lower than VRTGX's 18.46% return. Over the past 10 years, YOVIX has underperformed VRTGX with an annualized return of 9.94%, while VRTGX has yielded a comparatively higher 11.55% annualized return.

YOVIX

• 1D: 1.21%
• 1M: 5.85%
• YTD: 10.23%
• 6M: 7.27%
• 1Y: 16.17%
• 3Y*: 11.93%
• 5Y*: 4.60%
• 10Y*: 9.94%

VRTGX

• 1D: 0.86%
• 1M: 5.85%
• YTD: 18.46%
• 6M: 16.83%
• 1Y: 39.45%
• 3Y*: 18.76%
• 5Y*: 6.15%
• 10Y*: 11.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

YOVIX vs. VRTGX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
YOVIX Yorktown Small-Cap Fund	10.23%	9.64%	6.01%	14.19%	-25.19%	24.76%	30.31%	21.85%	-7.94%	8.83%
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares	18.46%	12.97%	15.26%	18.80%	-26.30%	2.82%	34.81%	28.84%	-9.21%	22.27%

Correlation

The correlation between YOVIX and VRTGX is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.94
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since May 11, 2016	0.93

The correlation between YOVIX and VRTGX has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

Return for Risk

YOVIX vs. VRTGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YOVIX

YOVIX Risk / Return Rank: 11
YOVIX Sharpe Ratio Rank: 11
YOVIX Sortino Ratio Rank: 12
YOVIX Omega Ratio Rank: 11
YOVIX Calmar Ratio Rank: 11
YOVIX Martin Ratio Rank: 11

VRTGX

VRTGX Risk / Return Rank: 45
VRTGX Sharpe Ratio Rank: 45
VRTGX Sortino Ratio Rank: 41
VRTGX Omega Ratio Rank: 36
VRTGX Calmar Ratio Rank: 55
VRTGX Martin Ratio Rank: 50

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YOVIX vs. VRTGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Yorktown Small-Cap Fund (YOVIX) 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.

	YOVIX	VRTGX	Difference
Sharpe ratio: Return per unit of total volatility	0.88	1.96	-1.08
Sortino ratio: Return per unit of downside risk	1.35	2.68	-1.33
Omega ratio: Gain probability vs. loss probability	1.16	1.32	-0.16
Calmar ratio: Return relative to maximum drawdown	1.05	2.83	-1.79
Martin ratio: Return relative to average drawdown	3.14	10.20	-7.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YOVIX vs. VRTGX - Sharpe Ratio Comparison

The current YOVIX Sharpe Ratio is 0.88, which is lower than the VRTGX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of YOVIX and VRTGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YOVIX	VRTGX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.88	1.96	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.25	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.47	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.52	-0.07

Drawdowns

YOVIX vs. VRTGX - Drawdown Comparison

The maximum YOVIX drawdown since its inception was -41.82%, roughly equal to the maximum VRTGX drawdown of -41.97%. Use the drawdown chart below to compare losses from any high point for YOVIX and VRTGX.

Drawdown Indicators

	YOVIX	VRTGX	Difference
Max Drawdown Largest peak-to-trough decline	-41.82%	-41.97%	+0.15%
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	-14.80%	-1.73%
Max Drawdown (3Y) Largest decline over 3 years	-21.72%	-28.54%	+6.82%
Max Drawdown (5Y) Largest decline over 5 years	-33.13%	-40.48%	+7.35%
Max Drawdown (10Y) Largest decline over 10 years	-41.82%	-41.97%	+0.15%
Current Drawdown Current decline from peak	-0.31%	-0.02%	-0.29%
Average Drawdown Average peak-to-trough decline	-10.40%	-10.44%	+0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	4.10%	+1.40%

Volatility

YOVIX vs. VRTGX - Volatility Comparison

Yorktown Small-Cap Fund (YOVIX) and Vanguard Russell 2000 Growth Index Fund Institutional Shares (VRTGX) have volatilities of 6.64% and 6.44%, 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.

Volatility by Period

	YOVIX	VRTGX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.64%	6.44%	+0.20%
Volatility (6M) Calculated over the trailing 6-month period	14.99%	15.87%	-0.88%
Volatility (1Y) Calculated over the trailing 1-year period	19.57%	21.37%	-1.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.09%	24.55%	-2.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.64%	24.51%	-1.87%

YOVIX vs. VRTGX - Expense Ratio Comparison

YOVIX has a 1.38% expense ratio, which is higher than VRTGX's 0.08% expense ratio.

Dividends

YOVIX vs. VRTGX - Dividend Comparison

YOVIX has not paid dividends to shareholders, while VRTGX's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VRTGX Vanguard Russell 2000 Growth Index Fund Institutional Shares	0.60%	0.57%	0.62%	0.85%	0.78%	0.54%	0.53%	0.90%	0.85%	0.75%	1.07%	0.84%
YOVIX Yorktown Small-Cap Fund	0.00%	0.00%	0.00%	0.24%	8.03%	4.61%	0.07%	1.26%	1.01%	17.08%	0.27%	0.00%

Frequently Asked Questions

Can I hold both YOVIX and VRTGX in my portfolio?

With a correlation of 0.94, YOVIX and VRTGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, YOVIX or VRTGX?

YOVIX has higher volatility (6.64%) compared to VRTGX (6.44%). In terms of maximum drawdown, YOVIX dropped -41.82% vs VRTGX's -41.97%.

Which has better risk-adjusted returns?

VRTGX currently has the higher Sharpe Ratio (1.96 vs 0.88), 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.