^OEX vs. VIGIX
Compare and contrast key facts about S&P 100 Index (^OEX) and Vanguard Growth Index Fund Institutional Shares (VIGIX).
VIGIX is managed by Vanguard. It was launched on May 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^OEX or VIGIX.
Performance
^OEX vs. VIGIX - Performance Comparison
Returns By Period
In the year-to-date period, ^OEX achieves a 28.09% return, which is significantly lower than VIGIX's 30.43% return. Over the past 10 years, ^OEX has underperformed VIGIX with an annualized return of 12.10%, while VIGIX has yielded a comparatively higher 15.50% annualized return.
^OEX
28.09%
1.18%
13.88%
32.89%
15.70%
12.10%
VIGIX
30.43%
2.57%
15.03%
35.86%
19.10%
15.50%
Key characteristics
| ^OEX | VIGIX | |
|---|---|---|
| Sharpe Ratio | 2.50 | 2.15 |
| Sortino Ratio | 3.31 | 2.78 |
| Omega Ratio | 1.47 | 1.40 |
| Calmar Ratio | 3.39 | 2.82 |
| Martin Ratio | 15.04 | 11.10 |
| Ulcer Index | 2.22% | 3.29% |
| Daily Std Dev | 13.36% | 17.01% |
| Max Drawdown | -61.31% | -57.17% |
| Current Drawdown | -1.15% | -1.20% |
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Correlation
The correlation between ^OEX and VIGIX is 0.95, 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
^OEX vs. VIGIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P 100 Index (^OEX) and Vanguard Growth Index Fund Institutional Shares (VIGIX). 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.
Drawdowns
^OEX vs. VIGIX - Drawdown Comparison
The maximum ^OEX drawdown since its inception was -61.31%, which is greater than VIGIX's maximum drawdown of -57.17%. Use the drawdown chart below to compare losses from any high point for ^OEX and VIGIX. For additional features, visit the drawdowns tool.
Volatility
^OEX vs. VIGIX - Volatility Comparison
The current volatility for S&P 100 Index (^OEX) is 4.24%, while Vanguard Growth Index Fund Institutional Shares (VIGIX) has a volatility of 5.24%. This indicates that ^OEX experiences smaller price fluctuations and is considered to be less risky than VIGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.