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Vanguard 500 Index Fund Institutional Select Share...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Fund Info

ISIN
US9229083483
Issuer
Vanguard
Region
North America (U.S.)
Min. Investment
$5,000,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard 500 Index Fund Institutional Select Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has returned -7.06% so far this year and 14.44% over the past 12 months.


Vanguard 500 Index Fund Institutional Select Shares

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.17%
5Y*
11.40%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2017, VFFSX's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VFFSX closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -12.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.45%-0.76%-7.68%-7.06%
20252.78%-1.31%-5.64%-0.68%6.29%5.09%2.24%2.03%3.65%2.34%0.24%0.06%17.87%
20241.68%5.34%3.22%-4.09%4.96%3.59%1.22%2.42%2.13%-0.90%5.87%-2.38%25.00%
20236.28%-2.44%3.67%1.56%0.43%6.61%3.21%-1.59%-4.77%-2.10%9.13%4.54%26.28%
2022-5.17%-3.00%3.70%-8.72%0.18%-8.26%9.22%-4.08%-9.21%8.09%5.59%-5.77%-18.14%
2021-1.01%2.77%4.82%5.34%0.70%2.34%2.37%3.04%-4.66%7.01%-0.70%4.48%29.24%

Benchmark Metrics

Vanguard 500 Index Fund Institutional Select Shares has an annualized alpha of 1.75%, beta of 1.00, and R² of 1.00 versus S&P 500 Index. Calculated based on daily prices since January 04, 2017.

  • This fund captured 105.52% of S&P 500 Index gains but only 97.71% of its losses — a favorable profile for investors.
  • With beta of 1.00 and R² of 1.00, this fund moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.75%
Beta
1.00
1.00
Upside Capture
105.52%
Downside Capture
97.71%

Expense Ratio

VFFSX has an expense ratio of 0.01%, which is considered low.


Return for Risk

Risk / Return Rank

VFFSX ranks 42 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VFFSX Risk / Return Rank: 4242
Overall Rank
VFFSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VFFSX Sortino Ratio Rank: 4040
Sortino Ratio Rank
VFFSX Omega Ratio Rank: 4444
Omega Ratio Rank
VFFSX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VFFSX Martin Ratio Rank: 5151
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and compare them to a chosen benchmark (S&P 500 Index).


VFFSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.90

-0.06

Sortino ratio

Return per unit of downside risk

1.30

1.39

-0.09

Omega ratio

Gain probability vs. loss probability

1.20

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.06

1.40

-0.34

Martin ratio

Return relative to average drawdown

5.14

6.61

-1.46

Explore VFFSX risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard 500 Index Fund Institutional Select Shares provided a 1.24% dividend yield over the last twelve months, with an annual payout of $3.85 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$1.00$2.00$3.00$4.00201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$3.85$3.81$3.58$3.40$3.19$3.75$2.86$3.40$2.56$2.37

Dividend yield

1.24%1.14%1.24%1.46%1.70%1.61%1.56%2.15%2.09%1.81%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard 500 Index Fund Institutional Select Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$1.02$1.02
2025$0.00$0.00$0.97$0.00$0.00$0.95$0.00$0.00$0.93$0.00$0.00$0.96$3.81
2024$0.00$0.00$0.82$0.00$0.00$0.95$0.00$0.00$0.88$0.00$0.00$0.93$3.58
2023$0.00$0.00$0.79$0.00$0.00$0.84$0.00$0.00$0.80$0.00$0.00$0.96$3.40
2022$0.00$0.00$0.74$0.00$0.00$0.77$0.00$0.00$0.78$0.00$0.00$0.89$3.19
2021$0.00$0.00$1.49$0.00$0.00$0.72$0.00$0.00$0.71$0.00$0.00$0.83$3.75

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard 500 Index Fund Institutional Select Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard 500 Index Fund Institutional Select Shares was 33.82%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Vanguard 500 Index Fund Institutional Select Shares drawdown is 8.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.82%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-24.51%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.38%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-18.75%Feb 20, 202534Apr 8, 202554Jun 26, 202588
-10.09%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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