PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard 500 Index Fund Institutional Select Share...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9229083483

Issuer

Vanguard

Region

North America (U.S.)

Min. Investment

$5,000,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VFFSX vs. VOO VFFSX vs. PRBLX VFFSX vs. VFAIX VFFSX vs. VTI VFFSX vs. VTTSX VFFSX vs. SVOL VFFSX vs. VGT VFFSX vs. VWNAX VFFSX vs. SCHD VFFSX vs. JEPI
Popular comparisons:
VFFSX vs. VOO VFFSX vs. PRBLX VFFSX vs. VFAIX VFFSX vs. VTI VFFSX vs. VTTSX VFFSX vs. SVOL VFFSX vs. VGT VFFSX vs. VWNAX VFFSX vs. SCHD VFFSX vs. JEPI

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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
13.67%
12.92%
VFFSX (Vanguard 500 Index Fund Institutional Select Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard 500 Index Fund Institutional Select Shares had a return of 26.25% year-to-date (YTD) and 32.38% in the last 12 months.


VFFSX

YTD

26.25%

1M

1.79%

6M

13.67%

1Y

32.38%

5Y (annualized)

15.70%

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.72%

1M

1.67%

6M

12.93%

1Y

30.55%

5Y (annualized)

13.88%

10Y (annualized)

11.16%

Monthly Returns

The table below presents the monthly returns of VFFSX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.68%5.34%3.22%-4.09%4.96%3.59%1.22%2.42%2.13%-0.90%26.25%
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%4.41%5.34%0.70%2.34%2.37%3.04%-4.66%7.01%-0.70%4.48%28.74%
2020-0.04%-8.23%-12.39%12.82%4.77%1.97%5.64%7.41%-3.99%-2.66%10.95%3.84%18.35%
20198.01%3.22%1.95%4.05%-6.35%7.04%1.43%-1.58%1.87%2.17%3.63%3.01%31.50%
20185.72%-3.68%-2.55%0.38%2.41%0.61%3.72%3.26%0.56%-6.84%2.04%-9.04%-4.42%
20171.89%3.97%0.11%1.02%1.41%0.62%2.06%0.31%2.07%2.33%3.07%1.11%21.83%
20160.24%-49.80%1.85%0.11%3.68%0.14%0.03%-1.82%3.71%1.97%-44.68%

Expense Ratio

VFFSX has an expense ratio of 0.01%, which is considered low compared to other funds.


Expense ratio chart for VFFSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VFFSX is 86, placing it in the top 14% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VFFSX is 8686
Combined Rank
The Sharpe Ratio Rank of VFFSX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of VFFSX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of VFFSX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VFFSX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VFFSX is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VFFSX, currently valued at 2.69, compared to the broader market-1.000.001.002.003.004.005.002.692.54
The chart of Sortino ratio for VFFSX, currently valued at 3.58, compared to the broader market0.005.0010.003.583.40
The chart of Omega ratio for VFFSX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.47
The chart of Calmar ratio for VFFSX, currently valued at 3.90, compared to the broader market0.005.0010.0015.0020.003.903.66
The chart of Martin ratio for VFFSX, currently valued at 17.52, compared to the broader market0.0020.0040.0060.0080.00100.0017.5216.26
VFFSX
^GSPC

The current Vanguard 500 Index Fund Institutional Select Shares Sharpe ratio is 2.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard 500 Index Fund Institutional Select Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.69
2.54
VFFSX (Vanguard 500 Index Fund Institutional Select Shares)
Benchmark (^GSPC)

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 $3.61 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016
Dividend$3.61$3.40$3.19$2.94$2.86$3.00$2.56$2.37$1.18

Dividend yield

1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%

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
2024$0.00$0.00$0.82$0.00$0.00$0.95$0.00$0.00$0.88$0.00$0.00$2.65
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$0.79$0.00$0.00$0.89$3.19
2021$0.00$0.00$0.68$0.00$0.00$0.72$0.00$0.00$0.71$0.00$0.00$0.83$2.94
2020$0.00$0.00$0.64$0.00$0.00$0.77$0.00$0.00$0.71$0.00$0.00$0.75$2.86
2019$0.00$0.00$0.78$0.00$0.00$0.75$0.00$0.00$0.70$0.00$0.00$0.77$3.00
2018$0.00$0.00$0.59$0.00$0.00$0.63$0.00$0.00$0.65$0.00$0.00$0.69$2.56
2017$0.00$0.00$0.54$0.00$0.00$0.55$0.00$0.00$0.64$0.00$0.00$0.64$2.37
2016$0.48$0.00$0.00$0.70$1.18

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.81%
-0.88%
VFFSX (Vanguard 500 Index Fund Institutional Select Shares)
Benchmark (^GSPC)

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 52.30%, occurring on Jun 27, 2016. Recovery took 1149 trading sessions.

The current Vanguard 500 Index Fund Institutional Select Shares drawdown is 0.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.3%Apr 21, 201647Jun 27, 20161149Jan 20, 20211196
-24.51%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-8.45%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-5.4%Apr 1, 202415Apr 19, 202417May 14, 202432
-5.13%Sep 3, 202121Oct 4, 202112Oct 20, 202133

Volatility

Volatility Chart

The current Vanguard 500 Index Fund Institutional Select Shares volatility is 3.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
3.96%
VFFSX (Vanguard 500 Index Fund Institutional Select Shares)
Benchmark (^GSPC)