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Vanguard Value Index Fund Institutional Shares (VI...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9229088508

CUSIP

922908850

Issuer

Vanguard

Inception Date

Jul 2, 1998

Region

North America (U.S.)

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Share Price Chart


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Compare to other instruments

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


Popular comparisons:
VIVIX vs. VIGIX VIVIX vs. VFTNX VIVIX vs. FLVEX VIVIX vs. OIEJX VIVIX vs. VBIRX VIVIX vs. SPY VIVIX vs. FBCVX VIVIX vs. VIPIX VIVIX vs. VIIIX VIVIX vs. VGRIX
Popular comparisons:
VIVIX vs. VIGIX VIVIX vs. VFTNX VIVIX vs. FLVEX VIVIX vs. OIEJX VIVIX vs. VBIRX VIVIX vs. SPY VIVIX vs. FBCVX VIVIX vs. VIPIX VIVIX vs. VIIIX VIVIX vs. VGRIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Value Index Fund Institutional 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%JuneJulyAugustSeptemberOctoberNovember
12.78%
12.93%
VIVIX (Vanguard Value Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Value Index Fund Institutional Shares had a return of 21.77% year-to-date (YTD) and 29.17% in the last 12 months. Over the past 10 years, Vanguard Value Index Fund Institutional Shares had an annualized return of 10.57%, while the S&P 500 had an annualized return of 11.16%, indicating that Vanguard Value Index Fund Institutional Shares did not perform as well as the benchmark.


VIVIX

YTD

21.77%

1M

1.65%

6M

12.78%

1Y

29.17%

5Y (annualized)

11.76%

10Y (annualized)

10.57%

^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 VIVIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.94%3.37%5.20%-3.98%2.95%0.22%4.71%2.88%1.57%-1.39%21.77%
20232.79%-3.22%-0.50%1.76%-4.12%6.15%3.43%-2.35%-3.29%-2.66%6.72%5.00%9.23%
2022-1.03%-1.14%3.23%-4.72%2.33%-7.97%5.22%-2.72%-7.91%11.89%6.06%-3.36%-2.05%
2021-0.80%5.04%6.52%3.53%2.87%-1.19%1.01%2.12%-3.95%5.45%-3.02%6.89%26.49%
2020-2.52%-9.83%-14.65%10.73%2.83%-0.99%3.60%4.24%-2.20%-2.06%12.86%3.60%2.31%
20197.02%2.91%0.56%3.38%-6.33%7.17%0.76%-2.91%3.36%1.88%3.43%2.74%25.83%
20184.78%-4.36%-2.53%0.45%0.64%0.15%4.69%1.96%0.57%-4.98%3.39%-9.34%-5.44%
20170.63%3.62%-0.98%0.00%0.11%1.71%1.57%-0.44%3.01%1.80%3.53%1.49%17.14%
2016-4.75%0.10%6.59%1.53%1.13%1.09%2.83%0.65%-0.46%-1.12%5.96%2.64%16.88%
2015-4.01%5.25%-1.58%1.60%1.12%-2.17%0.95%-5.82%-2.49%7.61%0.40%-0.99%-0.88%
2014-3.59%3.94%2.61%0.89%1.43%1.88%-1.24%3.50%-1.35%1.90%2.45%0.31%13.19%
20136.37%1.52%3.93%2.19%2.49%-0.84%5.23%-3.60%2.16%4.56%3.23%2.06%33.06%

Expense Ratio

VIVIX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VIVIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VIVIX is 90, placing it in the top 10% 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 VIVIX is 9090
Combined Rank
The Sharpe Ratio Rank of VIVIX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VIVIX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of VIVIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of VIVIX is 9696
Calmar Ratio Rank
The Martin Ratio Rank of VIVIX is 9090
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 Value Index Fund Institutional Shares (VIVIX) 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 VIVIX, currently valued at 2.90, compared to the broader market-1.000.001.002.003.004.005.002.902.54
The chart of Sortino ratio for VIVIX, currently valued at 4.06, compared to the broader market0.005.0010.004.063.40
The chart of Omega ratio for VIVIX, currently valued at 1.52, compared to the broader market1.002.003.004.001.531.47
The chart of Calmar ratio for VIVIX, currently valued at 5.78, compared to the broader market0.005.0010.0015.0020.005.783.66
The chart of Martin ratio for VIVIX, currently valued at 18.48, compared to the broader market0.0020.0040.0060.0080.00100.0018.4816.26
VIVIX
^GSPC

The current Vanguard Value Index Fund Institutional Shares Sharpe ratio is 2.90. 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 Value Index Fund Institutional 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
2.90
2.54
VIVIX (Vanguard Value Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Value Index Fund Institutional Shares provided a 2.22% dividend yield over the last twelve months, with an annual payout of $1.55 per share. The fund has been increasing its distributions for 13 consecutive years.


2.10%2.20%2.30%2.40%2.50%2.60%2.70%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.55$1.43$1.38$1.23$1.19$1.17$1.04$0.95$0.89$0.83$0.73$0.66

Dividend yield

2.22%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%2.22%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Value Index Fund Institutional 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$0.39$0.00$0.00$0.40$0.00$0.00$0.36$0.00$0.00$1.15
2023$0.00$0.00$0.32$0.00$0.00$0.36$0.00$0.00$0.35$0.00$0.00$0.40$1.43
2022$0.00$0.00$0.31$0.00$0.00$0.33$0.00$0.00$0.34$0.00$0.00$0.41$1.38
2021$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.31$0.00$0.00$0.35$1.23
2020$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.28$0.00$0.00$0.31$1.19
2019$0.00$0.00$0.29$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.36$1.17
2018$0.00$0.00$0.24$0.00$0.00$0.25$0.00$0.00$0.29$0.00$0.00$0.27$1.04
2017$0.00$0.00$0.22$0.00$0.00$0.22$0.00$0.00$0.26$0.00$0.00$0.25$0.95
2016$0.00$0.00$0.21$0.00$0.00$0.19$0.00$0.00$0.22$0.00$0.00$0.27$0.89
2015$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.23$0.83
2014$0.00$0.00$0.17$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.20$0.73
2013$0.15$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.00$0.19$0.66

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
-0.21%
-0.88%
VIVIX (Vanguard Value Index Fund Institutional Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Value Index Fund Institutional 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 Value Index Fund Institutional Shares was 59.30%, occurring on Mar 5, 2009. Recovery took 984 trading sessions.

The current Vanguard Value Index Fund Institutional Shares drawdown is 0.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.3%Jul 16, 2007413Mar 5, 2009984Feb 1, 20131397
-44.56%Feb 2, 2001419Oct 9, 2002547Dec 13, 2004966
-36.8%Jan 21, 202044Mar 23, 2020179Dec 4, 2020223
-19.56%Jul 19, 1999158Feb 25, 2000215Jan 3, 2001373
-17.45%Sep 24, 201864Dec 24, 201886Apr 30, 2019150

Volatility

Volatility Chart

The current Vanguard Value Index Fund Institutional Shares volatility is 3.71%, 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
3.71%
3.96%
VIVIX (Vanguard Value Index Fund Institutional Shares)
Benchmark (^GSPC)