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Vanguard Russell 1000 Index Fund Institutional Sha...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US92206C7222

CUSIP

92206C722

Issuer

Vanguard

Inception Date

Oct 15, 2010

Region

North America (U.S.)

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VRNIX has an expense ratio of 0.07%, which is considered low.


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.


Performance

Performance Chart


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S&P 500

Returns By Period

Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) returned -0.87% year-to-date (YTD) and 10.95% over the past 12 months. Over the past 10 years, VRNIX delivered an annualized return of 12.31%, outperforming the S&P 500 benchmark at 10.68%.


VRNIX

YTD

-0.87%

1M

5.27%

6M

-2.65%

1Y

10.95%

3Y*

15.36%

5Y*

15.88%

10Y*

12.31%

^GSPC (Benchmark)

YTD

-1.34%

1M

5.02%

6M

-2.79%

1Y

9.39%

3Y*

13.76%

5Y*

14.45%

10Y*

10.68%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.17%-1.75%-5.79%-0.60%4.43%-0.87%
20241.39%5.39%3.20%-4.26%4.70%3.31%1.45%2.37%2.13%-0.70%6.43%-2.79%24.44%
20236.70%-2.38%3.15%1.24%0.46%6.75%3.43%-1.75%-4.71%-2.42%9.36%4.93%26.49%
2022-5.64%-2.75%3.36%-8.92%-0.16%-8.38%9.31%-3.84%-9.26%8.02%5.40%-5.82%-19.19%
2021-0.83%2.90%3.78%5.38%0.47%2.50%2.07%2.88%-4.60%6.93%-1.34%4.05%26.39%
20200.10%-8.18%-13.19%13.20%5.27%2.19%5.85%7.33%-3.67%-2.42%11.77%4.22%20.90%
20198.38%3.38%1.73%4.03%-6.37%7.02%1.55%-1.83%1.73%2.12%3.78%2.88%31.36%
20185.49%-3.68%-2.28%0.33%2.54%0.64%3.44%3.44%0.37%-7.08%2.03%-9.09%-4.84%
20172.00%3.86%0.05%1.05%1.27%0.69%1.98%0.31%2.12%2.29%3.04%1.11%21.58%
2016-5.42%-0.04%6.96%0.41%1.75%0.23%3.81%0.13%0.07%-1.95%3.93%1.87%11.80%
2015-2.75%5.77%-1.25%0.70%1.30%-1.88%1.93%-6.03%-2.75%8.09%0.33%-1.80%0.85%
2014-3.20%4.74%0.63%0.46%2.29%2.27%-1.63%4.13%-1.75%2.44%2.62%-0.23%13.16%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VRNIX is 56, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VRNIX is 5656
Overall Rank
The Sharpe Ratio Rank of VRNIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VRNIX is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VRNIX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VRNIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VRNIX is 5757
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 Russell 1000 Index Fund Institutional Shares (VRNIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Russell 1000 Index Fund Institutional Shares Sharpe ratios as of May 26, 2025 (values are recalculated daily):

  • 1-Year: 0.59
  • 5-Year: 0.88
  • 10-Year: 0.66
  • All Time: 0.78

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Russell 1000 Index Fund Institutional Shares compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Vanguard Russell 1000 Index Fund Institutional Shares provided a 1.25% dividend yield over the last twelve months, with an annual payout of $6.40 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$6.40$6.25$5.92$5.38$4.93$4.95$4.73$4.44$4.10$3.84$3.49$3.20

Dividend yield

1.25%1.21%1.41%1.59%1.16%1.46%1.65%2.00%1.73%1.93%1.92%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Russell 1000 Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$1.55$0.00$0.00$1.55
2024$0.00$0.00$1.40$0.00$0.00$1.59$0.00$0.00$1.61$0.00$0.00$1.65$6.25
2023$0.00$0.00$1.33$0.00$0.00$1.34$0.00$0.00$1.47$0.00$0.00$1.77$5.92
2022$0.00$0.00$1.16$0.00$0.00$1.32$0.00$0.00$1.47$0.00$0.00$1.42$5.38
2021$0.00$0.00$1.05$0.00$0.00$1.12$0.00$0.00$1.26$0.00$0.00$1.51$4.93
2020$0.00$0.00$1.24$0.00$0.00$1.15$0.00$0.00$1.00$0.00$0.00$1.56$4.95
2019$0.00$0.00$1.04$0.00$0.00$1.12$0.00$0.00$1.27$0.00$0.00$1.30$4.73
2018$0.00$0.00$0.87$0.00$0.00$1.11$0.00$0.00$1.25$0.00$0.00$1.21$4.44
2017$0.00$0.00$0.82$0.00$0.00$1.03$0.00$0.00$1.10$0.00$0.00$1.15$4.10
2016$0.00$0.00$0.83$0.00$0.00$0.87$0.00$0.00$0.98$0.00$0.00$1.16$3.84
2015$0.00$0.00$0.69$0.00$0.00$0.88$0.00$0.00$0.87$0.00$0.00$1.05$3.49
2014$0.71$0.00$0.00$0.77$0.00$0.00$0.74$0.00$0.00$0.97$3.20

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 Russell 1000 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 Russell 1000 Index Fund Institutional Shares was 34.57%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Vanguard Russell 1000 Index Fund Institutional Shares drawdown is 5.41%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.57%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-25.14%Jan 4, 2022195Oct 12, 2022294Dec 13, 2023489
-19.69%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-19.62%May 2, 2011108Oct 3, 201188Feb 8, 2012196
-19.15%Feb 20, 202534Apr 8, 2025
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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