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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 compared to other funds.


Expense ratio chart for VRNIX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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:
VRNIX vs. SWLVX VRNIX vs. VONE VRNIX vs. VONG VRNIX vs. VOO VRNIX vs. VGT VRNIX vs. VWUSX VRNIX vs. VRGWX VRNIX vs. FSCSX VRNIX vs. SPY VRNIX vs. SCHD
Popular comparisons:
VRNIX vs. SWLVX VRNIX vs. VONE VRNIX vs. VONG VRNIX vs. VOO VRNIX vs. VGT VRNIX vs. VWUSX VRNIX vs. VRGWX VRNIX vs. FSCSX VRNIX vs. SPY VRNIX vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Russell 1000 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.


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
10.54%
9.66%
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Russell 1000 Index Fund Institutional Shares had a return of 25.95% year-to-date (YTD) and 26.34% in the last 12 months. Over the past 10 years, Vanguard Russell 1000 Index Fund Institutional Shares had an annualized return of 12.80%, outperforming the S&P 500 benchmark which had an annualized return of 11.11%.


VRNIX

YTD

25.95%

1M

-0.60%

6M

10.54%

1Y

26.34%

5Y*

14.58%

10Y*

12.80%

^GSPC (Benchmark)

YTD

25.25%

1M

0.08%

6M

9.66%

1Y

25.65%

5Y*

13.17%

10Y*

11.11%

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
20241.39%5.39%3.20%-4.26%4.70%3.31%1.45%2.37%2.13%-0.70%6.43%25.95%
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%-2.27%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%
20135.41%1.34%3.86%1.79%2.22%-1.37%5.34%-2.76%3.47%4.39%2.79%2.69%32.98%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 91, VRNIX is among the top 9% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VRNIX is 9191
Overall Rank
The Sharpe Ratio Rank of VRNIX is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of VRNIX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of VRNIX is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VRNIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VRNIX is 9393
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.


Sharpe ratio
The chart of Sharpe ratio for VRNIX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.102.07
The chart of Sortino ratio for VRNIX, currently valued at 2.80, compared to the broader market-2.000.002.004.006.008.0010.002.802.76
The chart of Omega ratio for VRNIX, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.003.501.391.39
The chart of Calmar ratio for VRNIX, currently valued at 3.13, compared to the broader market0.002.004.006.008.0010.0012.003.133.05
The chart of Martin ratio for VRNIX, currently valued at 13.58, compared to the broader market0.0020.0040.0060.0013.5813.27
VRNIX
^GSPC

The current Vanguard Russell 1000 Index Fund Institutional Shares Sharpe ratio is 2.10. 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 Russell 1000 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.10
2.07
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Russell 1000 Index Fund Institutional Shares provided a 0.88% dividend yield over the last twelve months, with an annual payout of $4.59 per share. The fund has been increasing its distributions for 2 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.59$5.92$5.38$4.94$4.95$4.73$4.44$4.10$3.84$3.49$3.20$2.79

Dividend yield

0.88%1.41%1.59%1.16%1.46%1.65%2.00%1.73%1.93%1.92%1.74%1.69%

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
2024$0.00$0.00$1.40$0.00$0.00$1.59$0.00$0.00$1.61$0.00$0.00$0.00$4.59
2023$0.00$0.00$1.33$0.00$0.00$1.35$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$4.94
2020$0.00$0.00$1.24$0.00$0.00$1.15$0.00$0.00$1.01$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$0.00$0.00$0.71$0.00$0.00$0.77$0.00$0.00$0.74$0.00$0.00$0.97$3.20
2013$0.57$0.00$0.00$0.70$0.00$0.00$0.69$0.00$0.00$0.83$2.79

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%JulyAugustSeptemberOctoberNovemberDecember
-2.61%
-1.91%
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares)
Benchmark (^GSPC)

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 2.61%.


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
-14.24%May 22, 2015183Feb 11, 201679Jun 6, 2016262

Volatility

Volatility Chart

The current Vanguard Russell 1000 Index Fund Institutional 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%JulyAugustSeptemberOctoberNovemberDecember
3.95%
3.82%
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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