- ISIN
- US92206C6984
- CUSIP
- 92206C698
- Issuer
- Vanguard
- Inception Date
- Dec 10, 2010
- Region
- North America (U.S.)
- Category
- Large Cap Value Equities
- Min. Investment
- $5,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
VRVIX Performance Chart
Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) is up 20.1% since the beginning of the year. VRVIX is currently trading at $429 per share. Investors who bought $1,000 worth of VRVIX shares 5 years ago would now be looking at an investment worth $1,728.
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Returns By Period
Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) has returned 20.09% so far this year and 32.24% over the past 12 months. Over the last ten years, VRVIX has returned 11.52% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Vanguard Russell 1000 Value Index Fund Institutional Shares
- 1D
- 0.49%
- 1M
- 1.49%
- 6M
- 14.86%
- YTD
- 20.09%
- 1Y
- 32.24%
- 3Y*
- 17.48%
- 5Y*
- 11.56%
- 10Y*
- 11.52%
- ALL TIME*
- 12.06%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
VRVIX Monthly Returns History
Based on dividend-adjusted daily data since Sep 22, 2010, VRVIX's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, an investment would double in approximately 5.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -17.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VRVIX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -12.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.56% | 2.59% | -4.83% | 8.15% | 2.94% | 2.24% | 3.35% | 20.09% | |||||
| 2025 | 4.62% | 0.40% | -3.24% | -3.05% | 3.51% | 3.42% | 0.57% | 3.18% | 1.49% | 0.44% | 2.65% | 0.68% | 15.31% |
| 2024 | 0.10% | 3.69% | 5.00% | -4.27% | 3.17% | -0.94% | 5.10% | 2.68% | 1.39% | -1.10% | 6.38% | -6.84% | 14.32% |
| 2023 | 5.18% | -3.53% | -0.47% | 1.51% | -3.86% | 6.64% | 3.51% | -2.69% | -3.86% | -3.53% | 7.54% | 5.53% | 11.41% |
| 2022 | -2.35% | -1.17% | 2.82% | -5.65% | 1.93% | -8.75% | 6.63% | -2.99% | -8.77% | 10.24% | 6.24% | -4.04% | -7.64% |
| 2021 | -0.93% | 6.04% | 5.87% | 3.99% | 2.33% | -1.15% | 0.79% | 1.98% | -3.49% | 5.08% | -3.52% | 6.32% | 25.09% |
Benchmark Metrics
Vanguard Russell 1000 Value Index Fund Institutional Shares has an annualized alpha of 0.47%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since September 22, 2010.
- This fund participated in 95.57% of S&P 500 Index downside but only 94.48% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.89, 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
- 0.47%
- Beta
- 0.93
- R²
- 0.89
- Upside Capture
- 94.48%
- Downside Capture
- 95.57%
Expense Ratio
VRVIX has an expense ratio of 0.07%, which is considered low.
Return for Risk
Risk / Return Rank
VRVIX ranks 94 for risk / return — above 94% of mutual funds peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRVIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.66 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.25 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 4.35 | 2.00 | +2.34 |
| Martin ratioReturn relative to average drawdown | 18.59 | 8.49 | +10.10 |
Dividends
Dividend History
Vanguard Russell 1000 Value Index Fund Institutional Shares provided a 1.57% dividend yield over the last twelve months, with an annual payout of $6.75 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $6.75 | $5.09 | $6.27 | $5.96 | $5.81 | $4.86 | $5.27 | $5.38 | $4.93 | $4.68 | $4.63 | $4.04 |
Dividend yield | 1.57% | 1.41% | 1.98% | 2.10% | 2.24% | 1.69% | 2.25% | 2.30% | 2.60% | 2.21% | 2.43% | 2.42% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Russell 1000 Value Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.62 | $0.00 | $0.00 | $1.61 | $0.00 | $3.23 | |||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.57 | $0.00 | $0.00 | $1.59 | $0.00 | $0.00 | $1.93 | $5.09 |
| 2024 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $1.52 | $0.00 | $0.00 | $1.72 | $0.00 | $0.00 | $1.71 | $6.27 |
| 2023 | $0.00 | $0.00 | $1.26 | $0.00 | $0.00 | $1.36 | $0.00 | $0.00 | $1.52 | $0.00 | $0.00 | $1.81 | $5.96 |
| 2022 | $0.00 | $0.00 | $1.18 | $0.00 | $0.00 | $1.47 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $1.66 | $5.81 |
| 2021 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $1.31 | $0.00 | $0.00 | $1.50 | $4.86 |
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 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 Russell 1000 Value Index Fund Institutional Shares was 38.29%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.
The current Vanguard Russell 1000 Value Index Fund Institutional Shares drawdown is 0.54%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-38.29%Mar 2020 | 1mo 9d | 8mo 16d | 9mo 25dFeb 2020 - Dec 2020 | COVID crash2020 |
-21.52%Oct 2011 | 5mo 4d | 5mo 12d | 10mo 16dMay 2011 - Mar 2012 | — |
-19.06%Sep 2022 | 8mo 20d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 | Bear market2022 |
-18.35%Dec 2018 | 10mo 29d | 4mo 7d | 1y 3moJan 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-16.09%Feb 2016 | 8mo 25d | 3mo 28d | 1y 18dMay 2015 - Jun 2016 | — |
Drawdown Indicators
| VRVIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -56.78% | +18.49% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -9.10% | +2.30% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -18.90% | +2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -25.43% | +6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -33.92% | -4.37% |
Current DrawdownCurrent decline from peak | -0.54% | -1.58% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -10.70% | +6.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.60% | 2.14% | -0.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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