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Vanguard S&P 500 Value Index Fund Institutional Sh...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

CUSIP

921932802

Issuer

Vanguard

Inception Date

Mar 3, 2015

Region

North America (U.S.)

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

VSPVX has an expense ratio of 0.08%, 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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Returns By Period

Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) returned 0.13% year-to-date (YTD) and 5.47% over the past 12 months. Over the past 10 years, VSPVX returned 9.72% annually, underperforming the S&P 500 benchmark at 10.69%.


VSPVX

YTD

0.13%

1M

6.61%

6M

-5.09%

1Y

5.47%

5Y*

16.16%

10Y*

9.72%

^GSPC (Benchmark)

YTD

-0.64%

1M

8.97%

6M

-2.62%

1Y

11.90%

5Y*

15.76%

10Y*

10.69%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.89%0.42%-2.97%-3.57%3.58%0.13%
20240.29%3.04%4.54%-4.30%2.97%-0.66%4.74%2.95%1.11%-1.27%5.77%-6.80%12.22%
20236.99%-2.98%1.31%1.71%-1.91%6.87%3.40%-2.74%-4.65%-1.74%9.56%5.52%22.14%
2022-1.64%-1.45%2.96%-4.87%1.63%-8.24%5.90%-2.85%-8.48%11.49%6.01%-3.93%-5.33%
2021-1.59%5.92%6.25%3.73%2.40%-1.18%0.78%1.72%-3.31%4.59%-3.25%7.01%24.80%
2020-2.64%-9.51%-15.30%10.70%3.19%-0.98%3.66%3.57%-2.41%-2.00%12.87%3.48%1.23%
20198.57%2.24%1.05%4.12%-7.58%8.07%1.76%-2.59%3.73%2.64%3.85%3.11%31.81%
20184.15%-5.48%-2.06%0.50%0.25%0.62%4.05%1.35%0.37%-5.34%2.63%-9.48%-9.02%
20170.66%3.85%-1.21%-0.07%-0.32%1.88%1.37%-1.16%3.27%1.15%3.38%1.66%15.28%
2016-4.89%0.55%6.85%2.10%0.91%0.88%2.71%0.58%-0.37%-1.52%6.28%2.53%17.30%
2015-4.43%5.49%-1.48%1.49%0.73%-1.97%0.38%-5.98%-2.81%7.32%0.51%-1.67%-3.16%
2014-4.00%3.84%2.58%1.21%1.27%2.05%-1.53%3.62%-1.74%1.89%2.28%0.54%12.36%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VSPVX is 52, 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 VSPVX is 5252
Overall Rank
The Sharpe Ratio Rank of VSPVX is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VSPVX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VSPVX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VSPVX is 5858
Calmar Ratio Rank
The Martin Ratio Rank of VSPVX is 5151
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 S&P 500 Value Index Fund Institutional Shares (VSPVX) 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 S&P 500 Value Index Fund Institutional Shares Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 0.34
  • 5-Year: 1.01
  • 10-Year: 0.55
  • All Time: 0.69

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 S&P 500 Value Index Fund Institutional Shares compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Vanguard S&P 500 Value Index Fund Institutional Shares provided a 2.17% dividend yield over the last twelve months, with an annual payout of $8.74 per share.


1.80%2.00%2.20%2.40%2.60%2.80%$0.00$2.00$4.00$6.00$8.002015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018201720162015
Dividend$8.74$8.58$6.28$6.78$6.26$6.67$5.81$5.84$5.26$4.91$4.61

Dividend yield

2.17%2.12%1.71%2.21%1.88%2.46%2.11%2.73%2.18%2.30%2.47%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P 500 Value 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$1.90$0.00$0.00$1.90
2024$0.00$0.00$1.74$0.00$0.00$2.20$0.00$0.00$2.35$0.00$0.00$2.29$8.58
2023$0.00$0.00$1.25$0.00$0.00$1.52$0.00$0.00$1.55$0.00$0.00$1.96$6.28
2022$0.00$0.00$1.30$0.00$0.00$1.57$0.00$0.00$1.82$0.00$0.00$2.09$6.78
2021$0.00$0.00$1.23$0.00$0.00$1.37$0.00$0.00$1.83$0.00$0.00$1.82$6.26
2020$0.00$0.00$1.40$0.00$0.00$1.81$0.00$0.00$1.40$0.00$0.00$2.06$6.67
2019$0.00$0.00$1.36$0.00$0.00$1.44$0.00$0.00$1.49$0.00$0.00$1.52$5.81
2018$0.00$0.00$1.31$0.00$0.00$1.41$0.00$0.00$1.54$0.00$0.00$1.59$5.84
2017$0.00$0.00$1.07$0.00$0.00$1.28$0.00$0.00$1.48$0.00$0.00$1.44$5.26
2016$0.00$0.00$1.16$0.00$0.00$1.10$0.00$0.00$1.27$0.00$0.00$1.39$4.91
2015$1.00$0.00$0.00$1.12$0.00$0.00$1.22$0.00$0.00$1.28$4.61

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 S&P 500 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 S&P 500 Value Index Fund Institutional Shares was 37.05%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current Vanguard S&P 500 Value Index Fund Institutional Shares drawdown is 6.67%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.05%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-22.13%May 2, 2011108Oct 3, 2011103Mar 1, 2012211
-19.26%Jan 29, 2018229Dec 24, 201886Apr 30, 2019315
-18%Apr 21, 2022113Sep 30, 202284Feb 1, 2023197
-17.53%Dec 2, 202487Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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