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VTSAX vs. ALVIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VTSAX and ALVIX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

VTSAX vs. ALVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and American Century Investments Focused Large Cap Value Fund (ALVIX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%December2025FebruaryMarchAprilMay
658.51%
199.93%
VTSAX
ALVIX

Key characteristics

Sharpe Ratio

VTSAX:

0.51

ALVIX:

-0.05

Sortino Ratio

VTSAX:

0.84

ALVIX:

0.13

Omega Ratio

VTSAX:

1.12

ALVIX:

1.02

Calmar Ratio

VTSAX:

0.52

ALVIX:

0.02

Martin Ratio

VTSAX:

1.98

ALVIX:

0.05

Ulcer Index

VTSAX:

5.05%

ALVIX:

6.85%

Daily Std Dev

VTSAX:

19.65%

ALVIX:

15.74%

Max Drawdown

VTSAX:

-55.34%

ALVIX:

-61.45%

Current Drawdown

VTSAX:

-7.91%

ALVIX:

-14.61%

Returns By Period

In the year-to-date period, VTSAX achieves a -3.66% return, which is significantly lower than ALVIX's 1.68% return. Over the past 10 years, VTSAX has outperformed ALVIX with an annualized return of 11.73%, while ALVIX has yielded a comparatively lower 2.87% annualized return.


VTSAX

YTD

-3.66%

1M

14.20%

6M

-5.16%

1Y

9.98%

5Y*

15.27%

10Y*

11.73%

ALVIX

YTD

1.68%

1M

7.84%

6M

-9.02%

1Y

-0.73%

5Y*

4.38%

10Y*

2.87%

*Annualized

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VTSAX vs. ALVIX - Expense Ratio Comparison

VTSAX has a 0.04% expense ratio, which is lower than ALVIX's 0.83% expense ratio.


Risk-Adjusted Performance

VTSAX vs. ALVIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5858
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5757
Martin Ratio Rank

ALVIX
The Risk-Adjusted Performance Rank of ALVIX is 2121
Overall Rank
The Sharpe Ratio Rank of ALVIX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of ALVIX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of ALVIX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of ALVIX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ALVIX is 2222
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.

VTSAX vs. ALVIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and American Century Investments Focused Large Cap Value Fund (ALVIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current VTSAX Sharpe Ratio is 0.51, which is higher than the ALVIX Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of VTSAX and ALVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.51
-0.05
VTSAX
ALVIX

Dividends

VTSAX vs. ALVIX - Dividend Comparison

VTSAX's dividend yield for the trailing twelve months is around 1.34%, less than ALVIX's 1.98% yield.


TTM20242023202220212020201920182017201620152014
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.34%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%
ALVIX
American Century Investments Focused Large Cap Value Fund
1.98%2.04%1.89%1.85%1.90%1.65%1.68%2.76%1.77%1.78%1.33%1.33%

Drawdowns

VTSAX vs. ALVIX - Drawdown Comparison

The maximum VTSAX drawdown since its inception was -55.34%, smaller than the maximum ALVIX drawdown of -61.45%. Use the drawdown chart below to compare losses from any high point for VTSAX and ALVIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.91%
-14.61%
VTSAX
ALVIX

Volatility

VTSAX vs. ALVIX - Volatility Comparison

Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a higher volatility of 11.24% compared to American Century Investments Focused Large Cap Value Fund (ALVIX) at 7.22%. This indicates that VTSAX's price experiences larger fluctuations and is considered to be riskier than ALVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.24%
7.22%
VTSAX
ALVIX