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ARGFX vs. VMVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARGFX vs. VMVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ariel Fund (ARGFX) and Vanguard Mid-Cap Value Index Fund (VMVIX). The values are adjusted to include any dividend payments, if applicable.

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ARGFX vs. VMVIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARGFX
Ariel Fund
-4.69%14.08%11.56%15.78%-18.68%30.29%10.05%24.64%-13.59%15.99%
VMVIX
Vanguard Mid-Cap Value Index Fund
2.87%11.22%13.48%10.00%-8.00%28.60%2.33%27.85%-12.57%16.91%

Returns By Period

In the year-to-date period, ARGFX achieves a -4.69% return, which is significantly lower than VMVIX's 2.87% return. Over the past 10 years, ARGFX has underperformed VMVIX with an annualized return of 8.99%, while VMVIX has yielded a comparatively higher 9.82% annualized return.


ARGFX

1D
-0.45%
1M
-12.05%
YTD
-4.69%
6M
-1.68%
1Y
18.19%
3Y*
9.60%
5Y*
4.48%
10Y*
8.99%

VMVIX

1D
-0.35%
1M
-6.11%
YTD
2.87%
6M
4.99%
1Y
15.27%
3Y*
12.77%
5Y*
8.26%
10Y*
9.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARGFX vs. VMVIX - Expense Ratio Comparison

ARGFX has a 1.00% expense ratio, which is higher than VMVIX's 0.19% expense ratio.


Return for Risk

ARGFX vs. VMVIX — Risk / Return Rank

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

ARGFX
ARGFX Risk / Return Rank: 3535
Overall Rank
ARGFX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
ARGFX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ARGFX Omega Ratio Rank: 3333
Omega Ratio Rank
ARGFX Calmar Ratio Rank: 3939
Calmar Ratio Rank
ARGFX Martin Ratio Rank: 3131
Martin Ratio Rank

VMVIX
VMVIX Risk / Return Rank: 5454
Overall Rank
VMVIX Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VMVIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
VMVIX Omega Ratio Rank: 5353
Omega Ratio Rank
VMVIX Calmar Ratio Rank: 5050
Calmar Ratio Rank
VMVIX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARGFX vs. VMVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ariel Fund (ARGFX) and Vanguard Mid-Cap Value Index Fund (VMVIX). 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.


ARGFXVMVIXDifference

Sharpe ratio

Return per unit of total volatility

0.75

1.01

-0.26

Sortino ratio

Return per unit of downside risk

1.20

1.48

-0.27

Omega ratio

Gain probability vs. loss probability

1.16

1.21

-0.05

Calmar ratio

Return relative to maximum drawdown

1.01

1.20

-0.19

Martin ratio

Return relative to average drawdown

3.32

5.63

-2.31

ARGFX vs. VMVIX - Sharpe Ratio Comparison

The current ARGFX Sharpe Ratio is 0.75, which is comparable to the VMVIX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of ARGFX and VMVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARGFXVMVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

1.01

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.52

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.52

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.41

+0.12

Correlation

The correlation between ARGFX and VMVIX is 0.92, 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.


Dividends

ARGFX vs. VMVIX - Dividend Comparison

ARGFX's dividend yield for the trailing twelve months is around 12.38%, more than VMVIX's 1.90% yield.


TTM20252024202320222021202020192018201720162015
ARGFX
Ariel Fund
12.38%11.80%5.49%5.09%9.01%5.56%5.33%5.81%10.35%6.30%6.56%16.28%
VMVIX
Vanguard Mid-Cap Value Index Fund
1.90%1.42%1.99%2.15%2.15%1.67%2.26%1.95%2.60%1.75%1.81%1.91%

Drawdowns

ARGFX vs. VMVIX - Drawdown Comparison

The maximum ARGFX drawdown since its inception was -71.02%, which is greater than VMVIX's maximum drawdown of -61.61%. Use the drawdown chart below to compare losses from any high point for ARGFX and VMVIX.


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Drawdown Indicators


ARGFXVMVIXDifference

Max Drawdown

Largest peak-to-trough decline

-71.02%

-61.61%

-9.41%

Max Drawdown (1Y)

Largest decline over 1 year

-15.50%

-12.43%

-3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-33.00%

-19.81%

-13.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.29%

-43.08%

-2.21%

Current Drawdown

Current decline from peak

-12.36%

-6.20%

-6.16%

Average Drawdown

Average peak-to-trough decline

-8.47%

-8.52%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.72%

2.65%

+2.07%

Volatility

ARGFX vs. VMVIX - Volatility Comparison

Ariel Fund (ARGFX) has a higher volatility of 6.00% compared to Vanguard Mid-Cap Value Index Fund (VMVIX) at 3.82%. This indicates that ARGFX's price experiences larger fluctuations and is considered to be riskier than VMVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARGFXVMVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

3.82%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

8.62%

+5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

16.33%

+8.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.29%

16.08%

+6.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.74%

18.80%

+3.94%