BTC-USD vs. VEXAX
BTC-USD (Bitcoin) is a cryptocurrency, while VEXAX (Vanguard Extended Market Index Fund Admiral Shares) is Mid Cap Blend Equities fund tracking the S&P Completion Index. Over the past 10 years, BTC-USD returned 58.50%/yr vs 11.85%/yr for VEXAX. At a 0.15 correlation, their price movements are largely independent.
Performance
BTC-USD vs. VEXAX - Performance Comparison
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Returns By Period
In the year-to-date period, BTC-USD achieves a -25.13% return, which is significantly lower than VEXAX's 14.56% return. Over the past 10 years, BTC-USD has outperformed VEXAX with an annualized return of 58.50%, while VEXAX has yielded a comparatively lower 11.85% annualized return.
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
VEXAX
- 1D
- -0.52%
- 1M
- -0.98%
- 6M
- 8.27%
- YTD
- 14.56%
- 1Y
- 21.37%
- 3Y*
- 16.49%
- 5Y*
- 7.00%
- 10Y*
- 11.85%
- ALL TIME*
- 8.45%
BTC-USD vs. VEXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 14.56% | 11.42% | 15.47% | 26.95% | -26.46% | 12.45% | 32.22% | 28.03% | -9.37% | 18.11% |
Correlation
The correlation between BTC-USD and VEXAX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.15 |
Over the past year, BTC-USD and VEXAX have become more correlated (0.39) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
BTC-USD vs. VEXAX — Risk / Return Rank
BTC-USD
VEXAX
BTC-USD vs. VEXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bitcoin (BTC-USD) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). 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.
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.
| BTC-USD | VEXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.24 | ||
| Sortino ratioReturn per unit of downside risk | -3.30 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.21 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 2.09 | -2.93 |
| Martin ratioReturn relative to average drawdown | -1.32 | 7.27 | -8.59 |
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Drawdowns
BTC-USD vs. VEXAX - Drawdown Comparison
The maximum BTC-USD drawdown since its inception was -85.30%, which is greater than VEXAX's maximum drawdown of -58.08%. Use the drawdown chart below to compare losses from any high point for BTC-USD and VEXAX.
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Drawdown Indicators
| BTC-USD | VEXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.30% | -58.08% | -27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -53.08% | -10.25% | -42.83% |
Max Drawdown (3Y)Largest decline over 3 years | -53.08% | -26.84% | -26.24% |
Max Drawdown (5Y)Largest decline over 5 years | -76.67% | -36.33% | -40.34% |
Max Drawdown (10Y)Largest decline over 10 years | -83.80% | -41.62% | -42.18% |
Current DrawdownCurrent decline from peak | -47.48% | -3.24% | -44.24% |
Average DrawdownAverage peak-to-trough decline | -42.61% | -12.13% | -30.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.88% | 2.95% | +24.93% |
Volatility
BTC-USD vs. VEXAX - Volatility Comparison
Bitcoin (BTC-USD) has a higher volatility of 9.37% compared to Vanguard Extended Market Index Fund Admiral Shares (VEXAX) at 3.80%. This indicates that BTC-USD's price experiences larger fluctuations and is considered to be riskier than VEXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTC-USD | VEXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.37% | 3.80% | +5.57% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 13.31% | +21.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.76% | 17.71% | +18.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.93% | 22.43% | +21.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.33% | 22.33% | +34.00% |
Frequently Asked Questions
BTC-USD and VEXAX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (9.37%) compared to VEXAX (3.80%). In terms of maximum drawdown, BTC-USD dropped -85.30% vs VEXAX's -58.08%.
VEXAX currently has the higher Sharpe Ratio (1.22 vs -1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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