CLFFX vs. VMFVX

Last updated Jun 5, 2026

CLFFX (Clifford Capital Partners Fund) and VMFVX (Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares) are both Mid Cap Value Equities funds. Over the past 10 years, CLFFX returned 10.81%/yr vs 10.51%/yr for VMFVX. Their correlation of 0.86 suggests significant overlap in exposure. CLFFX charges 1.15%/yr vs 0.08%/yr for VMFVX.

Performance

CLFFX vs. VMFVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clifford Capital Partners Fund (CLFFX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with CLFFX having a 9.12% return and VMFVX slightly lower at 9.01%. Both investments have delivered pretty close results over the past 10 years, with CLFFX having a 10.81% annualized return and VMFVX not far behind at 10.51%.

CLFFX

• 1D: -1.12%
• 1M: 1.77%
• YTD: 9.12%
• 6M: 9.34%
• 1Y: 25.12%
• 3Y*: 16.47%
• 5Y*: 5.75%
• 10Y*: 10.81%

VMFVX

• 1D: -0.35%
• 1M: 0.72%
• YTD: 9.01%
• 6M: 9.08%
• 1Y: 21.48%
• 3Y*: 14.00%
• 5Y*: 7.58%
• 10Y*: 10.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CLFFX vs. VMFVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CLFFX Clifford Capital Partners Fund	9.12%	18.10%	9.08%	4.68%	-4.08%	19.72%	10.51%	23.74%	-9.25%	10.63%
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares	9.01%	7.57%	10.59%	16.49%	-7.03%	30.54%	3.68%	26.18%	-11.90%	12.27%

Correlation

The correlation between CLFFX and VMFVX is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.86
Correlation (All Time) Calculated using the full available price history since Feb 4, 2014	0.86

The correlation between CLFFX and VMFVX has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

Return for Risk

CLFFX vs. VMFVX — Risk / Return Rank

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

CLFFX

CLFFX Risk / Return Rank: 43
CLFFX Sharpe Ratio Rank: 41
CLFFX Sortino Ratio Rank: 41
CLFFX Omega Ratio Rank: 38
CLFFX Calmar Ratio Rank: 51
CLFFX Martin Ratio Rank: 47

VMFVX

VMFVX Risk / Return Rank: 26
VMFVX Sharpe Ratio Rank: 23
VMFVX Sortino Ratio Rank: 25
VMFVX Omega Ratio Rank: 22
VMFVX Calmar Ratio Rank: 29
VMFVX Martin Ratio Rank: 30

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.

CLFFX vs. VMFVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clifford Capital Partners Fund (CLFFX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX). 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.

	CLFFX	VMFVX	Difference
Sharpe ratio: Return per unit of total volatility	1.80	1.39	+0.41
Sortino ratio: Return per unit of downside risk	2.60	2.10	+0.49
Omega ratio: Gain probability vs. loss probability	1.32	1.24	+0.07
Calmar ratio: Return relative to maximum drawdown	2.68	1.99	+0.69
Martin ratio: Return relative to average drawdown	9.53	6.85	+2.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CLFFX vs. VMFVX - Sharpe Ratio Comparison

The current CLFFX Sharpe Ratio is 1.80, which is comparable to the VMFVX Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of CLFFX and VMFVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CLFFX	VMFVX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.80	1.39	+0.41
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.39	-0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	0.48	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.55	0.52	+0.03

Drawdowns

CLFFX vs. VMFVX - Drawdown Comparison

The maximum CLFFX drawdown since its inception was -40.20%, smaller than the maximum VMFVX drawdown of -45.79%. Use the drawdown chart below to compare losses from any high point for CLFFX and VMFVX.

Drawdown Indicators

	CLFFX	VMFVX	Difference
Max Drawdown Largest peak-to-trough decline	-40.20%	-45.79%	+5.59%
Max Drawdown (1Y) Largest decline over 1 year	-9.51%	-10.52%	+1.01%
Max Drawdown (3Y) Largest decline over 3 years	-16.03%	-22.46%	+6.43%
Max Drawdown (5Y) Largest decline over 5 years	-21.36%	-22.46%	+1.10%
Max Drawdown (10Y) Largest decline over 10 years	-40.20%	-45.79%	+5.59%
Current Drawdown Current decline from peak	-1.32%	-0.35%	-0.97%
Average Drawdown Average peak-to-trough decline	-6.02%	-5.48%	-0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.63%	3.05%	-0.42%

Volatility

CLFFX vs. VMFVX - Volatility Comparison

Clifford Capital Partners Fund (CLFFX) and Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) have volatilities of 3.87% and 3.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CLFFX	VMFVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.87%	3.87%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.19%	10.50%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	14.19%	15.13%	-0.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.85%	19.47%	-2.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.46%	21.88%	-2.42%

CLFFX vs. VMFVX - Expense Ratio Comparison

CLFFX has a 1.15% expense ratio, which is higher than VMFVX's 0.08% expense ratio.

Dividends

CLFFX vs. VMFVX - Dividend Comparison

CLFFX's dividend yield for the trailing twelve months is around 1.18%, less than VMFVX's 1.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CLFFX Clifford Capital Partners Fund	1.18%	1.29%	1.21%	4.93%	1.99%	4.30%	2.08%	1.59%	5.70%	5.09%	0.41%	0.00%
VMFVX Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares	1.73%	1.88%	1.81%	1.58%	2.04%	1.81%	2.48%	1.94%	2.01%	1.56%	1.42%	1.73%

Frequently Asked Questions

Can I hold both CLFFX and VMFVX in my portfolio?

CLFFX and VMFVX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CLFFX or VMFVX?

VMFVX has higher volatility (3.87%) compared to CLFFX (3.87%). In terms of maximum drawdown, CLFFX dropped -40.20% vs VMFVX's -45.79%.

Which has better risk-adjusted returns?

CLFFX currently has the higher Sharpe Ratio (1.80 vs 1.39), 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.