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FFIN vs. VIG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFIN vs. VIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Financial Bankshares, Inc. (FFIN) and Vanguard Dividend Appreciation ETF (VIG). The values are adjusted to include any dividend payments, if applicable.

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FFIN vs. VIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FFIN
First Financial Bankshares, Inc.
-0.77%-15.32%21.58%-9.79%-31.21%42.23%4.88%23.48%29.95%1.45%
VIG
Vanguard Dividend Appreciation ETF
-1.77%14.17%16.99%14.51%-9.80%23.76%15.43%29.62%-2.08%22.22%

Returns By Period

In the year-to-date period, FFIN achieves a -0.77% return, which is significantly higher than VIG's -1.77% return. Over the past 10 years, FFIN has underperformed VIG with an annualized return of 9.14%, while VIG has yielded a comparatively higher 12.25% annualized return.


FFIN

1D
1.10%
1M
-4.17%
YTD
-0.77%
6M
-11.38%
1Y
-16.09%
3Y*
-0.38%
5Y*
-7.03%
10Y*
9.14%

VIG

1D
2.07%
1M
-5.18%
YTD
-1.77%
6M
0.45%
1Y
12.67%
3Y*
13.80%
5Y*
9.76%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FFIN vs. VIG — Risk / Return Rank

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

FFIN
FFIN Risk / Return Rank: 1717
Overall Rank
FFIN Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
FFIN Sortino Ratio Rank: 1717
Sortino Ratio Rank
FFIN Omega Ratio Rank: 1717
Omega Ratio Rank
FFIN Calmar Ratio Rank: 1818
Calmar Ratio Rank
FFIN Martin Ratio Rank: 1616
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 5555
Overall Rank
VIG Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 5252
Sortino Ratio Rank
VIG Omega Ratio Rank: 5353
Omega Ratio Rank
VIG Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIG Martin Ratio Rank: 6363
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.

FFIN vs. VIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Financial Bankshares, Inc. (FFIN) and Vanguard Dividend Appreciation ETF (VIG). 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.


FFINVIGDifference

Sharpe ratio

Return per unit of total volatility

-0.58

0.83

-1.41

Sortino ratio

Return per unit of downside risk

-0.66

1.28

-1.94

Omega ratio

Gain probability vs. loss probability

0.92

1.18

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.68

1.28

-1.96

Martin ratio

Return relative to average drawdown

-1.28

5.73

-7.01

FFIN vs. VIG - Sharpe Ratio Comparison

The current FFIN Sharpe Ratio is -0.58, which is lower than the VIG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of FFIN and VIG, 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


FFINVIGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

0.83

-1.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.69

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.77

-0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.57

-0.22

Correlation

The correlation between FFIN and VIG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

FFIN vs. VIG - Dividend Comparison

FFIN's dividend yield for the trailing twelve months is around 2.58%, more than VIG's 1.61% yield.


TTM20252024202320222021202020192018201720162015
FFIN
First Financial Bankshares, Inc.
2.58%2.51%2.00%2.34%1.92%1.14%1.41%1.32%1.42%1.66%1.55%2.06%
VIG
Vanguard Dividend Appreciation ETF
1.61%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Drawdowns

FFIN vs. VIG - Drawdown Comparison

The maximum FFIN drawdown since its inception was -55.97%, which is greater than VIG's maximum drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for FFIN and VIG.


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Drawdown Indicators


FFINVIGDifference

Max Drawdown

Largest peak-to-trough decline

-55.97%

-46.81%

-9.16%

Max Drawdown (1Y)

Largest decline over 1 year

-23.37%

-10.83%

-12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-55.97%

-20.39%

-35.58%

Max Drawdown (10Y)

Largest decline over 10 years

-55.97%

-31.72%

-24.25%

Current Drawdown

Current decline from peak

-40.71%

-6.00%

-34.71%

Average Drawdown

Average peak-to-trough decline

-12.59%

-5.55%

-7.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.41%

2.42%

+9.99%

Volatility

FFIN vs. VIG - Volatility Comparison

First Financial Bankshares, Inc. (FFIN) has a higher volatility of 5.14% compared to Vanguard Dividend Appreciation ETF (VIG) at 4.07%. This indicates that FFIN's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFINVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

4.07%

+1.07%

Volatility (6M)

Calculated over the trailing 6-month period

19.14%

7.84%

+11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

27.94%

15.31%

+12.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.04%

14.26%

+16.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.24%

16.05%

+16.19%