KDHAX vs. VIVIX
KDHAX (DWS CROCI Equity Dividend Fd) and VIVIX (Vanguard Value Index Fund Institutional Shares) are both Large Cap Value Equities funds. Over the past 10 years, KDHAX returned 9.39%/yr vs 12.60%/yr for VIVIX. Their correlation of 0.91 means they have usually moved in the same direction. KDHAX charges 1.01%/yr vs 0.03%/yr for VIVIX.
Performance
KDHAX vs. VIVIX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with KDHAX having a 19.28% return and VIVIX slightly lower at 18.43%. Over the past 10 years, KDHAX has underperformed VIVIX with an annualized return of 9.39%, while VIVIX has yielded a comparatively higher 12.60% annualized return.
KDHAX
- 1D
- 1.31%
- 1M
- 6.83%
- 6M
- 8.09%
- YTD
- 19.28%
- 1Y
- 25.39%
- 3Y*
- 12.68%
- 5Y*
- 9.34%
- 10Y*
- 9.39%
- ALL TIME*
- 8.78%
VIVIX
- 1D
- 1.29%
- 1M
- 2.02%
- 6M
- 11.10%
- YTD
- 18.43%
- 1Y
- 29.00%
- 3Y*
- 18.35%
- 5Y*
- 12.61%
- 10Y*
- 12.60%
- ALL TIME*
- 8.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
KDHAX vs. VIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KDHAX DWS CROCI Equity Dividend Fd | 19.28% | 2.92% | 13.37% | 5.30% | 1.09% | 19.44% | -9.41% | 29.38% | -3.45% | 19.25% |
VIVIX Vanguard Value Index Fund Institutional Shares | 18.43% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Correlation
The correlation between KDHAX and VIVIX is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.88 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 1998 | 0.91 |
Over the past year, the correlation between KDHAX and VIVIX has dropped to 0.71 - well below their long-term average of 0.91, suggesting their price drivers have been diverging.
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Return for Risk
KDHAX vs. VIVIX — Risk / Return Rank
KDHAX
VIVIX
KDHAX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DWS CROCI Equity Dividend Fd (KDHAX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.
| KDHAX | VIVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.51 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 4.58 | -2.18 |
| Martin ratioReturn relative to average drawdown | 6.34 | 17.67 | -11.33 |
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Drawdowns
KDHAX vs. VIVIX - Drawdown Comparison
The maximum KDHAX drawdown since its inception was -65.77%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for KDHAX and VIVIX.
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Drawdown Indicators
| KDHAX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.77% | -59.30% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -6.36% | -4.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.91% | -14.40% | -2.51% |
Max Drawdown (5Y)Largest decline over 5 years | -16.91% | -17.12% | +0.21% |
Max Drawdown (10Y)Largest decline over 10 years | -40.08% | -36.80% | -3.28% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -9.21% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 1.65% | +2.47% |
Volatility
KDHAX vs. VIVIX - Volatility Comparison
DWS CROCI Equity Dividend Fd (KDHAX) has a higher volatility of 4.53% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 2.83%. This indicates that KDHAX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KDHAX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 2.83% | +1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.88% | 7.83% | +2.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.49% | 10.33% | +3.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.15% | 13.86% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.88% | 16.70% | +0.18% |
KDHAX vs. VIVIX - Expense Ratio Comparison
KDHAX has a 1.01% expense ratio, which is higher than VIVIX's 0.03% expense ratio.
Dividends
KDHAX vs. VIVIX - Dividend Comparison
KDHAX's dividend yield for the trailing twelve months is around 13.45%, more than VIVIX's 1.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KDHAX DWS CROCI Equity Dividend Fd | 13.45% | 15.94% | 9.07% | 5.94% | 6.24% | 9.57% | 5.53% | 7.13% | 12.23% | 1.60% | 1.81% | 2.34% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.83% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Frequently Asked Questions
KDHAX and VIVIX have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KDHAX has higher volatility (4.53%) compared to VIVIX (2.83%). In terms of maximum drawdown, KDHAX dropped -65.77% vs VIVIX's -59.30%.
VIVIX currently has the higher Sharpe Ratio (2.83 vs 1.95), 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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