MNRMX vs. VFFSX
MNRMX (Manor Investment Funds Manor Fund) and VFFSX (Vanguard 500 Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, MNRMX returned 11.71%/yr vs 14.27%/yr for VFFSX. Their correlation of 0.91 suggests significant overlap in exposure. MNRMX charges 1.25%/yr vs 0.01%/yr for VFFSX.
Performance
MNRMX vs. VFFSX - Performance Comparison
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Returns By Period
In the year-to-date period, MNRMX achieves a 16.46% return, which is significantly higher than VFFSX's 11.71% return.
MNRMX
- 1D
- 0.88%
- 1M
- 6.06%
- YTD
- 16.46%
- 6M
- 15.57%
- 1Y
- 37.63%
- 3Y*
- 21.29%
- 5Y*
- 11.71%
- 10Y*
- 11.51%
VFFSX
- 1D
- 0.13%
- 1M
- 5.80%
- YTD
- 11.71%
- 6M
- 11.74%
- 1Y
- 28.99%
- 3Y*
- 22.76%
- 5Y*
- 14.27%
- 10Y*
- —
MNRMX vs. VFFSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MNRMX Manor Investment Funds Manor Fund | 16.46% | 20.62% | 12.32% | 13.77% | -10.73% | 29.52% | 5.94% | 31.64% | -19.36% | 20.46% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 11.71% | 17.87% | 25.00% | 26.28% | -18.14% | 29.24% | 18.35% | 31.88% | -4.42% | 20.80% |
Correlation
The correlation between MNRMX and VFFSX is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.91 |
The correlation between MNRMX and VFFSX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
MNRMX vs. VFFSX — Risk / Return Rank
MNRMX
VFFSX
MNRMX vs. VFFSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manor Investment Funds Manor Fund (MNRMX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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.
| MNRMX | VFFSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.70 | 2.52 | +0.18 |
Sortino ratioReturn per unit of downside risk | 3.59 | 3.42 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.46 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 5.42 | 3.36 | +2.06 |
Martin ratioReturn relative to average drawdown | 22.99 | 15.70 | +7.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MNRMX | VFFSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 2.52 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.85 | -0.76 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.86 | -0.73 |
Drawdowns
MNRMX vs. VFFSX - Drawdown Comparison
The maximum MNRMX drawdown since its inception was -78.38%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for MNRMX and VFFSX.
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Drawdown Indicators
| MNRMX | VFFSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.38% | -33.82% | -44.56% |
Max Drawdown (1Y)Largest decline over 1 year | -7.20% | -8.90% | +1.70% |
Max Drawdown (3Y)Largest decline over 3 years | -78.38% | -18.75% | -59.63% |
Max Drawdown (5Y)Largest decline over 5 years | -78.38% | -24.51% | -53.87% |
Max Drawdown (10Y)Largest decline over 10 years | -78.38% | — | — |
Current DrawdownCurrent decline from peak | -63.70% | 0.00% | -63.70% |
Average DrawdownAverage peak-to-trough decline | -12.52% | -4.50% | -8.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.69% | 1.90% | -0.21% |
Volatility
MNRMX vs. VFFSX - Volatility Comparison
Manor Investment Funds Manor Fund (MNRMX) has a higher volatility of 3.58% compared to Vanguard 500 Index Fund Institutional Select Shares (VFFSX) at 2.83%. This indicates that MNRMX's price experiences larger fluctuations and is considered to be riskier than VFFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MNRMX | VFFSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.58% | 2.83% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.47% | 8.98% | +2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.45% | 11.86% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 127.18% | 16.90% | +110.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.12% | 18.41% | +72.71% |
MNRMX vs. VFFSX - Expense Ratio Comparison
MNRMX has a 1.25% expense ratio, which is higher than VFFSX's 0.01% expense ratio.
Dividends
MNRMX vs. VFFSX - Dividend Comparison
MNRMX's dividend yield for the trailing twelve months is around 7.12%, more than VFFSX's 1.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MNRMX Manor Investment Funds Manor Fund | 7.12% | 8.30% | 0.00% | 1.00% | 4.66% | 3.46% | 1.77% | 1.14% | 4.92% | 1.03% | 10.51% | 5.71% |
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.03% | 1.14% | 1.24% | 1.46% | 1.70% | 1.61% | 1.56% | 2.15% | 2.09% | 1.81% | 0.00% | 0.00% |
Frequently Asked Questions
MNRMX and VFFSX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MNRMX has higher volatility (3.58%) compared to VFFSX (2.83%). In terms of maximum drawdown, MNRMX dropped -78.38% vs VFFSX's -33.82%.
MNRMX currently has the higher Sharpe Ratio (2.70 vs 2.52), 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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