MXXVX vs. VSTSX

Last updated Jun 4, 2026

MXXVX (Matthew 25 Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, MXXVX returned 10.34%/yr vs 13.07%/yr for VSTSX. Their correlation of 0.85 suggests significant overlap in exposure. MXXVX charges 1.07%/yr vs 0.01%/yr for VSTSX.

Performance

MXXVX vs. VSTSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Matthew 25 Fund (MXXVX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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 MXXVX having a 12.14% return and VSTSX slightly lower at 11.99%.

MXXVX

• 1D: 0.53%
• 1M: 6.90%
• YTD: 12.14%
• 6M: 14.21%
• 1Y: 33.94%
• 3Y*: 27.05%
• 5Y*: 10.34%
• 10Y*: 14.28%

VSTSX

• 1D: 0.24%
• 1M: 5.76%
• YTD: 11.99%
• 6M: 11.89%
• 1Y: 29.14%
• 3Y*: 22.38%
• 5Y*: 13.07%
• 10Y*: —

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

MXXVX vs. VSTSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MXXVX Matthew 25 Fund	12.14%	18.64%	27.41%	36.76%	-30.19%	22.19%	12.77%	42.15%	-19.39%	23.51%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	11.99%	17.16%	23.27%	26.54%	-19.49%	25.75%	21.02%	30.81%	-5.15%	20.21%

Correlation

The correlation between MXXVX and VSTSX 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	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017	0.85

The correlation between MXXVX and VSTSX has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

Return for Risk

MXXVX vs. VSTSX — Risk / Return Rank

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

MXXVX

MXXVX Risk / Return Rank: 47
MXXVX Sharpe Ratio Rank: 45
MXXVX Sortino Ratio Rank: 40
MXXVX Omega Ratio Rank: 41
MXXVX Calmar Ratio Rank: 52
MXXVX Martin Ratio Rank: 54

VSTSX

VSTSX Risk / Return Rank: 72
VSTSX Sharpe Ratio Rank: 72
VSTSX Sortino Ratio Rank: 65
VSTSX Omega Ratio Rank: 63
VSTSX Calmar Ratio Rank: 75
VSTSX Martin Ratio Rank: 83

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.

MXXVX vs. VSTSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Matthew 25 Fund (MXXVX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.

	MXXVX	VSTSX	Difference
Sharpe ratio Return per unit of total volatility	1.98	2.47	-0.50
Sortino ratio Return per unit of downside risk	2.66	3.37	-0.70
Omega ratio Gain probability vs. loss probability	1.35	1.44	-0.10
Calmar ratio Return relative to maximum drawdown	2.76	3.38	-0.62
Martin ratio Return relative to average drawdown	11.03	15.60	-4.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXXVX vs. VSTSX - Sharpe Ratio Comparison

The current MXXVX Sharpe Ratio is 1.98, which is comparable to the VSTSX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of MXXVX and VSTSX, 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

	MXXVX	VSTSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.98	2.47	-0.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.03	0.76	-0.73
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.80	-0.73

Drawdowns

MXXVX vs. VSTSX - Drawdown Comparison

The maximum MXXVX drawdown since its inception was -96.53%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for MXXVX and VSTSX.

Drawdown Indicators

	MXXVX	VSTSX	Difference
Max Drawdown Largest peak-to-trough decline	-96.53%	-34.97%	-61.56%
Max Drawdown (1Y) Largest decline over 1 year	-12.84%	-8.92%	-3.92%
Max Drawdown (3Y) Largest decline over 3 years	-96.53%	-19.36%	-77.17%
Max Drawdown (5Y) Largest decline over 5 years	-96.53%	-25.35%	-71.18%
Max Drawdown (10Y) Largest decline over 10 years	-96.53%	—	—
Current Drawdown Current decline from peak	-94.05%	0.00%	-94.05%
Average Drawdown Average peak-to-trough decline	-14.30%	-4.89%	-9.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.21%	1.93%	+1.28%

Volatility

MXXVX vs. VSTSX - Volatility Comparison

Matthew 25 Fund (MXXVX) has a higher volatility of 5.25% compared to Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) at 2.95%. This indicates that MXXVX's price experiences larger fluctuations and is considered to be riskier than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MXXVX	VSTSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.25%	2.95%	+2.30%
Volatility (6M) Calculated over the trailing 6-month period	13.65%	9.19%	+4.46%
Volatility (1Y) Calculated over the trailing 1-year period	17.94%	12.19%	+5.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	383.12%	17.36%	+365.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	271.38%	18.76%	+252.62%

MXXVX vs. VSTSX - Expense Ratio Comparison

MXXVX has a 1.07% expense ratio, which is higher than VSTSX's 0.01% expense ratio.

Dividends

MXXVX vs. VSTSX - Dividend Comparison

MXXVX's dividend yield for the trailing twelve months is around 13.17%, more than VSTSX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MXXVX Matthew 25 Fund	13.17%	14.77%	7.24%	8.17%	7.84%	11.98%	11.20%	1.88%	19.45%	7.65%	9.66%	8.15%
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares	1.02%	1.13%	1.27%	1.43%	1.67%	1.23%	1.44%	1.79%	2.07%	1.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MXXVX and VSTSX in my portfolio?

MXXVX and VSTSX 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.

Which is riskier, MXXVX or VSTSX?

MXXVX has higher volatility (5.25%) compared to VSTSX (2.95%). In terms of maximum drawdown, MXXVX dropped -96.53% vs VSTSX's -34.97%.

Which has better risk-adjusted returns?

VSTSX currently has the higher Sharpe Ratio (2.47 vs 1.98), 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.