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NYVTX vs. VIIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NYVTX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Davis New York Venture Fund (NYVTX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

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NYVTX vs. VIIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NYVTX
Davis New York Venture Fund
-2.35%26.83%17.27%30.14%-17.54%12.47%11.42%30.99%-12.99%22.18%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
-7.06%17.87%26.29%25.79%-18.14%28.69%18.41%31.48%-4.41%21.82%

Returns By Period

In the year-to-date period, NYVTX achieves a -2.35% return, which is significantly higher than VIIIX's -7.06% return. Over the past 10 years, NYVTX has underperformed VIIIX with an annualized return of 12.31%, while VIIIX has yielded a comparatively higher 13.82% annualized return.


NYVTX

1D
0.36%
1M
-6.58%
YTD
-2.35%
6M
5.59%
1Y
21.76%
3Y*
21.33%
5Y*
9.12%
10Y*
12.31%

VIIIX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.57%
5Y*
11.54%
10Y*
13.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NYVTX vs. VIIIX - Expense Ratio Comparison

NYVTX has a 0.89% expense ratio, which is higher than VIIIX's 0.02% expense ratio.


Return for Risk

NYVTX vs. VIIIX — Risk / Return Rank

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

NYVTX
NYVTX Risk / Return Rank: 7171
Overall Rank
NYVTX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NYVTX Sortino Ratio Rank: 7272
Sortino Ratio Rank
NYVTX Omega Ratio Rank: 7171
Omega Ratio Rank
NYVTX Calmar Ratio Rank: 7070
Calmar Ratio Rank
NYVTX Martin Ratio Rank: 7373
Martin Ratio Rank

VIIIX
VIIIX Risk / Return Rank: 4646
Overall Rank
VIIIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIIIX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VIIIX Omega Ratio Rank: 5050
Omega Ratio Rank
VIIIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VIIIX Martin Ratio Rank: 5353
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.

NYVTX vs. VIIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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.


NYVTXVIIIXDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.84

+0.38

Sortino ratio

Return per unit of downside risk

1.76

1.30

+0.46

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

1.60

1.06

+0.55

Martin ratio

Return relative to average drawdown

6.94

5.14

+1.80

NYVTX vs. VIIIX - Sharpe Ratio Comparison

The current NYVTX Sharpe Ratio is 1.22, which is higher than the VIIIX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of NYVTX and VIIIX, 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


NYVTXVIIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.84

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.69

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.77

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.46

+0.02

Correlation

The correlation between NYVTX and VIIIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NYVTX vs. VIIIX - Dividend Comparison

NYVTX's dividend yield for the trailing twelve months is around 11.74%, more than VIIIX's 2.90% yield.


TTM20252024202320222021202020192018201720162015
NYVTX
Davis New York Venture Fund
11.74%11.46%21.31%7.92%7.48%21.93%5.88%7.54%24.08%8.32%12.85%22.97%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.90%2.11%3.66%2.66%3.39%4.79%3.07%2.86%2.45%1.84%2.38%2.47%

Drawdowns

NYVTX vs. VIIIX - Drawdown Comparison

The maximum NYVTX drawdown since its inception was -58.56%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for NYVTX and VIIIX.


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Drawdown Indicators


NYVTXVIIIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.56%

-55.18%

-3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.07%

-12.12%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-32.62%

-24.50%

-8.12%

Max Drawdown (10Y)

Largest decline over 10 years

-36.98%

-33.79%

-3.19%

Current Drawdown

Current decline from peak

-7.68%

-8.90%

+1.22%

Average Drawdown

Average peak-to-trough decline

-10.21%

-10.07%

-0.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

2.49%

+0.30%

Volatility

NYVTX vs. VIIIX - Volatility Comparison

Davis New York Venture Fund (NYVTX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) have volatilities of 4.18% and 4.24%, 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.


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Volatility by Period


NYVTXVIIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.24%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.08%

+0.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.31%

18.13%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

16.85%

+2.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.06%

18.02%

+2.04%