NYVTX vs. VOO
Compare and contrast key facts about Davis New York Venture Fund (NYVTX) and Vanguard S&P 500 ETF (VOO).
NYVTX is managed by Davis Funds. It was launched on Feb 17, 1969. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
NYVTX vs. VOO - Performance Comparison
Loading graphics...
NYVTX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | -0.07% | 26.83% | 17.27% | 30.14% | -17.54% | 12.47% | 11.42% | 30.99% | -12.99% | 22.18% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, NYVTX achieves a -0.07% return, which is significantly higher than VOO's -3.66% return. Over the past 10 years, NYVTX has underperformed VOO with an annualized return of 12.57%, while VOO has yielded a comparatively higher 14.14% annualized return.
NYVTX
- 1D
- 2.34%
- 1M
- -3.99%
- YTD
- -0.07%
- 6M
- 7.52%
- 1Y
- 24.23%
- 3Y*
- 22.27%
- 5Y*
- 9.27%
- 10Y*
- 12.57%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
NYVTX vs. VOO - Expense Ratio Comparison
NYVTX has a 0.89% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
NYVTX vs. VOO — Risk / Return Rank
NYVTX
VOO
NYVTX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Davis New York Venture Fund (NYVTX) and Vanguard S&P 500 ETF (VOO). 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.
| NYVTX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 1.01 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.53 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.08 | 1.55 | +0.53 |
Martin ratioReturn relative to average drawdown | 8.93 | 7.31 | +1.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NYVTX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.01 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.71 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.79 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.83 | -0.35 |
Correlation
The correlation between NYVTX and VOO is 0.89, 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. VOO - Dividend Comparison
NYVTX's dividend yield for the trailing twelve months is around 11.47%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NYVTX Davis New York Venture Fund | 11.47% | 11.46% | 21.31% | 7.92% | 7.48% | 21.93% | 5.88% | 7.54% | 24.08% | 8.32% | 12.85% | 22.97% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
NYVTX vs. VOO - Drawdown Comparison
The maximum NYVTX drawdown since its inception was -58.56%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for NYVTX and VOO.
Loading graphics...
Drawdown Indicators
| NYVTX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.56% | -33.99% | -24.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.07% | -11.98% | -0.09% |
Max Drawdown (5Y)Largest decline over 5 years | -32.62% | -24.52% | -8.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.98% | -33.99% | -2.99% |
Current DrawdownCurrent decline from peak | -5.52% | -5.55% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -3.72% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.55% | +0.26% |
Volatility
NYVTX vs. VOO - Volatility Comparison
The current volatility for Davis New York Venture Fund (NYVTX) is 4.93%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.34%. This indicates that NYVTX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| NYVTX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.34% | -0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.93% | 9.47% | +0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.41% | 18.11% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 16.82% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 17.99% | +2.08% |