ORI vs. VXF
ORI (Old Republic International Corporation) is a stock, while VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index. Over the past 10 years, ORI returned 14.96%/yr vs 12.08%/yr for VXF. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
ORI vs. VXF - Performance Comparison
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Returns By Period
In the year-to-date period, ORI achieves a -13.49% return, which is significantly lower than VXF's 13.78% return. Over the past 10 years, ORI has outperformed VXF with an annualized return of 14.96%, while VXF has yielded a comparatively lower 12.08% annualized return.
ORI
- 1D
- -0.24%
- 1M
- -3.77%
- YTD
- -13.49%
- 6M
- -9.97%
- 1Y
- 5.72%
- 3Y*
- 22.36%
- 5Y*
- 15.59%
- 10Y*
- 14.96%
VXF
- 1D
- -1.02%
- 1M
- 4.75%
- YTD
- 13.78%
- 6M
- 12.61%
- 1Y
- 28.88%
- 3Y*
- 19.75%
- 5Y*
- 6.53%
- 10Y*
- 12.08%
ORI vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | -13.49% | 37.50% | 27.10% | 26.32% | 6.68% | 44.92% | -7.64% | 17.75% | 4.85% | 16.87% |
VXF Vanguard Extended Market ETF | 13.78% | 11.40% | 16.89% | 25.51% | -26.52% | 12.31% | 32.45% | 27.96% | -9.34% | 18.06% |
Correlation
The correlation between ORI and VXF is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 7, 2002 | 0.57 |
Over the past year, the correlation between ORI and VXF has dropped to 0.17 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
ORI vs. VXF — Risk / Return Rank
ORI
VXF
ORI vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Republic International Corporation (ORI) and Vanguard Extended Market ETF (VXF). 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.
| ORI | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.84 | -2.49 |
| Martin ratioReturn relative to average drawdown | 0.95 | 10.07 | -9.12 |
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
| ORI | VXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.25 | 1.69 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.29 | +0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.54 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.46 | -0.04 |
Drawdowns
ORI vs. VXF - Drawdown Comparison
The maximum ORI drawdown since its inception was -66.19%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for ORI and VXF.
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Drawdown Indicators
| ORI | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.19% | -58.03% | -8.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -10.21% | -5.97% |
Max Drawdown (3Y)Largest decline over 3 years | -16.18% | -26.92% | +10.74% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -36.39% | +16.03% |
Max Drawdown (10Y)Largest decline over 10 years | -47.78% | -41.72% | -6.06% |
Current DrawdownCurrent decline from peak | -15.31% | -1.02% | -14.29% |
Average DrawdownAverage peak-to-trough decline | -14.54% | -9.55% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.06% | 2.87% | +3.19% |
Volatility
ORI vs. VXF - Volatility Comparison
Old Republic International Corporation (ORI) has a higher volatility of 5.41% compared to Vanguard Extended Market ETF (VXF) at 4.87%. This indicates that ORI's price experiences larger fluctuations and is considered to be riskier than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORI | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.41% | 4.87% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 17.96% | 12.44% | +5.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 17.22% | +5.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.22% | 22.33% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.12% | 22.29% | +3.83% |
Dividends
ORI vs. VXF - Dividend Comparison
ORI's dividend yield for the trailing twelve months is around 9.95%, more than VXF's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | 9.95% | 6.92% | 2.93% | 3.33% | 7.95% | 13.75% | 4.26% | 8.05% | 8.65% | 3.55% | 3.95% | 3.97% |
VXF Vanguard Extended Market ETF | 1.02% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
ORI and VXF have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORI has higher volatility (5.41%) compared to VXF (4.87%). In terms of maximum drawdown, ORI dropped -66.19% vs VXF's -58.03%.
VXF currently has the higher Sharpe Ratio (1.69 vs 0.25), 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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