OXLC vs. VTSAX
Compare and contrast key facts about Oxford Lane Capital Corp. (OXLC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OXLC or VTSAX.
Key characteristics
| OXLC | VTSAX | |
|---|---|---|
| YTD Return | 17.69% | 10.91% |
| 1Y Return | 24.77% | 27.89% |
| 3Y Return (Ann) | 7.71% | 8.74% |
| 5Y Return (Ann) | 3.80% | 14.20% |
| 10Y Return (Ann) | 6.64% | 12.44% |
| Sharpe Ratio | 1.44 | 2.43 |
| Daily Std Dev | 16.33% | 11.99% |
| Max Drawdown | -74.58% | -55.34% |
| Current Drawdown | -5.27% | -0.13% |
Correlation
The correlation between OXLC and VTSAX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
OXLC vs. VTSAX - Performance Comparison
In the year-to-date period, OXLC achieves a 17.69% return, which is significantly higher than VTSAX's 10.91% return. Over the past 10 years, OXLC has underperformed VTSAX with an annualized return of 6.64%, while VTSAX has yielded a comparatively higher 12.44% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
OXLC vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oxford Lane Capital Corp. (OXLC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
Dividends
OXLC vs. VTSAX - Dividend Comparison
OXLC's dividend yield for the trailing twelve months is around 17.75%, more than VTSAX's 1.34% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OXLC Oxford Lane Capital Corp. | 17.75% | 18.83% | 17.75% | 10.51% | 22.46% | 19.85% | 16.70% | 17.91% | 22.84% | 24.10% | 16.72% | 12.61% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.34% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
OXLC vs. VTSAX - Drawdown Comparison
The maximum OXLC drawdown since its inception was -74.58%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for OXLC and VTSAX. For additional features, visit the drawdowns tool.
Volatility
OXLC vs. VTSAX - Volatility Comparison
Oxford Lane Capital Corp. (OXLC) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.51% and 3.40%, 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.