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PFX vs. VEA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PFX vs. VEA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PhenixFIN Corporation (PFX) and Vanguard FTSE Developed Markets ETF (VEA). The values are adjusted to include any dividend payments, if applicable.

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PFX vs. VEA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PFX
PhenixFIN Corporation
-11.59%-10.14%23.30%36.06%-25.52%47.74%-35.07%-14.53%-42.50%-22.50%
VEA
Vanguard FTSE Developed Markets ETF
2.75%35.16%3.15%17.93%-15.34%11.66%9.71%22.62%-14.75%26.42%

Returns By Period

In the year-to-date period, PFX achieves a -11.59% return, which is significantly lower than VEA's 2.75% return. Over the past 10 years, PFX has underperformed VEA with an annualized return of -7.60%, while VEA has yielded a comparatively higher 9.37% annualized return.


PFX

1D
-3.73%
1M
-16.89%
YTD
-11.59%
6M
-17.98%
1Y
-27.67%
3Y*
3.80%
5Y*
4.61%
10Y*
-7.60%

VEA

1D
3.30%
1M
-8.61%
YTD
2.75%
6M
8.94%
1Y
30.06%
3Y*
16.07%
5Y*
8.57%
10Y*
9.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

PFX vs. VEA — Risk / Return Rank

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

PFX
PFX Risk / Return Rank: 44
Overall Rank
PFX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
PFX Sortino Ratio Rank: 77
Sortino Ratio Rank
PFX Omega Ratio Rank: 66
Omega Ratio Rank
PFX Calmar Ratio Rank: 11
Calmar Ratio Rank
PFX Martin Ratio Rank: 33
Martin Ratio Rank

VEA
VEA Risk / Return Rank: 8787
Overall Rank
VEA Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VEA Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEA Omega Ratio Rank: 8888
Omega Ratio Rank
VEA Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEA Martin Ratio Rank: 8787
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.

PFX vs. VEA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PhenixFIN Corporation (PFX) and Vanguard FTSE Developed Markets ETF (VEA). 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.


PFXVEADifference

Sharpe ratio

Return per unit of total volatility

-0.96

1.72

-2.68

Sortino ratio

Return per unit of downside risk

-1.38

2.35

-3.73

Omega ratio

Gain probability vs. loss probability

0.81

1.35

-0.54

Calmar ratio

Return relative to maximum drawdown

-1.00

2.50

-3.50

Martin ratio

Return relative to average drawdown

-1.82

9.82

-11.64

PFX vs. VEA - Sharpe Ratio Comparison

The current PFX Sharpe Ratio is -0.96, which is lower than the VEA Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of PFX and VEA, 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


PFXVEADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

1.72

-2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

0.53

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.54

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.22

-0.34

Correlation

The correlation between PFX and VEA is 0.23, 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.


Dividends

PFX vs. VEA - Dividend Comparison

PFX has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 2.93%.


TTM20252024202320222021202020192018201720162015
PFX
PhenixFIN Corporation
0.00%3.24%2.59%0.00%0.39%0.00%0.00%4.72%17.29%13.41%13.85%15.96%
VEA
Vanguard FTSE Developed Markets ETF
2.93%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%

Drawdowns

PFX vs. VEA - Drawdown Comparison

The maximum PFX drawdown since its inception was -95.38%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for PFX and VEA.


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Drawdown Indicators


PFXVEADifference

Max Drawdown

Largest peak-to-trough decline

-95.38%

-60.68%

-34.70%

Max Drawdown (1Y)

Largest decline over 1 year

-25.39%

-11.63%

-13.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.17%

-29.71%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-94.31%

-35.73%

-58.58%

Current Drawdown

Current decline from peak

-72.57%

-8.71%

-63.86%

Average Drawdown

Average peak-to-trough decline

-46.53%

-13.40%

-33.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.16%

2.96%

+12.20%

Volatility

PFX vs. VEA - Volatility Comparison

PhenixFIN Corporation (PFX) has a higher volatility of 13.32% compared to Vanguard FTSE Developed Markets ETF (VEA) at 8.41%. This indicates that PFX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PFXVEADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.32%

8.41%

+4.91%

Volatility (6M)

Calculated over the trailing 6-month period

26.31%

11.57%

+14.74%

Volatility (1Y)

Calculated over the trailing 1-year period

28.78%

17.62%

+11.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.51%

16.30%

+8.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.05%

17.26%

+32.79%