PFX vs. VEA
PFX (PhenixFIN Corporation) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, PFX returned -7.73%/yr vs 10.05%/yr for VEA. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
PFX vs. VEA - Performance Comparison
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Returns By Period
In the year-to-date period, PFX achieves a -1.76% return, which is significantly lower than VEA's 13.84% return. Over the past 10 years, PFX has underperformed VEA with an annualized return of -7.73%, while VEA has yielded a comparatively higher 10.05% annualized return.
PFX
- 1D
- 0.00%
- 1M
- 1.82%
- 6M
- -2.59%
- YTD
- -1.76%
- 1Y
- -13.67%
- 3Y*
- 8.49%
- 5Y*
- 2.83%
- 10Y*
- -7.73%
- ALL TIME*
- -4.53%
VEA
- 1D
- -0.66%
- 1M
- -0.27%
- 6M
- 7.42%
- YTD
- 13.84%
- 1Y
- 29.71%
- 3Y*
- 18.08%
- 5Y*
- 9.76%
- 10Y*
- 10.05%
- ALL TIME*
- 5.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.07M | $575.89K | $245.62K | |
| $674.44M | $796.70M | $806.62M |
PFX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | -1.76% | -10.14% | 23.30% | 36.06% | -25.52% | 47.74% | -35.07% | -14.53% | -42.50% | -22.50% |
VEA Vanguard FTSE Developed Markets ETF | 13.84% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between PFX and VEA is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.23 |
Over the past year, the correlation between PFX and VEA has dropped to 0.02 - well below their long-term average of 0.23, suggesting their price drivers have been diverging.
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Return for Risk
PFX vs. VEA — Risk / Return Rank
PFX
VEA
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| PFX | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.65 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.31 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.51 | 2.53 | -3.03 |
| Martin ratioReturn relative to average drawdown | -0.88 | 9.44 | -10.33 |
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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
| PFX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.38% | -60.68% | -34.70% |
Max Drawdown (1Y)Largest decline over 1 year | -23.93% | -11.63% | -12.30% |
Max Drawdown (3Y)Largest decline over 3 years | -29.57% | -13.45% | -16.12% |
Max Drawdown (5Y)Largest decline over 5 years | -29.57% | -29.71% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -94.31% | -35.73% | -58.58% |
Current DrawdownCurrent decline from peak | -69.52% | -2.45% | -67.07% |
Average DrawdownAverage peak-to-trough decline | -47.04% | -13.20% | -33.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.69% | 3.10% | +10.59% |
Volatility
PFX vs. VEA - Volatility Comparison
PhenixFIN Corporation (PFX) has a higher volatility of 17.08% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.40%. 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
| PFX | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.08% | 5.40% | +11.68% |
Volatility (6M)Calculated over the trailing 6-month period | 31.04% | 15.40% | +15.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.69% | 17.25% | +18.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.11% | 16.84% | +9.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.44% | 17.21% | +33.23% |
Dividends
PFX vs. VEA - Dividend Comparison
PFX's dividend yield for the trailing twelve months is around 0.95%, less than VEA's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PFX PhenixFIN Corporation | 0.95% | 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 | 2.57% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
PFX and VEA have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PFX has higher volatility (17.08%) compared to VEA (5.40%). In terms of maximum drawdown, PFX dropped -95.38% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.71 vs -0.34), 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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