PFX vs. VEA
Compare and contrast key facts about PhenixFIN Corporation (PFX) and Vanguard FTSE Developed Markets ETF (VEA).
VEA is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Jul 20, 2007.
Performance
PFX vs. VEA - Performance Comparison
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PFX vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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.
| PFX | VEA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.96 | 1.72 | -2.68 |
Sortino ratioReturn per unit of downside risk | -1.38 | 2.35 | -3.73 |
Omega ratioGain probability vs. loss probability | 0.81 | 1.35 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | -1.00 | 2.50 | -3.50 |
Martin ratioReturn relative to average drawdown | -1.82 | 9.82 | -11.64 |
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
| PFX | VEA | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| PFX | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -72.57% | -8.71% | -63.86% |
Average DrawdownAverage peak-to-trough decline | -46.53% | -13.40% | -33.13% |
Ulcer IndexDepth 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
| PFX | VEA | Difference | |
|---|---|---|---|
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% |