PortfoliosLab logoPortfoliosLab logo
POMIX vs. VFFSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

POMIX vs. VFFSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Equity Market Index Fund (POMIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

POMIX vs. VFFSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POMIX
T. Rowe Price Total Equity Market Index Fund
-6.71%18.47%23.48%26.38%-19.64%25.39%19.82%30.95%-5.57%18.11%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
-7.06%17.87%25.00%26.28%-18.14%29.24%18.35%31.88%-4.42%20.80%

Returns By Period

In the year-to-date period, POMIX achieves a -6.71% return, which is significantly higher than VFFSX's -7.06% return.


POMIX

1D
-0.45%
1M
-7.76%
YTD
-6.71%
6M
-3.17%
1Y
16.21%
3Y*
17.16%
5Y*
10.35%
10Y*
13.02%

VFFSX

1D
-0.39%
1M
-7.68%
YTD
-7.06%
6M
-4.59%
1Y
14.44%
3Y*
17.17%
5Y*
11.40%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


POMIX vs. VFFSX - Expense Ratio Comparison

POMIX has a 0.20% expense ratio, which is higher than VFFSX's 0.01% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

POMIX vs. VFFSX — Risk / Return Rank

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

POMIX
POMIX Risk / Return Rank: 5353
Overall Rank
POMIX Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
POMIX Sortino Ratio Rank: 5454
Sortino Ratio Rank
POMIX Omega Ratio Rank: 5757
Omega Ratio Rank
POMIX Calmar Ratio Rank: 4545
Calmar Ratio Rank
POMIX Martin Ratio Rank: 5757
Martin Ratio Rank

VFFSX
VFFSX Risk / Return Rank: 4646
Overall Rank
VFFSX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFFSX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFFSX Omega Ratio Rank: 5050
Omega Ratio Rank
VFFSX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFFSX Martin Ratio Rank: 5353
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.

POMIX vs. VFFSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Equity Market Index Fund (POMIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX). 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.


POMIXVFFSXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.84

+0.09

Sortino ratio

Return per unit of downside risk

1.44

1.30

+0.14

Omega ratio

Gain probability vs. loss probability

1.22

1.20

+0.02

Calmar ratio

Return relative to maximum drawdown

1.13

1.06

+0.07

Martin ratio

Return relative to average drawdown

5.46

5.14

+0.32

POMIX vs. VFFSX - Sharpe Ratio Comparison

The current POMIX Sharpe Ratio is 0.93, which is comparable to the VFFSX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of POMIX and VFFSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


POMIXVFFSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.84

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.68

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.75

-0.33

Correlation

The correlation between POMIX and VFFSX is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

POMIX vs. VFFSX - Dividend Comparison

POMIX's dividend yield for the trailing twelve months is around 3.53%, more than VFFSX's 1.24% yield.


TTM20252024202320222021202020192018201720162015
POMIX
T. Rowe Price Total Equity Market Index Fund
3.53%3.29%1.76%1.46%1.49%1.53%1.55%1.91%2.89%0.20%2.41%2.08%
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.24%1.14%1.24%1.46%1.70%1.61%1.56%2.15%2.09%1.81%0.00%0.00%

Drawdowns

POMIX vs. VFFSX - Drawdown Comparison

The maximum POMIX drawdown since its inception was -55.54%, which is greater than VFFSX's maximum drawdown of -33.82%. Use the drawdown chart below to compare losses from any high point for POMIX and VFFSX.


Loading graphics...

Drawdown Indicators


POMIXVFFSXDifference

Max Drawdown

Largest peak-to-trough decline

-55.54%

-33.82%

-21.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.46%

-12.12%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-25.56%

-24.51%

-1.05%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-8.83%

-8.90%

+0.07%

Average Drawdown

Average peak-to-trough decline

-10.71%

-4.57%

-6.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.49%

+0.43%

Volatility

POMIX vs. VFFSX - Volatility Comparison

T. Rowe Price Total Equity Market Index Fund (POMIX) and Vanguard 500 Index Fund Institutional Select Shares (VFFSX) have volatilities of 4.38% and 4.24%, 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.


Loading graphics...

Volatility by Period


POMIXVFFSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

4.24%

+0.14%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.08%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

18.58%

18.13%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

16.86%

+0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.48%

18.50%

-0.02%