PSX vs. VXF
PSX (Phillips 66) is a stock, while VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index. Over the past 10 years, PSX returned 12.88%/yr vs 12.08%/yr for VXF. At a 0.46 correlation, their price movements are largely independent.
Performance
PSX vs. VXF - Performance Comparison
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Returns By Period
In the year-to-date period, PSX achieves a 45.34% return, which is significantly higher than VXF's 13.78% return. Over the past 10 years, PSX has outperformed VXF with an annualized return of 12.88%, while VXF has yielded a comparatively lower 12.08% annualized return.
PSX
- 1D
- 1.16%
- 1M
- 4.23%
- YTD
- 45.34%
- 6M
- 34.11%
- 1Y
- 64.71%
- 3Y*
- 28.25%
- 5Y*
- 19.51%
- 10Y*
- 12.88%
VXF
- 1D
- -1.02%
- 1M
- 4.75%
- YTD
- 13.78%
- 6M
- 12.61%
- 1Y
- 28.88%
- 3Y*
- 19.75%
- 5Y*
- 6.53%
- 10Y*
- 12.08%
PSX vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 45.34% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
VXF Vanguard Extended Market ETF | 13.78% | 11.40% | 16.89% | 25.51% | -26.52% | 12.31% | 32.45% | 27.96% | -9.34% | 18.06% |
Correlation
The correlation between PSX and VXF is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.46 |
Over the past year, the correlation between PSX and VXF has dropped to 0.07 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
PSX vs. VXF — Risk / Return Rank
PSX
VXF
PSX vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Phillips 66 (PSX) and Vanguard Extended Market ETF (VXF). 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.
| PSX | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.50 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 2.84 | +0.92 |
| Martin ratioReturn relative to average drawdown | 10.90 | 10.07 | +0.83 |
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
| PSX | VXF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 1.69 | +0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.29 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.54 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.46 | +0.05 |
Drawdowns
PSX vs. VXF - Drawdown Comparison
The maximum PSX drawdown since its inception was -64.21%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for PSX and VXF.
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Drawdown Indicators
| PSX | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.21% | -58.03% | -6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.28% | -10.21% | -7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -44.37% | -26.92% | -17.45% |
Max Drawdown (5Y)Largest decline over 5 years | -44.37% | -36.39% | -7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -64.21% | -41.72% | -22.49% |
Current DrawdownCurrent decline from peak | -1.20% | -1.02% | -0.18% |
Average DrawdownAverage peak-to-trough decline | -14.75% | -9.55% | -5.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.96% | 2.87% | +3.09% |
Volatility
PSX vs. VXF - Volatility Comparison
Phillips 66 (PSX) has a higher volatility of 9.67% compared to Vanguard Extended Market ETF (VXF) at 4.87%. This indicates that PSX's price experiences larger fluctuations and is considered to be riskier than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PSX | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.67% | 4.87% | +4.80% |
Volatility (6M)Calculated over the trailing 6-month period | 23.68% | 12.44% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.66% | 17.22% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.22% | 22.33% | +10.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.31% | 22.29% | +13.02% |
Dividends
PSX vs. VXF - Dividend Comparison
PSX's dividend yield for the trailing twelve months is around 2.67%, more than VXF's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.67% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
VXF Vanguard Extended Market ETF | 1.02% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
PSX and VXF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (9.67%) compared to VXF (4.87%). In terms of maximum drawdown, PSX dropped -64.21% vs VXF's -58.03%.
PSX currently has the higher Sharpe Ratio (2.19 vs 1.69), 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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