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SEQUX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SEQUX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sequoia Fund (SEQUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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SEQUX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SEQUX
Sequoia Fund
-11.04%22.01%20.77%27.83%-30.61%25.35%23.54%29.18%-3.09%20.04%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-4.35%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, SEQUX achieves a -11.04% return, which is significantly lower than VFIAX's -4.35% return. Over the past 10 years, SEQUX has underperformed VFIAX with an annualized return of 10.90%, while VFIAX has yielded a comparatively higher 14.04% annualized return.


SEQUX

1D
2.43%
1M
-8.69%
YTD
-11.04%
6M
-11.20%
1Y
3.21%
3Y*
16.52%
5Y*
5.74%
10Y*
10.90%

VFIAX

1D
2.92%
1M
-5.03%
YTD
-4.35%
6M
-2.16%
1Y
17.30%
3Y*
18.27%
5Y*
11.75%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SEQUX vs. VFIAX - Expense Ratio Comparison

SEQUX has a 1.00% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Return for Risk

SEQUX vs. VFIAX — Risk / Return Rank

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

SEQUX
SEQUX Risk / Return Rank: 99
Overall Rank
SEQUX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SEQUX Sortino Ratio Rank: 99
Sortino Ratio Rank
SEQUX Omega Ratio Rank: 99
Omega Ratio Rank
SEQUX Calmar Ratio Rank: 99
Calmar Ratio Rank
SEQUX Martin Ratio Rank: 1010
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 5959
Overall Rank
VFIAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5656
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 7676
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.

SEQUX vs. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sequoia Fund (SEQUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


SEQUXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.25

0.97

-0.72

Sortino ratio

Return per unit of downside risk

0.45

1.49

-1.04

Omega ratio

Gain probability vs. loss probability

1.06

1.23

-0.17

Calmar ratio

Return relative to maximum drawdown

0.19

1.52

-1.33

Martin ratio

Return relative to average drawdown

0.71

7.29

-6.59

SEQUX vs. VFIAX - Sharpe Ratio Comparison

The current SEQUX Sharpe Ratio is 0.25, which is lower than the VFIAX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of SEQUX and VFIAX, 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


SEQUXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.25

0.97

-0.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.70

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.78

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.44

+0.24

Correlation

The correlation between SEQUX and VFIAX is 0.82, 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

SEQUX vs. VFIAX - Dividend Comparison

SEQUX's dividend yield for the trailing twelve months is around 10.92%, more than VFIAX's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SEQUX
Sequoia Fund
10.92%9.72%4.97%0.00%3.09%14.82%13.50%8.14%25.71%13.72%18.84%5.07%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.18%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

SEQUX vs. VFIAX - Drawdown Comparison

The maximum SEQUX drawdown since its inception was -45.81%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for SEQUX and VFIAX.


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Drawdown Indicators


SEQUXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.81%

-55.20%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-16.62%

-12.12%

-4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-38.07%

-24.53%

-13.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.07%

-33.83%

-4.24%

Current Drawdown

Current decline from peak

-14.59%

-6.24%

-8.35%

Average Drawdown

Average peak-to-trough decline

-7.55%

-9.46%

+1.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.48%

2.52%

+1.96%

Volatility

SEQUX vs. VFIAX - Volatility Comparison

Sequoia Fund (SEQUX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 5.31% and 5.35%, 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.


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Volatility by Period


SEQUXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

5.35%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

9.53%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

16.36%

18.32%

-1.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

16.91%

+0.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.87%

18.05%

-0.18%