TSWEX vs. VIVIX
Compare and contrast key facts about TSW Large Cap Value Fund (TSWEX) and Vanguard Value Index Fund Institutional Shares (VIVIX).
TSWEX is managed by TS&W Funds. It was launched on Jul 17, 1992. VIVIX is managed by Vanguard. It was launched on Jul 2, 1998.
Performance
TSWEX vs. VIVIX - Performance Comparison
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TSWEX vs. VIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 1.69% | 2.29% | 11.12% | 6.47% | 0.85% | 25.23% | 7.37% | 21.26% | -1.91% | 14.52% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.63% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Returns By Period
The year-to-date returns for both stocks are quite close, with TSWEX having a 1.69% return and VIVIX slightly lower at 1.63%. Over the past 10 years, TSWEX has underperformed VIVIX with an annualized return of 9.26%, while VIVIX has yielded a comparatively higher 11.62% annualized return.
TSWEX
- 1D
- -0.23%
- 1M
- -5.36%
- YTD
- 1.69%
- 6M
- -9.88%
- 1Y
- -3.20%
- 3Y*
- 7.85%
- 5Y*
- 6.72%
- 10Y*
- 9.26%
VIVIX
- 1D
- -0.17%
- 1M
- -6.36%
- YTD
- 1.63%
- 6M
- 4.64%
- 1Y
- 14.18%
- 3Y*
- 14.46%
- 5Y*
- 10.63%
- 10Y*
- 11.62%
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TSWEX vs. VIVIX - Expense Ratio Comparison
TSWEX has a 0.75% expense ratio, which is higher than VIVIX's 0.04% expense ratio.
Return for Risk
TSWEX vs. VIVIX — Risk / Return Rank
TSWEX
VIVIX
TSWEX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TSW Large Cap Value Fund (TSWEX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.
| TSWEX | VIVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.18 | 1.04 | -1.22 |
Sortino ratioReturn per unit of downside risk | -0.08 | 1.50 | -1.58 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.22 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.25 | -1.24 |
Martin ratioReturn relative to average drawdown | 0.01 | 5.67 | -5.66 |
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
| TSWEX | VIVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 1.04 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.77 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.70 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.39 | +0.07 |
Correlation
The correlation between TSWEX and VIVIX is 0.93, 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
TSWEX vs. VIVIX - Dividend Comparison
TSWEX's dividend yield for the trailing twelve months is around 0.67%, less than VIVIX's 2.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSWEX TSW Large Cap Value Fund | 0.67% | 1.05% | 8.86% | 8.12% | 12.42% | 13.07% | 5.12% | 4.40% | 16.09% | 8.52% | 11.06% | 6.91% |
VIVIX Vanguard Value Index Fund Institutional Shares | 2.06% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Drawdowns
TSWEX vs. VIVIX - Drawdown Comparison
The maximum TSWEX drawdown since its inception was -53.14%, smaller than the maximum VIVIX drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for TSWEX and VIVIX.
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Drawdown Indicators
| TSWEX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.14% | -59.30% | +6.16% |
Max Drawdown (1Y)Largest decline over 1 year | -14.35% | -11.29% | -3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.34% | -17.12% | +0.78% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -36.80% | +2.90% |
Current DrawdownCurrent decline from peak | -12.50% | -6.36% | -6.14% |
Average DrawdownAverage peak-to-trough decline | -7.36% | -9.31% | +1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.19% | 2.48% | +3.71% |
Volatility
TSWEX vs. VIVIX - Volatility Comparison
The current volatility for TSW Large Cap Value Fund (TSWEX) is 2.96%, while Vanguard Value Index Fund Institutional Shares (VIVIX) has a volatility of 3.27%. This indicates that TSWEX experiences smaller price fluctuations and is considered to be less risky than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSWEX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.96% | 3.27% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 16.42% | 7.52% | +8.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.69% | 14.82% | +6.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.83% | 13.90% | +0.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 16.74% | -0.40% |