UVV vs. VXF

Last updated Jun 3, 2026

UVV (Universal Corporation) 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, UVV returned 5.39%/yr vs 12.19%/yr for VXF. At a 0.45 correlation, their price movements are largely independent.

Performance

UVV vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Universal Corporation (UVV) and Vanguard Extended Market ETF (VXF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, UVV achieves a 6.32% return, which is significantly lower than VXF's 14.95% return. Over the past 10 years, UVV has underperformed VXF with an annualized return of 5.39%, while VXF has yielded a comparatively higher 12.19% annualized return.

UVV

• 1D: 0.46%
• 1M: 0.24%
• YTD: 6.32%
• 6M: 5.82%
• 1Y: -11.53%
• 3Y*: 7.22%
• 5Y*: 4.86%
• 10Y*: 5.39%

VXF

• 1D: 1.09%
• 1M: 5.51%
• YTD: 14.95%
• 6M: 15.28%
• 1Y: 32.08%
• 3Y*: 20.16%
• 5Y*: 6.92%
• 10Y*: 12.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

UVV vs. VXF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
UVV Universal Corporation	6.32%	2.27%	-13.39%	35.79%	1.82%	19.59%	-8.96%	11.08%	7.79%	-14.79%
VXF Vanguard Extended Market ETF	14.95%	11.40%	16.89%	25.51%	-26.52%	12.31%	32.45%	27.96%	-9.34%	18.06%

Correlation

The correlation between UVV 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	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jan 7, 2002	0.45

Over the past year, the correlation between UVV and VXF has dropped to 0.07 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

Return for Risk

UVV vs. VXF — Risk / Return Rank

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

UVV

UVV Risk / Return Rank: 20
UVV Sharpe Ratio Rank: 19
UVV Sortino Ratio Rank: 19
UVV Omega Ratio Rank: 18
UVV Calmar Ratio Rank: 20
UVV Martin Ratio Rank: 25

VXF

VXF Risk / Return Rank: 57
VXF Sharpe Ratio Rank: 54
VXF Sortino Ratio Rank: 54
VXF Omega Ratio Rank: 51
VXF Calmar Ratio Rank: 63
VXF Martin Ratio Rank: 62

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.

UVV vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Corporation (UVV) 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.

	UVV	VXF	Difference
Sharpe ratio Return per unit of total volatility	-0.48	1.88	-2.36
Sortino ratio Return per unit of downside risk	-0.48	2.61	-3.09
Omega ratio Gain probability vs. loss probability	0.93	1.32	-0.39
Calmar ratio Return relative to maximum drawdown	-0.57	3.16	-3.73
Martin ratio Return relative to average drawdown	-0.81	11.24	-12.05
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UVV vs. VXF - Sharpe Ratio Comparison

The current UVV Sharpe Ratio is -0.48, which is lower than the VXF Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of UVV and VXF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	UVV	VXF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	1.88	-2.36
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	0.31	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.19	0.55	-0.36
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.46	-0.18

Drawdowns

UVV vs. VXF - Drawdown Comparison

The maximum UVV drawdown since its inception was -69.75%, which is greater than VXF's maximum drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for UVV and VXF.

Drawdown Indicators

	UVV	VXF	Difference
Max Drawdown Largest peak-to-trough decline	-69.75%	-58.03%	-11.72%
Max Drawdown (1Y) Largest decline over 1 year	-16.79%	-10.21%	-6.58%
Max Drawdown (3Y) Largest decline over 3 years	-29.70%	-26.92%	-2.78%
Max Drawdown (5Y) Largest decline over 5 years	-29.70%	-36.39%	+6.69%
Max Drawdown (10Y) Largest decline over 10 years	-45.68%	-41.72%	-3.96%
Current Drawdown Current decline from peak	-11.65%	0.00%	-11.65%
Average Drawdown Average peak-to-trough decline	-18.60%	-9.56%	-9.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.40%	2.87%	+11.53%

Volatility

UVV vs. VXF - Volatility Comparison

Universal Corporation (UVV) has a higher volatility of 9.50% compared to Vanguard Extended Market ETF (VXF) at 4.73%. This indicates that UVV'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.

Volatility by Period

	UVV	VXF	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.50%	4.73%	+4.77%
Volatility (6M) Calculated over the trailing 6-month period	18.15%	12.42%	+5.73%
Volatility (1Y) Calculated over the trailing 1-year period	24.09%	17.18%	+6.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.54%	22.33%	+2.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.92%	22.29%	+6.63%

Dividends

UVV vs. VXF - Dividend Comparison

UVV's dividend yield for the trailing twelve months is around 6.03%, more than VXF's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
UVV Universal Corporation	6.03%	6.18%	5.87%	4.72%	5.95%	5.64%	6.30%	5.29%	4.80%	4.11%	3.33%	3.71%
VXF Vanguard Extended Market ETF	1.01%	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

Can I hold both UVV and VXF in my portfolio?

UVV 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.

Which is riskier, UVV or VXF?

UVV has higher volatility (9.50%) compared to VXF (4.73%). In terms of maximum drawdown, UVV dropped -69.75% vs VXF's -58.03%.

Which has better risk-adjusted returns?

VXF currently has the higher Sharpe Ratio (1.88 vs -0.48), 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.