UVV vs. VXF
Compare and contrast key facts about Universal Corporation (UVV) and Vanguard Extended Market ETF (VXF).
VXF is a passively managed fund by Vanguard that tracks the performance of the S&P Completion Index. It was launched on Dec 27, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UVV or VXF.
Key characteristics
| UVV | VXF | |
|---|---|---|
| YTD Return | -15.30% | 21.39% |
| 1Y Return | 7.40% | 37.48% |
| 3Y Return (Ann) | 9.37% | 1.19% |
| 5Y Return (Ann) | 7.39% | 11.64% |
| 10Y Return (Ann) | 8.59% | 10.08% |
| Sharpe Ratio | 0.34 | 2.37 |
| Sortino Ratio | 0.61 | 3.25 |
| Omega Ratio | 1.09 | 1.41 |
| Calmar Ratio | 0.31 | 1.69 |
| Martin Ratio | 0.46 | 13.86 |
| Ulcer Index | 19.74% | 3.14% |
| Daily Std Dev | 26.94% | 18.37% |
| Max Drawdown | -69.75% | -58.04% |
| Current Drawdown | -15.30% | -1.77% |
Correlation
The correlation between UVV and VXF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
UVV vs. VXF - Performance Comparison
In the year-to-date period, UVV achieves a -15.30% return, which is significantly lower than VXF's 21.39% return. Over the past 10 years, UVV has underperformed VXF with an annualized return of 8.59%, while VXF has yielded a comparatively higher 10.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
UVV vs. VXF - Risk-Adjusted Performance 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.
Dividends
UVV vs. VXF - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 6.00%, more than VXF's 1.10% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 6.00% | 4.72% | 5.95% | 5.64% | 6.30% | 5.29% | 4.80% | 4.11% | 3.33% | 3.71% | 4.64% | 3.66% |
VXF Vanguard Extended Market ETF | 1.10% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% | 1.32% | 1.14% |
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 -58.04%. Use the drawdown chart below to compare losses from any high point for UVV and VXF. For additional features, visit the drawdowns tool.
Volatility
UVV vs. VXF - Volatility Comparison
Universal Corporation (UVV) has a higher volatility of 7.08% compared to Vanguard Extended Market ETF (VXF) at 6.02%. 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.