UVV vs. VXF
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 3.98%/yr vs 11.88%/yr for VXF. At a 0.45 correlation, their price movements are largely independent.
Performance
UVV vs. VXF - Performance Comparison
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Returns By Period
In the year-to-date period, UVV achieves a 1.31% return, which is significantly lower than VXF's 15.01% return. Over the past 10 years, UVV has underperformed VXF with an annualized return of 3.98%, while VXF has yielded a comparatively higher 11.88% annualized return.
UVV
- 1D
- 0.37%
- 1M
- -3.93%
- 6M
- -3.00%
- YTD
- 1.31%
- 1Y
- -5.77%
- 3Y*
- 7.42%
- 5Y*
- 5.11%
- 10Y*
- 3.98%
VXF
- 1D
- -0.93%
- 1M
- 0.56%
- 6M
- 9.71%
- YTD
- 15.01%
- 1Y
- 23.48%
- 3Y*
- 17.45%
- 5Y*
- 6.85%
- 10Y*
- 11.88%
UVV vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 1.31% | 2.27% | -13.39% | 35.79% | 1.82% | 19.59% | -8.96% | 11.08% | 7.79% | -14.79% |
VXF Vanguard Extended Market ETF | 15.01% | 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 -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2002 | 0.45 |
The correlation between UVV and VXF shifts across timeframes, from -0.03 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
UVV vs. VXF — Risk / Return Rank
UVV
VXF
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| UVV | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.07 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.31 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.86 | 8.08 | -8.94 |
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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.
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Drawdown Indicators
| UVV | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.75% | -58.03% | -11.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.48% | -10.21% | -3.27% |
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 DrawdownCurrent decline from peak | -15.82% | -2.85% | -12.97% |
Average DrawdownAverage peak-to-trough decline | -18.58% | -9.52% | -9.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.34% | 2.91% | +4.43% |
Volatility
UVV vs. VXF - Volatility Comparison
Universal Corporation (UVV) has a higher volatility of 5.33% compared to Vanguard Extended Market ETF (VXF) at 4.95%. 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.
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Volatility by Period
| UVV | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.95% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 18.95% | 13.27% | +5.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.87% | 17.83% | +6.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.57% | 22.43% | +2.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.94% | 22.26% | +6.68% |
Dividends
UVV vs. VXF - Dividend Comparison
UVV's dividend yield for the trailing twelve months is around 8.06%, more than VXF's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
UVV Universal Corporation | 8.06% | 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 | 1.02% | 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
UVV and VXF have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
UVV has higher volatility (5.33%) compared to VXF (4.95%). In terms of maximum drawdown, UVV dropped -69.75% vs VXF's -58.03%.
VXF currently has the higher Sharpe Ratio (1.33 vs -0.24), 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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