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VASVX vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VASVX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Selected Value Fund (VASVX) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.26%
11.66%
VASVX
SPY

Returns By Period

In the year-to-date period, VASVX achieves a 11.56% return, which is significantly lower than SPY's 24.91% return. Over the past 10 years, VASVX has underperformed SPY with an annualized return of 2.25%, while SPY has yielded a comparatively higher 13.04% annualized return.


VASVX

YTD

11.56%

1M

-0.89%

6M

6.26%

1Y

15.90%

5Y (annualized)

4.22%

10Y (annualized)

2.25%

SPY

YTD

24.91%

1M

0.61%

6M

11.66%

1Y

32.24%

5Y (annualized)

15.43%

10Y (annualized)

13.04%

Key characteristics


VASVXSPY
Sharpe Ratio1.122.67
Sortino Ratio1.583.56
Omega Ratio1.211.50
Calmar Ratio1.283.85
Martin Ratio4.2217.38
Ulcer Index4.05%1.86%
Daily Std Dev15.22%12.17%
Max Drawdown-59.04%-55.19%
Current Drawdown-2.21%-1.77%

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VASVX vs. SPY - Expense Ratio Comparison

VASVX has a 0.32% expense ratio, which is higher than SPY's 0.09% expense ratio.


VASVX
Vanguard Selected Value Fund
Expense ratio chart for VASVX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Correlation

-0.50.00.51.00.8

The correlation between VASVX and SPY is 0.80, 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.

Risk-Adjusted Performance

VASVX vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Selected Value Fund (VASVX) and SPDR S&P 500 ETF (SPY). 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.


Sharpe ratio
The chart of Sharpe ratio for VASVX, currently valued at 1.12, compared to the broader market0.002.004.001.122.67
The chart of Sortino ratio for VASVX, currently valued at 1.58, compared to the broader market0.005.0010.001.583.56
The chart of Omega ratio for VASVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.50
The chart of Calmar ratio for VASVX, currently valued at 1.28, compared to the broader market0.005.0010.0015.0020.0025.001.283.85
The chart of Martin ratio for VASVX, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.00100.004.2217.38
VASVX
SPY

The current VASVX Sharpe Ratio is 1.12, which is lower than the SPY Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of VASVX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.12
2.67
VASVX
SPY

Dividends

VASVX vs. SPY - Dividend Comparison

VASVX's dividend yield for the trailing twelve months is around 1.53%, more than SPY's 1.19% yield.


TTM20232022202120202019201820172016201520142013
VASVX
Vanguard Selected Value Fund
1.53%1.71%1.76%1.28%1.39%1.66%2.25%1.35%1.74%1.71%1.42%1.17%
SPY
SPDR S&P 500 ETF
1.19%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

VASVX vs. SPY - Drawdown Comparison

The maximum VASVX drawdown since its inception was -59.04%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VASVX and SPY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.21%
-1.77%
VASVX
SPY

Volatility

VASVX vs. SPY - Volatility Comparison

Vanguard Selected Value Fund (VASVX) has a higher volatility of 4.89% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that VASVX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.89%
4.08%
VASVX
SPY