VDVIX vs. SRLN
Compare and contrast key facts about Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and SPDR Blackstone Senior Loan ETF (SRLN).
VDVIX is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed All Cap ex US Index. It was launched on Dec 19, 2013. SRLN is a passively managed fund by State Street that tracks the performance of the Markit iBoxx USD Liquid Leveraged Loan Index. It was launched on Apr 3, 2013. Both VDVIX and SRLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
VDVIX vs. SRLN - Performance Comparison
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VDVIX vs. SRLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | -0.51% | 34.96% | 2.95% | 17.59% | -15.41% | 11.31% | 10.10% | 21.95% | -14.59% | 26.30% |
SRLN SPDR Blackstone Senior Loan ETF | -1.58% | 6.77% | 8.43% | 11.62% | -5.30% | 4.49% | 3.13% | 10.03% | -0.66% | 3.39% |
Returns By Period
In the year-to-date period, VDVIX achieves a -0.51% return, which is significantly higher than SRLN's -1.58% return. Over the past 10 years, VDVIX has outperformed SRLN with an annualized return of 8.89%, while SRLN has yielded a comparatively lower 4.48% annualized return.
VDVIX
- 1D
- 0.06%
- 1M
- -11.65%
- YTD
- -0.51%
- 6M
- 5.14%
- 1Y
- 25.77%
- 3Y*
- 14.70%
- 5Y*
- 8.03%
- 10Y*
- 8.89%
SRLN
- 1D
- 0.55%
- 1M
- 1.20%
- YTD
- -1.58%
- 6M
- 0.17%
- 1Y
- 5.24%
- 3Y*
- 7.42%
- 5Y*
- 4.46%
- 10Y*
- 4.48%
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VDVIX vs. SRLN - Expense Ratio Comparison
VDVIX has a 0.16% expense ratio, which is lower than SRLN's 0.70% expense ratio.
Return for Risk
VDVIX vs. SRLN — Risk / Return Rank
VDVIX
SRLN
VDVIX vs. SRLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Investor Shares (VDVIX) and SPDR Blackstone Senior Loan ETF (SRLN). 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.
| VDVIX | SRLN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 1.22 | +0.28 |
Sortino ratioReturn per unit of downside risk | 2.00 | 1.78 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.32 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.56 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.93 | 5.67 | +2.26 |
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
| VDVIX | SRLN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 1.22 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 1.15 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.74 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.67 | -0.26 |
Correlation
The correlation between VDVIX and SRLN 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.
Dividends
VDVIX vs. SRLN - Dividend Comparison
VDVIX's dividend yield for the trailing twelve months is around 2.90%, less than SRLN's 7.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDVIX Vanguard Developed Markets Index Fund Investor Shares | 2.90% | 3.11% | 3.24% | 3.05% | 2.78% | 3.04% | 1.94% | 2.94% | 3.22% | 2.68% | 2.95% | 2.79% |
SRLN SPDR Blackstone Senior Loan ETF | 7.73% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
Drawdowns
VDVIX vs. SRLN - Drawdown Comparison
The maximum VDVIX drawdown since its inception was -35.78%, which is greater than SRLN's maximum drawdown of -22.29%. Use the drawdown chart below to compare losses from any high point for VDVIX and SRLN.
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Drawdown Indicators
| VDVIX | SRLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.78% | -22.29% | -13.49% |
Max Drawdown (1Y)Largest decline over 1 year | -11.71% | -3.31% | -8.40% |
Max Drawdown (5Y)Largest decline over 5 years | -29.85% | -7.93% | -21.92% |
Max Drawdown (10Y)Largest decline over 10 years | -35.78% | -22.29% | -13.49% |
Current DrawdownCurrent decline from peak | -11.65% | -1.94% | -9.71% |
Average DrawdownAverage peak-to-trough decline | -7.24% | -1.11% | -6.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 0.93% | +2.01% |
Volatility
VDVIX vs. SRLN - Volatility Comparison
Vanguard Developed Markets Index Fund Investor Shares (VDVIX) has a higher volatility of 7.07% compared to SPDR Blackstone Senior Loan ETF (SRLN) at 1.77%. This indicates that VDVIX's price experiences larger fluctuations and is considered to be riskier than SRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDVIX | SRLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 1.77% | +5.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.90% | 2.55% | +8.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 4.32% | +12.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.64% | 3.89% | +11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.43% | 6.05% | +10.38% |