VEVFX vs. ^GSPC
Compare and contrast key facts about Vanguard Explorer Value Fund (VEVFX) and S&P 500 (^GSPC).
VEVFX is managed by Vanguard. It was launched on Mar 30, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEVFX or ^GSPC.
Performance
VEVFX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VEVFX achieves a 22.51% return, which is significantly lower than ^GSPC's 25.15% return. Over the past 10 years, VEVFX has underperformed ^GSPC with an annualized return of 8.87%, while ^GSPC has yielded a comparatively higher 11.21% annualized return.
VEVFX
22.51%
9.08%
16.17%
33.37%
10.71%
8.87%
^GSPC
25.15%
2.97%
12.53%
31.00%
13.95%
11.21%
Key characteristics
| VEVFX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 1.81 | 2.53 |
| Sortino Ratio | 2.63 | 3.39 |
| Omega Ratio | 1.32 | 1.47 |
| Calmar Ratio | 2.65 | 3.65 |
| Martin Ratio | 10.65 | 16.21 |
| Ulcer Index | 3.13% | 1.91% |
| Daily Std Dev | 18.48% | 12.23% |
| Max Drawdown | -47.53% | -56.78% |
| Current Drawdown | 0.00% | -0.53% |
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Correlation
The correlation between VEVFX and ^GSPC is 0.84, 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
VEVFX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Value Fund (VEVFX) and S&P 500 (^GSPC). 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.
Drawdowns
VEVFX vs. ^GSPC - Drawdown Comparison
The maximum VEVFX drawdown since its inception was -47.53%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VEVFX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VEVFX vs. ^GSPC - Volatility Comparison
Vanguard Explorer Value Fund (VEVFX) has a higher volatility of 7.05% compared to S&P 500 (^GSPC) at 3.97%. This indicates that VEVFX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.