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

Correlation

The correlation between VEVFX and VASVX is 0.94, 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.


-0.50.00.51.00.9

Performance

VEVFX vs. VASVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Explorer Value Fund (VEVFX) and Vanguard Selected Value Fund (VASVX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
267.63%
95.50%
VEVFX
VASVX

Key characteristics

Sharpe Ratio

VEVFX:

-0.03

VASVX:

-0.34

Sortino Ratio

VEVFX:

0.11

VASVX:

-0.28

Omega Ratio

VEVFX:

1.02

VASVX:

0.95

Calmar Ratio

VEVFX:

-0.04

VASVX:

-0.35

Martin Ratio

VEVFX:

-0.21

VASVX:

-1.90

Ulcer Index

VEVFX:

3.63%

VASVX:

3.75%

Daily Std Dev

VEVFX:

23.92%

VASVX:

20.94%

Max Drawdown

VEVFX:

-47.53%

VASVX:

-59.04%

Current Drawdown

VEVFX:

-20.65%

VASVX:

-20.34%

Returns By Period

In the year-to-date period, VEVFX achieves a -1.28% return, which is significantly higher than VASVX's -7.58% return. Over the past 10 years, VEVFX has outperformed VASVX with an annualized return of 6.54%, while VASVX has yielded a comparatively lower 0.78% annualized return.


VEVFX

YTD

-1.28%

1M

-16.65%

6M

-3.98%

1Y

0.66%

5Y*

4.98%

10Y*

6.54%

VASVX

YTD

-7.58%

1M

-16.87%

6M

-8.81%

1Y

-5.75%

5Y*

0.92%

10Y*

0.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEVFX vs. VASVX - Expense Ratio Comparison

VEVFX has a 0.52% expense ratio, which is higher than VASVX's 0.32% expense ratio.


VEVFX
Vanguard Explorer Value Fund
Expense ratio chart for VEVFX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
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%

Risk-Adjusted Performance

VEVFX vs. VASVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Value Fund (VEVFX) and Vanguard Selected Value Fund (VASVX). 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 VEVFX, currently valued at -0.03, compared to the broader market-1.000.001.002.003.004.00-0.03-0.34
The chart of Sortino ratio for VEVFX, currently valued at 0.11, compared to the broader market-2.000.002.004.006.008.0010.000.11-0.28
The chart of Omega ratio for VEVFX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.003.501.020.95
The chart of Calmar ratio for VEVFX, currently valued at -0.04, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.04-0.35
The chart of Martin ratio for VEVFX, currently valued at -0.21, compared to the broader market0.0020.0040.0060.00-0.21-1.90
VEVFX
VASVX

The current VEVFX Sharpe Ratio is -0.03, which is higher than the VASVX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of VEVFX and VASVX, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.03
-0.34
VEVFX
VASVX

Dividends

VEVFX vs. VASVX - Dividend Comparison

Neither VEVFX nor VASVX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VEVFX
Vanguard Explorer Value Fund
0.00%1.73%1.29%0.76%0.86%1.47%1.25%0.79%0.92%0.83%0.87%0.53%
VASVX
Vanguard Selected Value Fund
0.00%1.71%1.76%1.28%1.39%1.66%2.25%1.35%1.74%1.71%1.42%1.17%

Drawdowns

VEVFX vs. VASVX - Drawdown Comparison

The maximum VEVFX drawdown since its inception was -47.53%, smaller than the maximum VASVX drawdown of -59.04%. Use the drawdown chart below to compare losses from any high point for VEVFX and VASVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-20.65%
-20.34%
VEVFX
VASVX

Volatility

VEVFX vs. VASVX - Volatility Comparison

Vanguard Explorer Value Fund (VEVFX) has a higher volatility of 17.93% compared to Vanguard Selected Value Fund (VASVX) at 17.07%. This indicates that VEVFX's price experiences larger fluctuations and is considered to be riskier than VASVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
17.93%
17.07%
VEVFX
VASVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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