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.
Key characteristics
| VEVFX | ^GSPC | |
|---|---|---|
| YTD Return | 13.01% | 19.77% |
| 1Y Return | 25.29% | 31.07% |
| 3Y Return (Ann) | 2.69% | 6.78% |
| 5Y Return (Ann) | 9.00% | 13.22% |
| 10Y Return (Ann) | 8.15% | 10.92% |
| Sharpe Ratio | 1.56 | 2.67 |
| Sortino Ratio | 2.26 | 3.55 |
| Omega Ratio | 1.27 | 1.50 |
| Calmar Ratio | 1.69 | 3.45 |
| Martin Ratio | 8.99 | 17.04 |
| Ulcer Index | 3.11% | 1.90% |
| Daily Std Dev | 17.92% | 12.10% |
| Max Drawdown | -47.53% | -56.78% |
| Current Drawdown | -2.54% | -2.59% |
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.
Performance
VEVFX vs. ^GSPC - Performance Comparison
In the year-to-date period, VEVFX achieves a 13.01% return, which is significantly lower than ^GSPC's 19.77% return. Over the past 10 years, VEVFX has underperformed ^GSPC with an annualized return of 8.15%, while ^GSPC has yielded a comparatively higher 10.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 3.82% compared to S&P 500 (^GSPC) at 3.11%. 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.