VFFSX vs. SVOL
Compare and contrast key facts about Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Simplify Volatility Premium ETF (SVOL).
VFFSX is managed by Vanguard. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFFSX or SVOL.
Performance
VFFSX vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, VFFSX achieves a 25.56% return, which is significantly higher than SVOL's 8.76% return.
VFFSX
25.56%
1.18%
12.22%
32.19%
15.58%
N/A
SVOL
8.76%
1.37%
2.39%
10.87%
N/A
N/A
Key characteristics
| VFFSX | SVOL | |
|---|---|---|
| Sharpe Ratio | 2.61 | 0.92 |
| Sortino Ratio | 3.49 | 1.26 |
| Omega Ratio | 1.49 | 1.23 |
| Calmar Ratio | 3.78 | 1.01 |
| Martin Ratio | 17.01 | 6.57 |
| Ulcer Index | 1.88% | 1.68% |
| Daily Std Dev | 12.24% | 12.01% |
| Max Drawdown | -52.30% | -15.68% |
| Current Drawdown | -1.35% | -1.00% |
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VFFSX vs. SVOL - Expense Ratio Comparison
VFFSX has a 0.01% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Correlation
The correlation between VFFSX and SVOL is 0.68, 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.
Risk-Adjusted Performance
VFFSX vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Simplify Volatility Premium ETF (SVOL). 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.
Dividends
VFFSX vs. SVOL - Dividend Comparison
VFFSX's dividend yield for the trailing twelve months is around 1.25%, less than SVOL's 16.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
VFFSX Vanguard 500 Index Fund Institutional Select Shares | 1.25% | 1.46% | 1.70% | 1.26% | 1.56% | 1.90% | 2.09% | 1.81% | 1.08% |
SVOL Simplify Volatility Premium ETF | 16.43% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VFFSX vs. SVOL - Drawdown Comparison
The maximum VFFSX drawdown since its inception was -52.30%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for VFFSX and SVOL. For additional features, visit the drawdowns tool.
Volatility
VFFSX vs. SVOL - Volatility Comparison
Vanguard 500 Index Fund Institutional Select Shares (VFFSX) has a higher volatility of 4.06% compared to Simplify Volatility Premium ETF (SVOL) at 3.52%. This indicates that VFFSX's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.