VFIAX vs. O
VFIAX (Vanguard 500 Index Fund Admiral Shares) is S&P 500 fund tracking the S&P 500 Index, while O (Realty Income Corporation) is a stock. Over the past 10 years, VFIAX returned 15.40%/yr vs 4.89%/yr for O. At a 0.45 correlation, their price movements are largely independent.
Performance
VFIAX vs. O - Performance Comparison
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Returns By Period
In the year-to-date period, VFIAX achieves a 8.58% return, which is significantly lower than O's 13.70% return. Over the past 10 years, VFIAX has outperformed O with an annualized return of 15.40%, while O has yielded a comparatively lower 4.89% annualized return.
VFIAX
- 1D
- 1.75%
- 1M
- -0.09%
- YTD
- 8.58%
- 6M
- 8.92%
- 1Y
- 25.15%
- 3Y*
- 21.03%
- 5Y*
- 13.30%
- 10Y*
- 15.40%
O
- 1D
- 1.31%
- 1M
- 3.07%
- YTD
- 13.70%
- 6M
- 11.57%
- 1Y
- 14.88%
- 3Y*
- 6.59%
- 5Y*
- 3.49%
- 10Y*
- 4.89%
VFIAX vs. O - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 8.58% | 17.83% | 24.97% | 26.24% | -18.16% | 28.65% | 18.32% | 31.46% | -4.45% | 21.78% |
O Realty Income Corporation | 13.70% | 12.20% | -2.11% | -4.55% | -7.38% | 23.95% | -11.60% | 21.27% | 15.94% | 3.67% |
Correlation
The correlation between VFIAX and O is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.45 |
The correlation between VFIAX and O shifts across timeframes, from -0.02 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VFIAX vs. O — Risk / Return Rank
VFIAX
O
VFIAX vs. O - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Admiral Shares (VFIAX) and Realty Income Corporation (O). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VFIAX | O | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.15 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.29 | +1.44 |
| Martin ratioReturn relative to average drawdown | 12.43 | 3.12 | +9.31 |
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Drawdowns
VFIAX vs. O - Drawdown Comparison
The maximum VFIAX drawdown since its inception was -55.20%, which is greater than O's maximum drawdown of -48.45%. Use the drawdown chart below to compare losses from any high point for VFIAX and O.
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Drawdown Indicators
| VFIAX | O | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -48.45% | -6.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -11.10% | +2.20% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -26.49% | +7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -34.48% | +9.95% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -48.28% | +14.45% |
Current DrawdownCurrent decline from peak | -2.79% | -5.94% | +3.15% |
Average DrawdownAverage peak-to-trough decline | -9.39% | -9.20% | -0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.58% | -2.63% |
Volatility
VFIAX vs. O - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Admiral Shares (VFIAX) is 4.43%, while Realty Income Corporation (O) has a volatility of 5.29%. This indicates that VFIAX experiences smaller price fluctuations and is considered to be less risky than O based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFIAX | O | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 5.29% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 11.98% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 16.21% | -3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 18.92% | -1.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 25.64% | -7.54% |
Dividends
VFIAX vs. O - Dividend Comparison
VFIAX's dividend yield for the trailing twelve months is around 1.04%, less than O's 5.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
O Realty Income Corporation | 5.16% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.04% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
VFIAX and O have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
O has higher volatility (5.29%) compared to VFIAX (4.43%). In terms of maximum drawdown, VFIAX dropped -55.20% vs O's -48.45%.
VFIAX currently has the higher Sharpe Ratio (1.97 vs 0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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