VFINX vs. BTC-USD
VFINX (Vanguard 500 Index Fund Investor Shares) is Large Cap Blend Equities fund tracking the S&P 500 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VFINX returned 15.29%/yr vs 55.97%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VFINX vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VFINX achieves a 8.53% return, which is significantly higher than BTC-USD's -25.06% return. Over the past 10 years, VFINX has underperformed BTC-USD with an annualized return of 15.29%, while BTC-USD has yielded a comparatively higher 55.97% annualized return.
VFINX
- 1D
- 1.75%
- 1M
- -0.10%
- YTD
- 8.53%
- 6M
- 8.87%
- 1Y
- 25.02%
- 3Y*
- 20.91%
- 5Y*
- 13.19%
- 10Y*
- 15.29%
BTC-USD
- 1D
- 2.42%
- 1M
- -17.06%
- YTD
- -25.06%
- 6M
- -25.64%
- 1Y
- -37.83%
- 3Y*
- 36.87%
- 5Y*
- 10.30%
- 10Y*
- 55.97%
VFINX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFINX Vanguard 500 Index Fund Investor Shares | 8.53% | 17.71% | 24.84% | 26.12% | -18.24% | 28.53% | 18.20% | 31.33% | -4.55% | 21.66% |
BTC-USD Bitcoin | -25.06% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VFINX and BTC-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2012 | 0.13 |
Over the past year, VFINX and BTC-USD have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VFINX vs. BTC-USD — Risk / Return Rank
VFINX
BTC-USD
VFINX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) and Bitcoin (BTC-USD). 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.
| VFINX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.84 | ||
| Sortino ratioReturn per unit of downside risk | +3.86 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.88 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 2.72 | -0.74 | +3.45 |
| Martin ratioReturn relative to average drawdown | 12.34 | -1.28 | +13.62 |
Loading charts...
Drawdowns
VFINX vs. BTC-USD - Drawdown Comparison
The maximum VFINX drawdown since its inception was -55.25%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VFINX and BTC-USD.
Loading charts...
Drawdown Indicators
| VFINX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -85.30% | +30.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -51.21% | +42.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.76% | -51.21% | +32.45% |
Max Drawdown (5Y)Largest decline over 5 years | -24.59% | -76.67% | +52.08% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -83.80% | +49.97% |
Current DrawdownCurrent decline from peak | -2.79% | -47.43% | +44.64% |
Average DrawdownAverage peak-to-trough decline | -8.28% | -42.37% | +34.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 35.28% | -33.32% |
Volatility
VFINX vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard 500 Index Fund Investor Shares (VFINX) is 4.43%, while Bitcoin (BTC-USD) has a volatility of 12.10%. This indicates that VFINX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VFINX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 12.10% | -7.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.70% | 34.64% | -24.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.37% | 35.63% | -23.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.97% | 44.55% | -27.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.10% | 56.61% | -38.51% |
Frequently Asked Questions
VFINX and BTC-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.10%) compared to VFINX (4.43%). In terms of maximum drawdown, VFINX dropped -55.25% vs BTC-USD's -85.30%.
VFINX currently has the higher Sharpe Ratio (1.96 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.
Find the right allocation for VFINX and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer