PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VFTNX vs. VIIIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VFTNX vs. VIIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.06%
13.67%
VFTNX
VIIIX

Returns By Period

The year-to-date returns for both stocks are quite close, with VFTNX having a 26.11% return and VIIIX slightly lower at 25.89%. Over the past 10 years, VFTNX has outperformed VIIIX with an annualized return of 13.62%, while VIIIX has yielded a comparatively lower 12.04% annualized return.


VFTNX

YTD

26.11%

1M

1.98%

6M

14.06%

1Y

32.73%

5Y (annualized)

15.63%

10Y (annualized)

13.62%

VIIIX

YTD

25.89%

1M

1.79%

6M

13.67%

1Y

30.47%

5Y (annualized)

13.55%

10Y (annualized)

12.04%

Key characteristics


VFTNXVIIIX
Sharpe Ratio2.492.52
Sortino Ratio3.293.38
Omega Ratio1.461.46
Calmar Ratio3.583.67
Martin Ratio15.4316.20
Ulcer Index2.16%1.91%
Daily Std Dev13.42%12.30%
Max Drawdown-61.92%-55.18%
Current Drawdown-1.02%-0.81%

Compare stocks, funds, or ETFs

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


VFTNX vs. VIIIX - Expense Ratio Comparison

VFTNX has a 0.12% expense ratio, which is higher than VIIIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
Expense ratio chart for VFTNX: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VIIIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Correlation

-0.50.00.51.01.0

The correlation between VFTNX and VIIIX is 0.98, 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.

Risk-Adjusted Performance

VFTNX vs. VIIIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX). 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 VFTNX, currently valued at 2.49, compared to the broader market-1.000.001.002.003.004.005.002.492.52
The chart of Sortino ratio for VFTNX, currently valued at 3.29, compared to the broader market0.005.0010.003.293.38
The chart of Omega ratio for VFTNX, currently valued at 1.46, compared to the broader market1.002.003.004.001.461.46
The chart of Calmar ratio for VFTNX, currently valued at 3.58, compared to the broader market0.005.0010.0015.0020.0025.003.583.67
The chart of Martin ratio for VFTNX, currently valued at 15.43, compared to the broader market0.0020.0040.0060.0080.00100.0015.4316.20
VFTNX
VIIIX

The current VFTNX Sharpe Ratio is 2.49, which is comparable to the VIIIX Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VFTNX and VIIIX, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.49
2.52
VFTNX
VIIIX

Dividends

VFTNX vs. VIIIX - Dividend Comparison

VFTNX's dividend yield for the trailing twelve months is around 1.04%, less than VIIIX's 1.26% yield.


TTM20232022202120202019201820172016201520142013
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
1.04%1.12%1.37%0.95%1.22%1.46%1.82%1.49%1.82%1.60%1.33%1.38%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
1.26%1.49%1.75%1.30%1.60%1.93%2.14%1.84%2.09%2.47%1.90%1.87%

Drawdowns

VFTNX vs. VIIIX - Drawdown Comparison

The maximum VFTNX drawdown since its inception was -61.92%, which is greater than VIIIX's maximum drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for VFTNX and VIIIX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.02%
-0.81%
VFTNX
VIIIX

Volatility

VFTNX vs. VIIIX - Volatility Comparison

Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a higher volatility of 4.36% compared to Vanguard Institutional Index Fund Institutional Plus Shares (VIIIX) at 3.96%. This indicates that VFTNX's price experiences larger fluctuations and is considered to be riskier than VIIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.36%
3.96%
VFTNX
VIIIX