VFTNX vs. VIVIX
VFTNX (Vanguard FTSE Social Index Fund Institutional Shares) and VIVIX (Vanguard Value Index Fund Institutional Shares) are both mutual funds - VFTNX is a Large Cap Blend Equities fund tracking the FTSE US Choice Index, while VIVIX is a Large Cap Value Equities fund tracking the CRSP U.S. Large Cap Value Index. Both are passively managed. Over the past 10 years, VFTNX returned 15.45%/yr vs 12.54%/yr for VIVIX. Their correlation of 0.86 means they have usually moved in the same direction. Both charge a 0.03% expense ratio.
Performance
VFTNX vs. VIVIX - Performance Comparison
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Returns By Period
In the year-to-date period, VFTNX achieves a 8.53% return, which is significantly lower than VIVIX's 16.66% return. Over the past 10 years, VFTNX has outperformed VIVIX with an annualized return of 15.45%, while VIVIX has yielded a comparatively lower 12.54% annualized return.
VFTNX
- 1D
- 1.92%
- 1M
- -0.60%
- 6M
- 8.23%
- YTD
- 8.53%
- 1Y
- 20.05%
- 3Y*
- 19.25%
- 5Y*
- 11.74%
- 10Y*
- 15.45%
- ALL TIME*
- 7.79%
VIVIX
- 1D
- 0.33%
- 1M
- 0.58%
- 6M
- 11.55%
- YTD
- 16.66%
- 1Y
- 28.24%
- 3Y*
- 17.13%
- 5Y*
- 12.35%
- 10Y*
- 12.54%
- ALL TIME*
- 8.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VFTNX vs. VIVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 8.53% | 17.32% | 26.01% | 31.77% | -24.20% | 27.76% | 22.62% | 33.96% | -3.41% | 24.19% |
VIVIX Vanguard Value Index Fund Institutional Shares | 16.66% | 15.30% | 15.99% | 9.23% | -2.05% | 26.50% | 2.30% | 25.83% | -5.44% | 17.14% |
Correlation
The correlation between VFTNX and VIVIX is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 31, 2000 | 0.86 |
Over the past year, the correlation between VFTNX and VIVIX has dropped to 0.54 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.
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Return for Risk
VFTNX vs. VIVIX — Risk / Return Rank
VFTNX
VIVIX
VFTNX vs. VIVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Value Index Fund Institutional Shares (VIVIX). 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.
| VFTNX | VIVIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.32 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.45 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 4.11 | -2.62 |
| Martin ratioReturn relative to average drawdown | 5.87 | 15.86 | -9.99 |
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Drawdowns
VFTNX vs. VIVIX - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -64.04%, which is greater than VIVIX's maximum drawdown of -59.30%. Use the drawdown chart below to compare losses from any high point for VFTNX and VIVIX.
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Drawdown Indicators
| VFTNX | VIVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.04% | -59.30% | -4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.83% | -6.36% | -5.47% |
Max Drawdown (3Y)Largest decline over 3 years | -20.18% | -14.40% | -5.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.11% | -17.12% | -11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -34.22% | -36.80% | +2.58% |
Current DrawdownCurrent decline from peak | -2.83% | -1.07% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -15.62% | -9.21% | -6.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 1.65% | +1.34% |
Volatility
VFTNX vs. VIVIX - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a higher volatility of 4.08% compared to Vanguard Value Index Fund Institutional Shares (VIVIX) at 2.65%. This indicates that VFTNX's price experiences larger fluctuations and is considered to be riskier than VIVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VFTNX | VIVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 2.65% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 7.78% | +3.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.57% | 10.36% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.55% | 13.87% | +4.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 16.69% | +2.40% |
VFTNX vs. VIVIX - Expense Ratio Comparison
Both VFTNX and VIVIX have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
VFTNX vs. VIVIX - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 0.90%, less than VIVIX's 1.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 0.90% | 0.90% | 1.01% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.85% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
Frequently Asked Questions
VFTNX and VIVIX have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VFTNX has higher volatility (4.08%) compared to VIVIX (2.65%). In terms of maximum drawdown, VFTNX dropped -64.04% vs VIVIX's -59.30%.
VIVIX currently has the higher Sharpe Ratio (2.53 vs 1.21), 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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