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VGHCX vs. XLV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VGHCX vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Health Care Fund Investor Shares (VGHCX) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

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VGHCX vs. XLV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGHCX
Vanguard Health Care Fund Investor Shares
-5.90%19.63%8.99%5.46%-1.05%14.36%12.57%22.93%1.03%19.59%
XLV
State Street Health Care Select Sector SPDR ETF
-4.90%14.50%2.47%2.07%-2.08%26.04%13.30%20.45%6.28%21.77%

Returns By Period

In the year-to-date period, VGHCX achieves a -5.90% return, which is significantly lower than XLV's -4.90% return. Over the past 10 years, VGHCX has underperformed XLV with an annualized return of 9.25%, while XLV has yielded a comparatively higher 9.72% annualized return.


VGHCX

1D
0.43%
1M
-8.80%
YTD
-5.90%
6M
7.14%
1Y
9.73%
3Y*
9.19%
5Y*
7.98%
10Y*
9.25%

XLV

1D
1.94%
1M
-8.11%
YTD
-4.90%
6M
6.23%
1Y
2.20%
3Y*
5.98%
5Y*
6.42%
10Y*
9.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VGHCX vs. XLV - Expense Ratio Comparison

VGHCX has a 0.30% expense ratio, which is higher than XLV's 0.08% expense ratio.


Return for Risk

VGHCX vs. XLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VGHCX
VGHCX Risk / Return Rank: 2727
Overall Rank
VGHCX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
VGHCX Sortino Ratio Rank: 2121
Sortino Ratio Rank
VGHCX Omega Ratio Rank: 1818
Omega Ratio Rank
VGHCX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VGHCX Martin Ratio Rank: 2626
Martin Ratio Rank

XLV
XLV Risk / Return Rank: 1616
Overall Rank
XLV Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XLV Sortino Ratio Rank: 1515
Sortino Ratio Rank
XLV Omega Ratio Rank: 1515
Omega Ratio Rank
XLV Calmar Ratio Rank: 1919
Calmar Ratio Rank
XLV Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGHCX vs. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Investor Shares (VGHCX) and State Street Health Care Select Sector SPDR ETF (XLV). 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.


VGHCXXLVDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.12

+0.40

Sortino ratio

Return per unit of downside risk

0.83

0.30

+0.54

Omega ratio

Gain probability vs. loss probability

1.10

1.04

+0.07

Calmar ratio

Return relative to maximum drawdown

1.14

0.28

+0.86

Martin ratio

Return relative to average drawdown

2.80

0.57

+2.23

VGHCX vs. XLV - Sharpe Ratio Comparison

The current VGHCX Sharpe Ratio is 0.53, which is higher than the XLV Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VGHCX and XLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VGHCXXLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.12

+0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.44

0.44

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.59

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.93

0.46

+0.47

Correlation

The correlation between VGHCX and XLV is 0.84, 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.


Dividends

VGHCX vs. XLV - Dividend Comparison

VGHCX's dividend yield for the trailing twelve months is around 7.02%, more than XLV's 1.71% yield.


TTM20252024202320222021202020192018201720162015
VGHCX
Vanguard Health Care Fund Investor Shares
7.02%6.00%22.72%7.17%5.44%8.31%7.96%11.82%9.10%7.30%8.54%8.16%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

Drawdowns

VGHCX vs. XLV - Drawdown Comparison

The maximum VGHCX drawdown since its inception was -36.93%, smaller than the maximum XLV drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for VGHCX and XLV.


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Drawdown Indicators


VGHCXXLVDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-39.17%

+2.24%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-10.76%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.95%

-17.11%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-27.18%

-28.40%

+1.22%

Current Drawdown

Current decline from peak

-8.80%

-8.11%

-0.69%

Average Drawdown

Average peak-to-trough decline

-5.25%

-7.12%

+1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.91%

5.75%

-1.84%

Volatility

VGHCX vs. XLV - Volatility Comparison

Vanguard Health Care Fund Investor Shares (VGHCX) and State Street Health Care Select Sector SPDR ETF (XLV) have volatilities of 4.82% and 4.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGHCXXLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.73%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

10.26%

10.53%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

17.43%

17.74%

-0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.05%

14.56%

+3.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

16.53%

+1.09%