VHCOX vs. XLV
Compare and contrast key facts about Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Health Care Select Sector SPDR Fund (XLV).
VHCOX is managed by Vanguard. It was launched on Aug 14, 1995. XLV is a passively managed fund by State Street that tracks the performance of the Health Care Select Sector. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VHCOX or XLV.
Key characteristics
| VHCOX | XLV | |
|---|---|---|
| YTD Return | 17.14% | 8.88% |
| 1Y Return | 23.09% | 16.65% |
| 3Y Return (Ann) | -1.03% | 4.78% |
| 5Y Return (Ann) | 6.02% | 10.45% |
| 10Y Return (Ann) | 6.07% | 9.90% |
| Sharpe Ratio | 1.82 | 1.66 |
| Sortino Ratio | 2.51 | 2.33 |
| Omega Ratio | 1.33 | 1.30 |
| Calmar Ratio | 1.17 | 2.11 |
| Martin Ratio | 8.57 | 7.20 |
| Ulcer Index | 3.02% | 2.42% |
| Daily Std Dev | 14.25% | 10.50% |
| Max Drawdown | -61.19% | -39.18% |
| Current Drawdown | -3.79% | -6.27% |
Correlation
The correlation between VHCOX and XLV is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
VHCOX vs. XLV - Performance Comparison
In the year-to-date period, VHCOX achieves a 17.14% return, which is significantly higher than XLV's 8.88% return. Over the past 10 years, VHCOX has underperformed XLV with an annualized return of 6.07%, while XLV has yielded a comparatively higher 9.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VHCOX vs. XLV - Expense Ratio Comparison
VHCOX has a 0.43% expense ratio, which is higher than XLV's 0.12% expense ratio.
Risk-Adjusted Performance
VHCOX vs. XLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Capital Opportunity Fund Investor Shares (VHCOX) and Health Care Select Sector SPDR Fund (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.
Dividends
VHCOX vs. XLV - Dividend Comparison
VHCOX's dividend yield for the trailing twelve months is around 0.60%, less than XLV's 1.55% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VHCOX Vanguard Capital Opportunity Fund Investor Shares | 0.60% | 0.70% | 0.80% | 0.35% | 0.43% | 0.73% | 0.83% | 0.68% | 0.69% | 0.58% | 0.58% | 0.16% |
XLV Health Care Select Sector SPDR Fund | 1.55% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Drawdowns
VHCOX vs. XLV - Drawdown Comparison
The maximum VHCOX drawdown since its inception was -61.19%, which is greater than XLV's maximum drawdown of -39.18%. Use the drawdown chart below to compare losses from any high point for VHCOX and XLV. For additional features, visit the drawdowns tool.
Volatility
VHCOX vs. XLV - Volatility Comparison
Vanguard Capital Opportunity Fund Investor Shares (VHCOX) has a higher volatility of 4.18% compared to Health Care Select Sector SPDR Fund (XLV) at 2.87%. This indicates that VHCOX's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.