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VIS vs. VINAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIS vs. VINAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Industrials ETF (VIS) and Vanguard Industrials Index Fund Admiral Shares (VINAX). The values are adjusted to include any dividend payments, if applicable.

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VIS vs. VINAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIS
Vanguard Industrials ETF
6.64%18.57%16.85%22.50%-8.57%20.80%12.34%30.09%-14.01%21.47%
VINAX
Vanguard Industrials Index Fund Admiral Shares
1.45%18.53%16.95%22.38%-8.51%20.66%12.25%30.16%-13.93%21.50%

Returns By Period

In the year-to-date period, VIS achieves a 6.64% return, which is significantly higher than VINAX's 1.45% return. Both investments have delivered pretty close results over the past 10 years, with VIS having a 13.35% annualized return and VINAX not far behind at 12.78%.


VIS

1D
1.66%
1M
-7.79%
YTD
6.64%
6M
7.84%
1Y
28.69%
3Y*
20.03%
5Y*
12.21%
10Y*
13.35%

VINAX

1D
-1.73%
1M
-11.42%
YTD
1.45%
6M
2.48%
1Y
23.31%
3Y*
18.02%
5Y*
11.25%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIS vs. VINAX - Expense Ratio Comparison

Both VIS and VINAX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VIS vs. VINAX — Risk / Return Rank

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

VIS
VIS Risk / Return Rank: 7777
Overall Rank
VIS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VIS Sortino Ratio Rank: 7777
Sortino Ratio Rank
VIS Omega Ratio Rank: 7272
Omega Ratio Rank
VIS Calmar Ratio Rank: 8181
Calmar Ratio Rank
VIS Martin Ratio Rank: 8080
Martin Ratio Rank

VINAX
VINAX Risk / Return Rank: 7070
Overall Rank
VINAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VINAX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VINAX Omega Ratio Rank: 6464
Omega Ratio Rank
VINAX Calmar Ratio Rank: 7373
Calmar Ratio Rank
VINAX Martin Ratio Rank: 7171
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.

VIS vs. VINAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) and Vanguard Industrials Index Fund Admiral Shares (VINAX). 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.


VISVINAXDifference

Sharpe ratio

Return per unit of total volatility

1.40

1.19

+0.22

Sortino ratio

Return per unit of downside risk

2.03

1.73

+0.29

Omega ratio

Gain probability vs. loss probability

1.28

1.24

+0.04

Calmar ratio

Return relative to maximum drawdown

2.34

1.68

+0.66

Martin ratio

Return relative to average drawdown

9.13

6.77

+2.36

VIS vs. VINAX - Sharpe Ratio Comparison

The current VIS Sharpe Ratio is 1.40, which is comparable to the VINAX Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of VIS and VINAX, 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


VISVINAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

1.19

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.62

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.66

0.63

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.49

+0.01

Correlation

The correlation between VIS and VINAX is 0.99, 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

VIS vs. VINAX - Dividend Comparison

VIS's dividend yield for the trailing twelve months is around 0.96%, less than VINAX's 1.01% yield.


TTM20252024202320222021202020192018201720162015
VIS
Vanguard Industrials ETF
0.96%1.01%1.23%1.36%1.52%1.11%1.38%1.68%1.90%1.60%1.81%1.94%
VINAX
Vanguard Industrials Index Fund Admiral Shares
1.01%1.01%1.23%1.36%1.51%1.06%1.39%1.68%1.90%1.60%1.82%1.94%

Drawdowns

VIS vs. VINAX - Drawdown Comparison

The maximum VIS drawdown since its inception was -63.51%, roughly equal to the maximum VINAX drawdown of -63.43%. Use the drawdown chart below to compare losses from any high point for VIS and VINAX.


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Drawdown Indicators


VISVINAXDifference

Max Drawdown

Largest peak-to-trough decline

-63.51%

-63.43%

-0.08%

Max Drawdown (1Y)

Largest decline over 1 year

-12.63%

-12.65%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-22.96%

-23.07%

+0.11%

Max Drawdown (10Y)

Largest decline over 10 years

-42.42%

-42.45%

+0.03%

Current Drawdown

Current decline from peak

-7.79%

-12.25%

+4.46%

Average Drawdown

Average peak-to-trough decline

-8.42%

-8.40%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

3.14%

+0.10%

Volatility

VIS vs. VINAX - Volatility Comparison

Vanguard Industrials ETF (VIS) has a higher volatility of 7.14% compared to Vanguard Industrials Index Fund Admiral Shares (VINAX) at 5.99%. This indicates that VIS's price experiences larger fluctuations and is considered to be riskier than VINAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VISVINAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

5.99%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

12.19%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

20.53%

20.25%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.19%

18.13%

+0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.33%

20.33%

0.00%