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VIVAX vs. EW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIVAX and EW is 0.41, 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.


-0.50.00.51.00.4

Performance

VIVAX vs. EW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund (VIVAX) and Edwards Lifesciences Corporation (EW). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%7,000.00%JulyAugustSeptemberOctoberNovemberDecember
478.45%
5,340.73%
VIVAX
EW

Key characteristics

Sharpe Ratio

VIVAX:

1.75

EW:

0.02

Sortino Ratio

VIVAX:

2.48

EW:

0.31

Omega Ratio

VIVAX:

1.31

EW:

1.06

Calmar Ratio

VIVAX:

2.46

EW:

0.02

Martin Ratio

VIVAX:

9.62

EW:

0.05

Ulcer Index

VIVAX:

1.89%

EW:

19.18%

Daily Std Dev

VIVAX:

10.38%

EW:

41.62%

Max Drawdown

VIVAX:

-59.38%

EW:

-54.32%

Current Drawdown

VIVAX:

-6.29%

EW:

-42.75%

Returns By Period

In the year-to-date period, VIVAX achieves a 15.89% return, which is significantly higher than EW's -1.89% return. Over the past 10 years, VIVAX has underperformed EW with an annualized return of 9.75%, while EW has yielded a comparatively higher 13.26% annualized return.


VIVAX

YTD

15.89%

1M

-4.72%

6M

6.33%

1Y

16.60%

5Y*

9.84%

10Y*

9.75%

EW

YTD

-1.89%

1M

7.58%

6M

-17.70%

1Y

-0.19%

5Y*

-1.03%

10Y*

13.26%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VIVAX vs. EW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and Edwards Lifesciences Corporation (EW). 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 VIVAX, currently valued at 1.75, compared to the broader market-1.000.001.002.003.004.001.750.02
The chart of Sortino ratio for VIVAX, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.002.480.31
The chart of Omega ratio for VIVAX, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.003.501.311.06
The chart of Calmar ratio for VIVAX, currently valued at 2.46, compared to the broader market0.002.004.006.008.0010.0012.0014.002.460.02
The chart of Martin ratio for VIVAX, currently valued at 9.62, compared to the broader market0.0020.0040.0060.009.620.05
VIVAX
EW

The current VIVAX Sharpe Ratio is 1.75, which is higher than the EW Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of VIVAX and EW, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.75
0.02
VIVAX
EW

Dividends

VIVAX vs. EW - Dividend Comparison

VIVAX's dividend yield for the trailing twelve months is around 1.63%, while EW has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VIVAX
Vanguard Value Index Fund
1.63%2.33%2.39%2.02%2.44%2.39%2.59%2.18%2.33%2.46%2.08%2.08%
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VIVAX vs. EW - Drawdown Comparison

The maximum VIVAX drawdown since its inception was -59.38%, which is greater than EW's maximum drawdown of -54.32%. Use the drawdown chart below to compare losses from any high point for VIVAX and EW. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.29%
-42.75%
VIVAX
EW

Volatility

VIVAX vs. EW - Volatility Comparison

The current volatility for Vanguard Value Index Fund (VIVAX) is 3.62%, while Edwards Lifesciences Corporation (EW) has a volatility of 8.13%. This indicates that VIVAX experiences smaller price fluctuations and is considered to be less risky than EW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
3.62%
8.13%
VIVAX
EW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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