VIVAX vs. EW
Compare and contrast key facts about Vanguard Value Index Fund (VIVAX) and Edwards Lifesciences Corporation (EW).
VIVAX is managed by Vanguard. It was launched on Nov 2, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIVAX or EW.
Key characteristics
| VIVAX | EW | |
|---|---|---|
| YTD Return | 21.61% | -13.14% |
| 1Y Return | 34.32% | 2.44% |
| 3Y Return (Ann) | 9.82% | -18.03% |
| 5Y Return (Ann) | 11.65% | -3.24% |
| 10Y Return (Ann) | 10.55% | 12.31% |
| Sharpe Ratio | 3.21 | -0.00 |
| Sortino Ratio | 4.51 | 0.28 |
| Omega Ratio | 1.59 | 1.06 |
| Calmar Ratio | 4.83 | -0.00 |
| Martin Ratio | 20.83 | -0.00 |
| Ulcer Index | 1.60% | 17.12% |
| Daily Std Dev | 10.35% | 41.47% |
| Max Drawdown | -59.38% | -54.32% |
| Current Drawdown | 0.00% | -49.32% |
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.
Performance
VIVAX vs. EW - Performance Comparison
In the year-to-date period, VIVAX achieves a 21.61% return, which is significantly higher than EW's -13.14% return. Over the past 10 years, VIVAX has underperformed EW with an annualized return of 10.55%, while EW has yielded a comparatively higher 12.31% 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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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.
Dividends
VIVAX vs. EW - Dividend Comparison
VIVAX's dividend yield for the trailing twelve months is around 2.10%, while EW has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIVAX Vanguard Value Index Fund | 2.10% | 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.
Volatility
VIVAX vs. EW - Volatility Comparison
The current volatility for Vanguard Value Index Fund (VIVAX) is 3.71%, while Edwards Lifesciences Corporation (EW) has a volatility of 6.15%. 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.