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

Correlation

The correlation between VIVAX and FXAIX is 0.90, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VIVAX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund (VIVAX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
300.69%
424.22%
VIVAX
FXAIX

Key characteristics

Sharpe Ratio

VIVAX:

0.44

FXAIX:

0.54

Sortino Ratio

VIVAX:

0.71

FXAIX:

0.87

Omega Ratio

VIVAX:

1.10

FXAIX:

1.13

Calmar Ratio

VIVAX:

0.47

FXAIX:

0.56

Martin Ratio

VIVAX:

1.83

FXAIX:

2.28

Ulcer Index

VIVAX:

3.71%

FXAIX:

4.59%

Daily Std Dev

VIVAX:

15.45%

FXAIX:

19.56%

Max Drawdown

VIVAX:

-59.38%

FXAIX:

-33.79%

Current Drawdown

VIVAX:

-8.00%

FXAIX:

-9.83%

Returns By Period

In the year-to-date period, VIVAX achieves a -1.79% return, which is significantly higher than FXAIX's -5.65% return. Over the past 10 years, VIVAX has underperformed FXAIX with an annualized return of 9.48%, while FXAIX has yielded a comparatively higher 11.95% annualized return.


VIVAX

YTD

-1.79%

1M

-3.27%

6M

-4.20%

1Y

7.06%

5Y*

13.13%

10Y*

9.48%

FXAIX

YTD

-5.65%

1M

-0.88%

6M

-4.46%

1Y

9.84%

5Y*

15.27%

10Y*

11.95%

*Annualized

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VIVAX vs. FXAIX - Expense Ratio Comparison

VIVAX has a 0.17% expense ratio, which is higher than FXAIX's 0.02% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VIVAX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIVAX: 0.17%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

VIVAX vs. FXAIX — Risk-Adjusted Performance Rank

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

VIVAX
The Risk-Adjusted Performance Rank of VIVAX is 5555
Overall Rank
The Sharpe Ratio Rank of VIVAX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VIVAX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VIVAX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of VIVAX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VIVAX is 5757
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6363
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VIVAX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for VIVAX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.00
VIVAX: 0.44
FXAIX: 0.54
The chart of Sortino ratio for VIVAX, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.00
VIVAX: 0.71
FXAIX: 0.87
The chart of Omega ratio for VIVAX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
VIVAX: 1.10
FXAIX: 1.13
The chart of Calmar ratio for VIVAX, currently valued at 0.47, compared to the broader market0.002.004.006.008.0010.00
VIVAX: 0.47
FXAIX: 0.56
The chart of Martin ratio for VIVAX, currently valued at 1.83, compared to the broader market0.0010.0020.0030.0040.00
VIVAX: 1.83
FXAIX: 2.28

The current VIVAX Sharpe Ratio is 0.44, which is comparable to the FXAIX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VIVAX and FXAIX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.44
0.54
VIVAX
FXAIX

Dividends

VIVAX vs. FXAIX - Dividend Comparison

VIVAX's dividend yield for the trailing twelve months is around 2.24%, more than FXAIX's 1.35% yield.


TTM20242023202220212020201920182017201620152014
VIVAX
Vanguard Value Index Fund
2.24%2.19%2.33%2.39%2.02%2.44%2.39%2.59%2.18%2.33%2.46%2.08%
FXAIX
Fidelity 500 Index Fund
1.35%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

VIVAX vs. FXAIX - Drawdown Comparison

The maximum VIVAX drawdown since its inception was -59.38%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VIVAX and FXAIX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.00%
-9.83%
VIVAX
FXAIX

Volatility

VIVAX vs. FXAIX - Volatility Comparison

The current volatility for Vanguard Value Index Fund (VIVAX) is 11.18%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.39%. This indicates that VIVAX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.18%
14.39%
VIVAX
FXAIX