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VIVAX vs. PSECX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIVAX vs. PSECX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund (VIVAX) and 1789 Growth and Income Fund (PSECX). The values are adjusted to include any dividend payments, if applicable.

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VIVAX vs. PSECX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIVAX
Vanguard Value Index Fund
1.61%14.50%15.85%9.08%-2.18%26.32%2.18%25.66%-5.56%16.98%
PSECX
1789 Growth and Income Fund
-2.01%8.04%14.49%10.64%-10.66%25.43%0.78%23.99%-5.18%5.16%

Returns By Period

In the year-to-date period, VIVAX achieves a 1.61% return, which is significantly higher than PSECX's -2.01% return. Over the past 10 years, VIVAX has outperformed PSECX with an annualized return of 11.42%, while PSECX has yielded a comparatively lower 6.86% annualized return.


VIVAX

1D
-0.17%
1M
-6.37%
YTD
1.61%
6M
4.57%
1Y
14.03%
3Y*
14.10%
5Y*
10.37%
10Y*
11.42%

PSECX

1D
-0.05%
1M
-7.25%
YTD
-2.01%
6M
-3.71%
1Y
6.71%
3Y*
9.78%
5Y*
7.18%
10Y*
6.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIVAX vs. PSECX - Expense Ratio Comparison

VIVAX has a 0.17% expense ratio, which is lower than PSECX's 2.02% expense ratio.


Return for Risk

VIVAX vs. PSECX — Risk / Return Rank

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

VIVAX
VIVAX Risk / Return Rank: 5757
Overall Rank
VIVAX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VIVAX Sortino Ratio Rank: 5858
Sortino Ratio Rank
VIVAX Omega Ratio Rank: 5959
Omega Ratio Rank
VIVAX Calmar Ratio Rank: 5252
Calmar Ratio Rank
VIVAX Martin Ratio Rank: 5959
Martin Ratio Rank

PSECX
PSECX Risk / Return Rank: 2424
Overall Rank
PSECX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
PSECX Sortino Ratio Rank: 2222
Sortino Ratio Rank
PSECX Omega Ratio Rank: 2020
Omega Ratio Rank
PSECX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PSECX Martin Ratio Rank: 3030
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.

VIVAX vs. PSECX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and 1789 Growth and Income Fund (PSECX). 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.


VIVAXPSECXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.59

+0.44

Sortino ratio

Return per unit of downside risk

1.49

0.93

+0.55

Omega ratio

Gain probability vs. loss probability

1.22

1.12

+0.10

Calmar ratio

Return relative to maximum drawdown

1.23

0.82

+0.42

Martin ratio

Return relative to average drawdown

5.60

3.31

+2.29

VIVAX vs. PSECX - Sharpe Ratio Comparison

The current VIVAX Sharpe Ratio is 1.03, which is higher than the PSECX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VIVAX and PSECX, 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


VIVAXPSECXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.59

+0.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

0.61

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

0.52

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.53

+0.01

Correlation

The correlation between VIVAX and PSECX is 0.89, 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

VIVAX vs. PSECX - Dividend Comparison

VIVAX's dividend yield for the trailing twelve months is around 1.93%, more than PSECX's 0.87% yield.


TTM20252024202320222021202020192018201720162015
VIVAX
Vanguard Value Index Fund
1.93%1.42%2.19%2.33%2.39%2.02%2.43%2.39%2.59%2.18%2.33%2.46%
PSECX
1789 Growth and Income Fund
0.87%0.85%3.88%2.71%4.60%1.53%0.27%1.16%6.78%0.59%0.31%5.12%

Drawdowns

VIVAX vs. PSECX - Drawdown Comparison

The maximum VIVAX drawdown since its inception was -59.38%, which is greater than PSECX's maximum drawdown of -31.13%. Use the drawdown chart below to compare losses from any high point for VIVAX and PSECX.


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Drawdown Indicators


VIVAXPSECXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-31.13%

-28.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-8.36%

-2.92%

Max Drawdown (5Y)

Largest decline over 5 years

-17.17%

-18.47%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-36.81%

-31.13%

-5.68%

Current Drawdown

Current decline from peak

-6.37%

-7.44%

+1.07%

Average Drawdown

Average peak-to-trough decline

-8.11%

-3.90%

-4.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.07%

+0.42%

Volatility

VIVAX vs. PSECX - Volatility Comparison

Vanguard Value Index Fund (VIVAX) has a higher volatility of 3.27% compared to 1789 Growth and Income Fund (PSECX) at 3.06%. This indicates that VIVAX's price experiences larger fluctuations and is considered to be riskier than PSECX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIVAXPSECXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.06%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.54%

7.60%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.83%

13.13%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

11.90%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

13.17%

+3.57%