VIVAX vs. VOLMX
Compare and contrast key facts about Vanguard Value Index Fund (VIVAX) and Volumetric Fund (VOLMX).
VIVAX is managed by Vanguard. It was launched on Nov 2, 1992. VOLMX is managed by Volumetric. It was launched on Jan 2, 1979.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIVAX or VOLMX.
Key characteristics
| VIVAX | VOLMX | |
|---|---|---|
| YTD Return | 21.61% | 19.44% |
| 1Y Return | 34.32% | 26.22% |
| 3Y Return (Ann) | 9.82% | -0.46% |
| 5Y Return (Ann) | 11.65% | 4.57% |
| 10Y Return (Ann) | 10.55% | 3.25% |
| Sharpe Ratio | 3.21 | 2.12 |
| Sortino Ratio | 4.51 | 2.89 |
| Omega Ratio | 1.59 | 1.39 |
| Calmar Ratio | 4.83 | 1.15 |
| Martin Ratio | 20.83 | 11.99 |
| Ulcer Index | 1.60% | 2.14% |
| Daily Std Dev | 10.35% | 12.11% |
| Max Drawdown | -59.38% | -49.43% |
| Current Drawdown | 0.00% | -2.07% |
Correlation
The correlation between VIVAX and VOLMX is 0.88, 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.
Performance
VIVAX vs. VOLMX - Performance Comparison
In the year-to-date period, VIVAX achieves a 21.61% return, which is significantly higher than VOLMX's 19.44% return. Over the past 10 years, VIVAX has outperformed VOLMX with an annualized return of 10.55%, while VOLMX has yielded a comparatively lower 3.25% 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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VIVAX vs. VOLMX - Expense Ratio Comparison
VIVAX has a 0.17% expense ratio, which is lower than VOLMX's 1.89% expense ratio.
Risk-Adjusted Performance
VIVAX vs. VOLMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund (VIVAX) and Volumetric Fund (VOLMX). 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. VOLMX - Dividend Comparison
VIVAX's dividend yield for the trailing twelve months is around 2.10%, while VOLMX 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% |
VOLMX Volumetric Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 10.48% | 6.56% | 0.00% |
Drawdowns
VIVAX vs. VOLMX - Drawdown Comparison
The maximum VIVAX drawdown since its inception was -59.38%, which is greater than VOLMX's maximum drawdown of -49.43%. Use the drawdown chart below to compare losses from any high point for VIVAX and VOLMX. For additional features, visit the drawdowns tool.
Volatility
VIVAX vs. VOLMX - Volatility Comparison
The current volatility for Vanguard Value Index Fund (VIVAX) is 3.71%, while Volumetric Fund (VOLMX) has a volatility of 4.12%. This indicates that VIVAX experiences smaller price fluctuations and is considered to be less risky than VOLMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.