PortfoliosLab logo
VIVIX vs. FBCVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIVIX and FBCVX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VIVIX vs. FBCVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund Institutional Shares (VIVIX) and Fidelity Blue Chip Value Fund (FBCVX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
578.74%
265.12%
VIVIX
FBCVX

Key characteristics

Sharpe Ratio

VIVIX:

0.43

FBCVX:

-0.61

Sortino Ratio

VIVIX:

0.70

FBCVX:

-0.77

Omega Ratio

VIVIX:

1.10

FBCVX:

0.90

Calmar Ratio

VIVIX:

0.46

FBCVX:

-0.50

Martin Ratio

VIVIX:

1.79

FBCVX:

-1.15

Ulcer Index

VIVIX:

3.67%

FBCVX:

7.99%

Daily Std Dev

VIVIX:

15.42%

FBCVX:

15.02%

Max Drawdown

VIVIX:

-59.30%

FBCVX:

-63.06%

Current Drawdown

VIVIX:

-8.27%

FBCVX:

-14.26%

Returns By Period

In the year-to-date period, VIVIX achieves a -2.08% return, which is significantly higher than FBCVX's -2.63% return. Over the past 10 years, VIVIX has outperformed FBCVX with an annualized return of 9.56%, while FBCVX has yielded a comparatively lower 4.65% annualized return.


VIVIX

YTD

-2.08%

1M

-4.88%

6M

-3.99%

1Y

6.77%

5Y*

14.18%

10Y*

9.56%

FBCVX

YTD

-2.63%

1M

-4.08%

6M

-7.67%

1Y

-8.92%

5Y*

10.02%

10Y*

4.65%

*Annualized

Compare stocks, funds, or ETFs

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


VIVIX vs. FBCVX - Expense Ratio Comparison

VIVIX has a 0.04% expense ratio, which is lower than FBCVX's 0.63% expense ratio.


Expense ratio chart for FBCVX: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FBCVX: 0.63%
Expense ratio chart for VIVIX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIVIX: 0.04%

Risk-Adjusted Performance

VIVIX vs. FBCVX — Risk-Adjusted Performance Rank

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

VIVIX
The Risk-Adjusted Performance Rank of VIVIX is 5252
Overall Rank
The Sharpe Ratio Rank of VIVIX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of VIVIX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VIVIX is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VIVIX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VIVIX is 5454
Martin Ratio Rank

FBCVX
The Risk-Adjusted Performance Rank of FBCVX is 22
Overall Rank
The Sharpe Ratio Rank of FBCVX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of FBCVX is 11
Sortino Ratio Rank
The Omega Ratio Rank of FBCVX is 22
Omega Ratio Rank
The Calmar Ratio Rank of FBCVX is 11
Calmar Ratio Rank
The Martin Ratio Rank of FBCVX is 33
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.

VIVIX vs. FBCVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and Fidelity Blue Chip Value Fund (FBCVX). 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 VIVIX, currently valued at 0.43, compared to the broader market-1.000.001.002.003.00
VIVIX: 0.43
FBCVX: -0.61
The chart of Sortino ratio for VIVIX, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.00
VIVIX: 0.70
FBCVX: -0.77
The chart of Omega ratio for VIVIX, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.00
VIVIX: 1.10
FBCVX: 0.90
The chart of Calmar ratio for VIVIX, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.00
VIVIX: 0.46
FBCVX: -0.50
The chart of Martin ratio for VIVIX, currently valued at 1.79, compared to the broader market0.0010.0020.0030.0040.0050.00
VIVIX: 1.79
FBCVX: -1.15

The current VIVIX Sharpe Ratio is 0.43, which is higher than the FBCVX Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of VIVIX and FBCVX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.43
-0.61
VIVIX
FBCVX

Dividends

VIVIX vs. FBCVX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.38%, more than FBCVX's 1.82% yield.


TTM20242023202220212020201920182017201620152014
VIVIX
Vanguard Value Index Fund Institutional Shares
2.38%2.31%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%
FBCVX
Fidelity Blue Chip Value Fund
1.82%1.77%1.53%1.07%1.26%1.07%1.48%1.62%1.09%1.05%1.77%1.39%

Drawdowns

VIVIX vs. FBCVX - Drawdown Comparison

The maximum VIVIX drawdown since its inception was -59.30%, smaller than the maximum FBCVX drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for VIVIX and FBCVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.27%
-14.26%
VIVIX
FBCVX

Volatility

VIVIX vs. FBCVX - Volatility Comparison

Vanguard Value Index Fund Institutional Shares (VIVIX) has a higher volatility of 11.17% compared to Fidelity Blue Chip Value Fund (FBCVX) at 9.19%. This indicates that VIVIX's price experiences larger fluctuations and is considered to be riskier than FBCVX 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%NovemberDecember2025FebruaryMarchApril
11.17%
9.19%
VIVIX
FBCVX