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VIVIX vs. FLVEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VIVIX vs. FLVEX - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.98%
0
VIVIX
FLVEX

Returns By Period


VIVIX

YTD

20.30%

1M

0.26%

6M

9.98%

1Y

28.15%

5Y (annualized)

11.50%

10Y (annualized)

10.44%

FLVEX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


VIVIXFLVEX

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VIVIX vs. FLVEX - Expense Ratio Comparison

VIVIX has a 0.04% expense ratio, which is lower than FLVEX's 0.39% expense ratio.


FLVEX
Fidelity Large Cap Value Enhanced Index Fund
Expense ratio chart for FLVEX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VIVIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.01.0

The correlation between VIVIX and FLVEX is 0.96, 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.

Risk-Adjusted Performance

VIVIX vs. FLVEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and Fidelity Large Cap Value Enhanced Index Fund (FLVEX). 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.


Sharpe ratio
The chart of Sharpe ratio for VIVIX, currently valued at 2.75, compared to the broader market-1.000.001.002.003.004.005.002.75
The chart of Sortino ratio for VIVIX, currently valued at 3.86, compared to the broader market0.005.0010.003.86
The chart of Omega ratio for VIVIX, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
The chart of Calmar ratio for VIVIX, currently valued at 5.45, compared to the broader market0.005.0010.0015.0020.0025.005.45
The chart of Martin ratio for VIVIX, currently valued at 17.42, compared to the broader market0.0020.0040.0060.0080.00100.0017.42
VIVIX
FLVEX

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.75
1.00
VIVIX
FLVEX

Dividends

VIVIX vs. FLVEX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.25%, while FLVEX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VIVIX
Vanguard Value Index Fund Institutional Shares
2.25%2.46%2.52%2.14%2.56%2.50%2.73%2.30%2.46%2.61%2.23%2.22%
FLVEX
Fidelity Large Cap Value Enhanced Index Fund
0.00%5.51%4.65%12.27%1.66%3.36%7.37%5.17%1.78%1.94%3.89%8.22%

Drawdowns

VIVIX vs. FLVEX - Drawdown Comparison


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.42%
-5.54%
VIVIX
FLVEX

Volatility

VIVIX vs. FLVEX - Volatility Comparison

Vanguard Value Index Fund Institutional Shares (VIVIX) has a higher volatility of 3.53% compared to Fidelity Large Cap Value Enhanced Index Fund (FLVEX) at 0.00%. This indicates that VIVIX's price experiences larger fluctuations and is considered to be riskier than FLVEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.53%
0
VIVIX
FLVEX