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

Correlation

The correlation between VIVIX and VFTNX is 0.93, 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. VFTNX - Performance Comparison

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

600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
657.21%
731.49%
VIVIX
VFTNX

Key characteristics

Sharpe Ratio

VIVIX:

0.43

VFTNX:

0.52

Sortino Ratio

VIVIX:

0.70

VFTNX:

0.86

Omega Ratio

VIVIX:

1.10

VFTNX:

1.12

Calmar Ratio

VIVIX:

0.46

VFTNX:

0.53

Martin Ratio

VIVIX:

1.79

VFTNX:

2.10

Ulcer Index

VIVIX:

3.67%

VFTNX:

5.10%

Daily Std Dev

VIVIX:

15.42%

VFTNX:

20.78%

Max Drawdown

VIVIX:

-59.30%

VFTNX:

-61.92%

Current Drawdown

VIVIX:

-8.27%

VFTNX:

-11.01%

Returns By Period

In the year-to-date period, VIVIX achieves a -2.08% return, which is significantly higher than VFTNX's -7.02% return. Over the past 10 years, VIVIX has underperformed VFTNX with an annualized return of 9.60%, while VFTNX has yielded a comparatively higher 12.34% annualized return.


VIVIX

YTD

-2.08%

1M

-4.67%

6M

-3.99%

1Y

6.82%

5Y*

13.72%

10Y*

9.60%

VFTNX

YTD

-7.02%

1M

-2.66%

6M

-4.62%

1Y

9.88%

5Y*

15.41%

10Y*

12.34%

*Annualized

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VIVIX vs. VFTNX - Expense Ratio Comparison

VIVIX has a 0.04% expense ratio, which is lower than VFTNX's 0.12% expense ratio. Despite the difference, 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 VFTNX: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFTNX: 0.12%
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. VFTNX — 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 5454
Overall Rank
The Sharpe Ratio Rank of VIVIX is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of VIVIX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VIVIX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of VIVIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of VIVIX is 5656
Martin Ratio Rank

VFTNX
The Risk-Adjusted Performance Rank of VFTNX is 6161
Overall Rank
The Sharpe Ratio Rank of VFTNX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VFTNX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VFTNX is 6161
Omega Ratio Rank
The Calmar Ratio Rank of VFTNX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of VFTNX is 6060
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. VFTNX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Institutional Shares (VIVIX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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
VFTNX: 0.52
The chart of Sortino ratio for VIVIX, currently valued at 0.69, compared to the broader market-2.000.002.004.006.008.0010.00
VIVIX: 0.70
VFTNX: 0.86
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
VFTNX: 1.12
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
VFTNX: 0.53
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
VFTNX: 2.10

The current VIVIX Sharpe Ratio is 0.43, which is comparable to the VFTNX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of VIVIX and VFTNX, 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.43
0.52
VIVIX
VFTNX

Dividends

VIVIX vs. VFTNX - Dividend Comparison

VIVIX's dividend yield for the trailing twelve months is around 2.38%, more than VFTNX's 1.13% 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%
VFTNX
Vanguard FTSE Social Index Fund Institutional Shares
1.13%1.01%1.12%1.37%0.95%1.22%1.46%1.82%1.49%1.82%1.60%1.33%

Drawdowns

VIVIX vs. VFTNX - Drawdown Comparison

The maximum VIVIX drawdown since its inception was -59.30%, roughly equal to the maximum VFTNX drawdown of -61.92%. Use the drawdown chart below to compare losses from any high point for VIVIX and VFTNX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.27%
-11.01%
VIVIX
VFTNX

Volatility

VIVIX vs. VFTNX - Volatility Comparison

The current volatility for Vanguard Value Index Fund Institutional Shares (VIVIX) is 11.17%, while Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a volatility of 14.80%. This indicates that VIVIX experiences smaller price fluctuations and is considered to be less risky than VFTNX 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
11.17%
14.80%
VIVIX
VFTNX