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VLACX vs. MTUM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLACX vs. MTUM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large Cap Index Fund (VLACX) and iShares MSCI USA Momentum Factor ETF (MTUM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VLACX achieves a 11.44% return, which is significantly lower than MTUM's 31.75% return. Over the past 10 years, VLACX has underperformed MTUM with an annualized return of 15.44%, while MTUM has yielded a comparatively higher 17.31% annualized return.


VLACX

1D
0.18%
1M
5.97%
YTD
11.44%
6M
11.33%
1Y
28.53%
3Y*
22.58%
5Y*
13.64%
10Y*
15.44%

MTUM

1D
1.06%
1M
15.90%
YTD
31.75%
6M
32.38%
1Y
41.76%
3Y*
34.75%
5Y*
15.21%
10Y*
17.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLACX vs. MTUM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLACX
Vanguard Large Cap Index Fund
11.44%17.60%24.61%27.10%-19.78%26.87%20.88%31.22%-4.60%21.89%
MTUM
iShares MSCI USA Momentum Factor ETF
31.75%22.15%32.89%9.15%-18.27%13.36%29.86%27.25%-1.67%37.50%

Correlation

The correlation between VLACX and MTUM is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2013

0.87

The correlation between VLACX and MTUM has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

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Return for Risk

VLACX vs. MTUM — Risk / Return Rank

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

VLACX
VLACX Risk / Return Rank: 6969
Overall Rank
VLACX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VLACX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VLACX Omega Ratio Rank: 6464
Omega Ratio Rank
VLACX Calmar Ratio Rank: 6868
Calmar Ratio Rank
VLACX Martin Ratio Rank: 7878
Martin Ratio Rank

MTUM
MTUM Risk / Return Rank: 6767
Overall Rank
MTUM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
MTUM Sortino Ratio Rank: 6262
Sortino Ratio Rank
MTUM Omega Ratio Rank: 6363
Omega Ratio Rank
MTUM Calmar Ratio Rank: 7171
Calmar Ratio Rank
MTUM Martin Ratio Rank: 7575
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.

VLACX vs. MTUM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and iShares MSCI USA Momentum Factor ETF (MTUM). 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.


VLACXMTUMDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.38

Omega ratioGain probability vs. loss probability

1.45

1.39

+0.05

Calmar ratioReturn relative to maximum drawdown

3.19

3.64

-0.44

Martin ratioReturn relative to average drawdown

14.65

14.50

+0.15

VLACX vs. MTUM - Sharpe Ratio Comparison

The current VLACX Sharpe Ratio is 2.47, which is comparable to the MTUM Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of VLACX and MTUM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VLACXMTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

2.20

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.74

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

0.83

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.85

-0.27

Drawdowns

VLACX vs. MTUM - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.81%, which is greater than MTUM's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for VLACX and MTUM.


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Drawdown Indicators


VLACXMTUMDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-34.08%

-20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.22%

-11.54%

+2.32%

Max Drawdown (3Y)

Largest decline over 3 years

-19.27%

-20.99%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-32.28%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-34.08%

+0.11%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.92%

-6.21%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.89%

-0.89%

Volatility

VLACX vs. MTUM - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 2.80%, while iShares MSCI USA Momentum Factor ETF (MTUM) has a volatility of 7.68%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than MTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLACXMTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

7.68%

-4.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

16.46%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

19.04%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

20.60%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

21.03%

-2.83%

VLACX vs. MTUM - Expense Ratio Comparison

VLACX has a 0.17% expense ratio, which is higher than MTUM's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VLACX vs. MTUM - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 0.86%, more than MTUM's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
MTUM
iShares MSCI USA Momentum Factor ETF
0.60%0.91%0.75%1.35%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%
VLACX
Vanguard Large Cap Index Fund
0.86%0.71%0.86%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%

Frequently Asked Questions


VLACX and MTUM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MTUM has higher volatility (7.68%) compared to VLACX (2.80%). In terms of maximum drawdown, VLACX dropped -54.81% vs MTUM's -34.08%.

VLACX currently has the higher Sharpe Ratio (2.47 vs 2.20), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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