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VLACX vs. SWK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLACX vs. SWK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large Cap Index Fund (VLACX) and Stanley Black & Decker, Inc. (SWK). The values are adjusted to include any dividend payments, if applicable.

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VLACX vs. SWK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLACX
Vanguard Large Cap Index Fund
-7.53%17.60%24.61%27.10%-19.78%26.87%20.88%31.22%-4.60%21.89%
SWK
Stanley Black & Decker, Inc.
-3.27%-3.17%-15.19%35.55%-58.92%7.28%9.73%41.18%-28.13%50.50%

Returns By Period

In the year-to-date period, VLACX achieves a -7.53% return, which is significantly lower than SWK's -3.27% return. Over the past 10 years, VLACX has outperformed SWK with an annualized return of 13.50%, while SWK has yielded a comparatively lower -1.41% annualized return.


VLACX

1D
-0.38%
1M
-7.68%
YTD
-7.53%
6M
-5.27%
1Y
14.14%
3Y*
16.94%
5Y*
10.66%
10Y*
13.50%

SWK

1D
5.40%
1M
-16.93%
YTD
-3.27%
6M
-2.20%
1Y
-3.14%
3Y*
-0.18%
5Y*
-15.90%
10Y*
-1.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VLACX vs. SWK — Risk / Return Rank

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

VLACX
VLACX Risk / Return Rank: 4343
Overall Rank
VLACX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VLACX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VLACX Omega Ratio Rank: 4646
Omega Ratio Rank
VLACX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VLACX Martin Ratio Rank: 4949
Martin Ratio Rank

SWK
SWK Risk / Return Rank: 3838
Overall Rank
SWK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SWK Sortino Ratio Rank: 3636
Sortino Ratio Rank
SWK Omega Ratio Rank: 3636
Omega Ratio Rank
SWK Calmar Ratio Rank: 3939
Calmar Ratio Rank
SWK Martin Ratio Rank: 3939
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. SWK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and Stanley Black & Decker, Inc. (SWK). 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.


VLACXSWKDifference

Sharpe ratio

Return per unit of total volatility

0.81

-0.07

+0.88

Sortino ratio

Return per unit of downside risk

1.27

0.24

+1.02

Omega ratio

Gain probability vs. loss probability

1.19

1.03

+0.16

Calmar ratio

Return relative to maximum drawdown

1.02

-0.09

+1.12

Martin ratio

Return relative to average drawdown

4.88

-0.21

+5.08

VLACX vs. SWK - Sharpe Ratio Comparison

The current VLACX Sharpe Ratio is 0.81, which is higher than the SWK Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of VLACX and SWK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VLACXSWKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

-0.07

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

-0.43

+1.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

-0.04

+0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.24

+0.29

Correlation

The correlation between VLACX and SWK is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

VLACX vs. SWK - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 1.03%, less than SWK's 4.66% yield.


TTM20252024202320222021202020192018201720162015
VLACX
Vanguard Large Cap Index Fund
1.03%0.71%0.86%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%
SWK
Stanley Black & Decker, Inc.
4.66%4.44%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%

Drawdowns

VLACX vs. SWK - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.81%, smaller than the maximum SWK drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for VLACX and SWK.


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Drawdown Indicators


VLACXSWKDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-71.31%

+16.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-27.44%

+15.27%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-71.31%

+45.59%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-71.31%

+37.34%

Current Drawdown

Current decline from peak

-9.22%

-61.75%

+52.53%

Average Drawdown

Average peak-to-trough decline

-6.97%

-19.27%

+12.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

12.51%

-9.96%

Volatility

VLACX vs. SWK - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 4.23%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 10.53%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than SWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLACXSWKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

10.53%

-6.30%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

26.04%

-16.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

46.43%

-28.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

36.92%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

36.25%

-18.09%