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VLACX vs. SWK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLACX and SWK is 0.68, 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.


-0.50.00.51.0
Correlation: 0.7

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.

100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
643.69%
175.39%
VLACX
SWK

Key characteristics

Sharpe Ratio

VLACX:

0.54

SWK:

-0.72

Sortino Ratio

VLACX:

0.88

SWK:

-0.89

Omega Ratio

VLACX:

1.13

SWK:

0.88

Calmar Ratio

VLACX:

0.56

SWK:

-0.42

Martin Ratio

VLACX:

2.29

SWK:

-1.56

Ulcer Index

VLACX:

4.65%

SWK:

18.92%

Daily Std Dev

VLACX:

19.62%

SWK:

40.94%

Max Drawdown

VLACX:

-54.82%

SWK:

-71.30%

Current Drawdown

VLACX:

-9.97%

SWK:

-68.36%

Returns By Period

In the year-to-date period, VLACX achieves a -5.65% return, which is significantly higher than SWK's -22.55% return. Over the past 10 years, VLACX has outperformed SWK with an annualized return of 11.86%, while SWK has yielded a comparatively lower -2.41% annualized return.


VLACX

YTD

-5.65%

1M

-3.10%

6M

-4.01%

1Y

11.11%

5Y*

15.80%

10Y*

11.86%

SWK

YTD

-22.55%

1M

-21.49%

6M

-38.46%

1Y

-28.09%

5Y*

-8.01%

10Y*

-2.41%

*Annualized

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Risk-Adjusted Performance

VLACX vs. SWK — Risk-Adjusted Performance Rank

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

VLACX
The Risk-Adjusted Performance Rank of VLACX is 6262
Overall Rank
The Sharpe Ratio Rank of VLACX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VLACX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VLACX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VLACX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VLACX is 6262
Martin Ratio Rank

SWK
The Risk-Adjusted Performance Rank of SWK is 1515
Overall Rank
The Sharpe Ratio Rank of SWK is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of SWK is 1515
Sortino Ratio Rank
The Omega Ratio Rank of SWK is 1515
Omega Ratio Rank
The Calmar Ratio Rank of SWK is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SWK is 66
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.

VLACX vs. SWK - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for VLACX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
VLACX: 0.54
SWK: -0.72
The chart of Sortino ratio for VLACX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
VLACX: 0.88
SWK: -0.89
The chart of Omega ratio for VLACX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VLACX: 1.13
SWK: 0.88
The chart of Calmar ratio for VLACX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
VLACX: 0.56
SWK: -0.42
The chart of Martin ratio for VLACX, currently valued at 2.29, compared to the broader market0.0010.0020.0030.0040.0050.00
VLACX: 2.29
SWK: -1.56

The current VLACX Sharpe Ratio is 0.54, which is higher than the SWK Sharpe Ratio of -0.72. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
-0.72
VLACX
SWK

Dividends

VLACX vs. SWK - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 1.21%, less than SWK's 5.31% yield.


TTM20242023202220212020201920182017201620152014
VLACX
Vanguard Large Cap Index Fund
1.21%1.12%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%1.63%
SWK
Stanley Black & Decker, Inc.
5.31%4.06%3.28%4.23%1.58%1.56%1.63%2.15%1.43%1.97%2.01%2.12%

Drawdowns

VLACX vs. SWK - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.82%, smaller than the maximum SWK drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for VLACX and SWK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.97%
-68.36%
VLACX
SWK

Volatility

VLACX vs. SWK - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 14.32%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 27.01%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
14.32%
27.01%
VLACX
SWK