VLACX vs. SWK
Compare and contrast key facts about Vanguard Large Cap Index Fund (VLACX) and Stanley Black & Decker, Inc. (SWK).
VLACX is managed by Vanguard. It was launched on Jan 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VLACX or SWK.
Key characteristics
| VLACX | SWK | |
|---|---|---|
| YTD Return | 27.20% | -5.57% |
| 1Y Return | 38.04% | 9.86% |
| 3Y Return (Ann) | 9.49% | -20.38% |
| 5Y Return (Ann) | 15.86% | -7.91% |
| 10Y Return (Ann) | 13.24% | 1.73% |
| Sharpe Ratio | 3.23 | 0.34 |
| Sortino Ratio | 4.28 | 0.71 |
| Omega Ratio | 1.61 | 1.09 |
| Calmar Ratio | 4.69 | 0.18 |
| Martin Ratio | 21.32 | 1.10 |
| Ulcer Index | 1.89% | 9.96% |
| Daily Std Dev | 12.39% | 32.14% |
| Max Drawdown | -54.82% | -66.45% |
| Current Drawdown | 0.00% | -54.53% |
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.
Performance
VLACX vs. SWK - Performance Comparison
In the year-to-date period, VLACX achieves a 27.20% return, which is significantly higher than SWK's -5.57% return. Over the past 10 years, VLACX has outperformed SWK with an annualized return of 13.24%, while SWK has yielded a comparatively lower 1.73% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
VLACX vs. SWK - Dividend Comparison
VLACX's dividend yield for the trailing twelve months is around 1.12%, less than SWK's 3.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VLACX Vanguard Large Cap Index Fund | 1.12% | 1.30% | 1.51% | 1.07% | 1.35% | 1.72% | 1.95% | 1.64% | 1.87% | 1.84% | 1.63% | 1.63% |
SWK Stanley Black & Decker, Inc. | 3.60% | 3.28% | 4.23% | 1.58% | 1.56% | 1.63% | 2.15% | 1.43% | 1.97% | 2.01% | 2.12% | 2.45% |
Drawdowns
VLACX vs. SWK - Drawdown Comparison
The maximum VLACX drawdown since its inception was -54.82%, smaller than the maximum SWK drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for VLACX and SWK. For additional features, visit the drawdowns tool.
Volatility
VLACX vs. SWK - Volatility Comparison
The current volatility for Vanguard Large Cap Index Fund (VLACX) is 3.93%, while Stanley Black & Decker, Inc. (SWK) has a volatility of 11.07%. 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.