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VLACX vs. VV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VLACX vs. VV - Performance Comparison

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

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VLACX vs. VV - 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%
VV
Vanguard Large-Cap ETF
-4.79%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%

Returns By Period

In the year-to-date period, VLACX achieves a -7.53% return, which is significantly lower than VV's -4.79% return. Both investments have delivered pretty close results over the past 10 years, with VLACX having a 13.50% annualized return and VV not far ahead at 14.04%.


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%

VV

1D
2.96%
1M
-4.90%
YTD
-4.79%
6M
-2.38%
1Y
17.59%
3Y*
18.49%
5Y*
11.31%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VLACX vs. VV - Expense Ratio Comparison

VLACX has a 0.17% expense ratio, which is higher than VV's 0.04% 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%.


Return for Risk

VLACX vs. VV — 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

VV
VV Risk / Return Rank: 6464
Overall Rank
VV Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VV Sortino Ratio Rank: 6060
Sortino Ratio Rank
VV Omega Ratio Rank: 6464
Omega Ratio Rank
VV Calmar Ratio Rank: 6464
Calmar Ratio Rank
VV Martin Ratio Rank: 7373
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. VV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and Vanguard Large-Cap ETF (VV). 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.


VLACXVVDifference

Sharpe ratio

Return per unit of total volatility

0.81

0.95

-0.14

Sortino ratio

Return per unit of downside risk

1.27

1.46

-0.19

Omega ratio

Gain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratio

Return relative to maximum drawdown

1.02

1.51

-0.49

Martin ratio

Return relative to average drawdown

4.88

7.07

-2.20

VLACX vs. VV - Sharpe Ratio Comparison

The current VLACX Sharpe Ratio is 0.81, which is comparable to the VV Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of VLACX and VV, 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


VLACXVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

0.95

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.66

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.78

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Correlation

The correlation between VLACX and VV is 0.99, 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.


Dividends

VLACX vs. VV - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 1.03%, less than VV's 1.13% 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%
VV
Vanguard Large-Cap ETF
1.13%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Drawdowns

VLACX vs. VV - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.81%, roughly equal to the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VLACX and VV.


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Drawdown Indicators


VLACXVVDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-54.81%

0.00%

Max Drawdown (1Y)

Largest decline over 1 year

-12.17%

-12.09%

-0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.72%

-25.66%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-34.28%

+0.31%

Current Drawdown

Current decline from peak

-9.22%

-6.52%

-2.70%

Average Drawdown

Average peak-to-trough decline

-6.97%

-6.88%

-0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.55%

2.59%

-0.04%

Volatility

VLACX vs. VV - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 4.23%, while Vanguard Large-Cap ETF (VV) has a volatility of 5.30%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLACXVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.30%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.12%

9.58%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

18.60%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.13%

17.24%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

18.18%

-0.02%