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VLCAX vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLCAX and VOO is 1.00, 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.


-0.50.00.51.01.0

Performance

VLCAX vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%520.00%540.00%560.00%580.00%600.00%620.00%JulyAugustSeptemberOctoberNovemberDecember
600.01%
602.93%
VLCAX
VOO

Key characteristics

Sharpe Ratio

VLCAX:

2.23

VOO:

2.25

Sortino Ratio

VLCAX:

2.96

VOO:

2.98

Omega Ratio

VLCAX:

1.42

VOO:

1.42

Calmar Ratio

VLCAX:

3.29

VOO:

3.31

Martin Ratio

VLCAX:

14.59

VOO:

14.77

Ulcer Index

VLCAX:

1.93%

VOO:

1.90%

Daily Std Dev

VLCAX:

12.64%

VOO:

12.46%

Max Drawdown

VLCAX:

-54.76%

VOO:

-33.99%

Current Drawdown

VLCAX:

-2.67%

VOO:

-2.47%

Returns By Period

The year-to-date returns for both stocks are quite close, with VLCAX having a 26.23% return and VOO slightly lower at 26.02%. Both investments have delivered pretty close results over the past 10 years, with VLCAX having a 13.02% annualized return and VOO not far ahead at 13.08%.


VLCAX

YTD

26.23%

1M

-0.12%

6M

9.64%

1Y

26.66%

5Y*

14.77%

10Y*

13.02%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VLCAX vs. VOO - Expense Ratio Comparison

VLCAX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.


VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VLCAX vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for VLCAX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.232.25
The chart of Sortino ratio for VLCAX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.962.98
The chart of Omega ratio for VLCAX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.42
The chart of Calmar ratio for VLCAX, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.0014.003.293.31
The chart of Martin ratio for VLCAX, currently valued at 14.59, compared to the broader market0.0020.0040.0060.0014.5914.77
VLCAX
VOO

The current VLCAX Sharpe Ratio is 2.23, which is comparable to the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of VLCAX and VOO, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
2.25
VLCAX
VOO

Dividends

VLCAX vs. VOO - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 0.90%, less than VOO's 0.91% yield.


TTM20232022202120202019201820172016201520142013
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
0.90%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VLCAX vs. VOO - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VLCAX and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-2.47%
VLCAX
VOO

Volatility

VLCAX vs. VOO - Volatility Comparison

Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.90% and 3.75%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.90%
3.75%
VLCAX
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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