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VMVAX vs. CIMDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMVAX vs. CIMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Clarkston Founders Fund (CIMDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMVAX achieves a 5.05% return, which is significantly higher than CIMDX's -5.18% return.


VMVAX

1D
0.35%
1M
-1.73%
YTD
5.05%
6M
6.85%
1Y
29.73%
3Y*
13.98%
5Y*
8.73%
10Y*
10.35%

CIMDX

1D
0.58%
1M
-5.58%
YTD
-5.18%
6M
-4.21%
1Y
9.47%
3Y*
5.07%
5Y*
1.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMVAX vs. CIMDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
5.05%12.06%13.63%10.12%-7.89%28.77%2.45%28.03%-12.44%14.56%
CIMDX
Clarkston Founders Fund
-5.18%7.35%5.67%10.38%-3.67%6.23%23.21%23.74%-7.85%11.25%

Correlation

The correlation between VMVAX and CIMDX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification — they'll tend to fall together during downturns. For meaningful risk reduction, look for holdings with correlations below 0.5.


VMVAX vs. CIMDX - Expense Ratio Comparison

VMVAX has a 0.07% expense ratio, which is lower than CIMDX's 0.95% expense ratio.


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Return for Risk

VMVAX vs. CIMDX — Risk / Return Rank

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

VMVAX
VMVAX Risk / Return Rank: 4444
Overall Rank
VMVAX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
VMVAX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VMVAX Omega Ratio Rank: 4141
Omega Ratio Rank
VMVAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VMVAX Martin Ratio Rank: 5252
Martin Ratio Rank

CIMDX
CIMDX Risk / Return Rank: 66
Overall Rank
CIMDX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
CIMDX Sortino Ratio Rank: 55
Sortino Ratio Rank
CIMDX Omega Ratio Rank: 55
Omega Ratio Rank
CIMDX Calmar Ratio Rank: 77
Calmar Ratio Rank
CIMDX Martin Ratio Rank: 77
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.

VMVAX vs. CIMDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Clarkston Founders Fund (CIMDX). 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.


VMVAXCIMDXDifference

Sharpe ratio

Return per unit of total volatility

1.03

0.11

+0.92

Sortino ratio

Return per unit of downside risk

1.51

0.30

+1.20

Omega ratio

Gain probability vs. loss probability

1.21

1.04

+0.18

Calmar ratio

Return relative to maximum drawdown

1.43

0.27

+1.16

Martin ratio

Return relative to average drawdown

6.58

0.82

+5.76

VMVAX vs. CIMDX - Sharpe Ratio Comparison

The current VMVAX Sharpe Ratio is 1.03, which is higher than the CIMDX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of VMVAX and CIMDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VMVAXCIMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.11

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.11

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.41

+0.26

Drawdowns

VMVAX vs. CIMDX - Drawdown Comparison

The maximum VMVAX drawdown since its inception was -43.07%, which is greater than CIMDX's maximum drawdown of -31.86%. Use the drawdown chart below to compare losses from any high point for VMVAX and CIMDX.


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Drawdown Indicators


VMVAXCIMDXDifference

Max Drawdown

Largest peak-to-trough decline

-43.07%

-31.86%

-11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-6.95%

-11.30%

+4.35%

Max Drawdown (5Y)

Largest decline over 5 years

-19.75%

-21.26%

+1.51%

Max Drawdown (10Y)

Largest decline over 10 years

-43.07%

Current Drawdown

Current decline from peak

-4.22%

-8.75%

+4.53%

Average Drawdown

Average peak-to-trough decline

-4.41%

-5.88%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

3.69%

-0.99%

Volatility

VMVAX vs. CIMDX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) is 4.02%, while Clarkston Founders Fund (CIMDX) has a volatility of 5.38%. This indicates that VMVAX experiences smaller price fluctuations and is considered to be less risky than CIMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMVAXCIMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

5.38%

-1.36%

Volatility (6M)

Calculated over the trailing 6-month period

8.74%

11.49%

-2.75%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

18.75%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

15.81%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.80%

17.51%

+1.29%

Dividends

VMVAX vs. CIMDX - Dividend Comparison

VMVAX's dividend yield for the trailing twelve months is around 1.98%, less than CIMDX's 3.42% yield.


TTM20252024202320222021202020192018201720162015
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
1.98%2.10%2.11%2.26%2.27%1.78%2.36%2.08%2.75%1.86%1.91%2.04%
CIMDX
Clarkston Founders Fund
3.42%3.24%0.45%1.62%6.38%0.44%0.91%3.32%2.27%0.41%0.00%0.00%