VMVIX vs. SXR8.DE
Compare and contrast key facts about Vanguard Mid-Cap Value Index Fund (VMVIX) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE).
VMVIX is managed by Vanguard. It was launched on Aug 17, 2006. SXR8.DE is a passively managed fund by iShares that tracks the performance of the S&P 500 Index. It was launched on May 19, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMVIX or SXR8.DE.
Key characteristics
| VMVIX | SXR8.DE | |
|---|---|---|
| YTD Return | 19.96% | 32.29% |
| 1Y Return | 30.75% | 38.38% |
| 3Y Return (Ann) | 6.79% | 12.72% |
| 5Y Return (Ann) | 10.46% | 16.33% |
| 10Y Return (Ann) | 9.23% | 14.86% |
| Sharpe Ratio | 2.88 | 3.23 |
| Sortino Ratio | 4.04 | 4.36 |
| Omega Ratio | 1.51 | 1.67 |
| Calmar Ratio | 3.62 | 4.66 |
| Martin Ratio | 17.95 | 20.74 |
| Ulcer Index | 1.94% | 1.86% |
| Daily Std Dev | 12.06% | 11.86% |
| Max Drawdown | -61.61% | -33.78% |
| Current Drawdown | -0.82% | 0.00% |
Correlation
The correlation between VMVIX and SXR8.DE is 0.54, 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
VMVIX vs. SXR8.DE - Performance Comparison
In the year-to-date period, VMVIX achieves a 19.96% return, which is significantly lower than SXR8.DE's 32.29% return. Over the past 10 years, VMVIX has underperformed SXR8.DE with an annualized return of 9.23%, while SXR8.DE has yielded a comparatively higher 14.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VMVIX vs. SXR8.DE - Expense Ratio Comparison
VMVIX has a 0.19% expense ratio, which is higher than SXR8.DE's 0.12% 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%.
Risk-Adjusted Performance
VMVIX vs. SXR8.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund (VMVIX) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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
VMVIX vs. SXR8.DE - Dividend Comparison
VMVIX's dividend yield for the trailing twelve months is around 1.95%, while SXR8.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMVIX Vanguard Mid-Cap Value Index Fund | 1.95% | 2.16% | 2.15% | 1.67% | 2.26% | 1.95% | 2.60% | 1.75% | 1.81% | 1.91% | 1.51% | 1.40% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VMVIX vs. SXR8.DE - Drawdown Comparison
The maximum VMVIX drawdown since its inception was -61.61%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for VMVIX and SXR8.DE. For additional features, visit the drawdowns tool.
Volatility
VMVIX vs. SXR8.DE - Volatility Comparison
Vanguard Mid-Cap Value Index Fund (VMVIX) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) have volatilities of 3.53% and 3.50%, 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.