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VOO vs. VVIAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. VVIAX - Performance Comparison

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

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Returns By Period

In the year-to-date period, VOO achieves a -3.12% return, which is significantly lower than VVIAX's 3.72% return. Over the past 10 years, VOO has outperformed VVIAX with an annualized return of 14.33%, while VVIAX has yielded a comparatively lower 11.88% annualized return.


VOO

1D
0.44%
1M
-1.75%
YTD
-3.12%
6M
-1.31%
1Y
31.67%
3Y*
18.81%
5Y*
11.72%
10Y*
14.33%

VVIAX

1D
0.18%
1M
-0.97%
YTD
3.72%
6M
6.29%
1Y
28.25%
3Y*
14.93%
5Y*
10.93%
10Y*
11.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. VVIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
-3.12%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.72%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%

Correlation

The correlation between VOO and VVIAX is 0.89, 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.


VOO vs. VVIAX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than VVIAX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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Return for Risk

VOO vs. VVIAX — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 8181
Overall Rank
VOO Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 9595
Sortino Ratio Rank
VOO Omega Ratio Rank: 9292
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 6868
Martin Ratio Rank

VVIAX
VVIAX Risk / Return Rank: 5050
Overall Rank
VVIAX Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 4848
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 5050
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 4545
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 5454
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.

VOO vs. VVIAX - Risk-Adjusted Trends Comparison

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


VOOVVIAXDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.09

+0.85

Sortino ratio

Return per unit of downside risk

3.10

1.56

+1.54

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

2.04

1.49

+0.55

Martin ratio

Return relative to average drawdown

8.70

6.61

+2.09

VOO vs. VVIAX - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.94, which is higher than the VVIAX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of VOO and VVIAX, 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


VOOVVIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.09

+0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.79

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.71

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

0.40

+0.43

Drawdowns

VOO vs. VVIAX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VVIAX drawdown of -59.32%. Use the drawdown chart below to compare losses from any high point for VOO and VVIAX.


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Drawdown Indicators


VOOVVIAXDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-59.32%

+25.33%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-6.36%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-17.14%

-7.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-36.80%

+2.81%

Current Drawdown

Current decline from peak

-5.02%

-4.44%

-0.58%

Average Drawdown

Average peak-to-trough decline

-3.72%

-9.67%

+5.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.54%

-0.46%

Volatility

VOO vs. VVIAX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) has a higher volatility of 5.29% compared to Vanguard Value Index Fund Admiral Shares (VVIAX) at 3.64%. This indicates that VOO's price experiences larger fluctuations and is considered to be riskier than VVIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOVVIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

3.64%

+1.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

7.69%

+1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

14.84%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

13.91%

+2.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

16.74%

+1.25%

Dividends

VOO vs. VVIAX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.18%, less than VVIAX's 2.01% yield.


TTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
VVIAX
Vanguard Value Index Fund Admiral Shares
2.01%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%