VRNIX vs. SVPFX
VRNIX (Vanguard Russell 1000 Index Fund Institutional Shares) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both Large Cap Blend Equities funds. Over the past 5 years, VRNIX returned 12.25%/yr vs 2.15%/yr for SVPFX. Their 0.14 correlation means their historical movements had little consistent relationship. VRNIX charges 0.07%/yr vs 0.38%/yr for SVPFX.
Performance
VRNIX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, VRNIX achieves a 9.23% return, which is significantly higher than SVPFX's 2.21% return.
VRNIX
- 1D
- 1.62%
- 1M
- -0.75%
- 6M
- 7.76%
- YTD
- 9.23%
- 1Y
- 20.11%
- 3Y*
- 18.56%
- 5Y*
- 12.25%
- 10Y*
- 14.87%
- ALL TIME*
- 14.53%
SVPFX
- 1D
- 0.10%
- 1M
- 0.20%
- 6M
- 2.00%
- YTD
- 2.21%
- 1Y
- 5.61%
- 3Y*
- 4.72%
- 5Y*
- 2.15%
- 10Y*
- —
- ALL TIME*
- 2.19%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VRNIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 9.23% | 16.94% | 24.44% | 26.49% | -19.19% | 18.37% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.21% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between VRNIX and SVPFX is 0.36, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.36 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.14 |
Over the past year, VRNIX and SVPFX have become more correlated (0.36) than their long-term average of 0.14, meaning their price movements have been converging.
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Return for Risk
VRNIX vs. SVPFX — Risk / Return Rank
VRNIX
SVPFX
VRNIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRNIX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.60 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 6.52 | -4.50 |
| Martin ratioReturn relative to average drawdown | 8.66 | 23.79 | -15.13 |
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Drawdowns
VRNIX vs. SVPFX - Drawdown Comparison
The maximum VRNIX drawdown since its inception was -34.57%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for VRNIX and SVPFX.
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Drawdown Indicators
| VRNIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.57% | -6.37% | -28.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -0.91% | -7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -19.40% | -5.32% | -14.08% |
Max Drawdown (5Y)Largest decline over 5 years | -25.14% | -6.37% | -18.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.57% | — | — |
Current DrawdownCurrent decline from peak | -1.92% | 0.00% | -1.92% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -1.88% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 0.25% | +1.81% |
Volatility
VRNIX vs. SVPFX - Volatility Comparison
Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) has a higher volatility of 3.41% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 0.60%. This indicates that VRNIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRNIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.41% | 0.60% | +2.81% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 1.79% | +8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.92% | 2.22% | +10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 5.62% | +11.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 5.45% | +12.82% |
VRNIX vs. SVPFX - Expense Ratio Comparison
VRNIX has a 0.07% expense ratio, which is lower than SVPFX's 0.38% expense ratio.
Dividends
VRNIX vs. SVPFX - Dividend Comparison
VRNIX's dividend yield for the trailing twelve months is around 1.04%, less than SVPFX's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 3.18% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 1.04% | 0.82% | 1.21% | 1.41% | 1.59% | 2.86% | 1.46% | 1.65% | 2.00% | 1.73% | 1.93% | 1.92% |
Frequently Asked Questions
VRNIX and SVPFX have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRNIX has higher volatility (3.41%) compared to SVPFX (0.60%). In terms of maximum drawdown, VRNIX dropped -34.57% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (2.68 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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