VRNIX vs. SWLVX
Compare and contrast key facts about Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX).
VRNIX is managed by Vanguard. It was launched on Oct 15, 2010. SWLVX is managed by Charles Schwab. It was launched on Dec 20, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRNIX or SWLVX.
Key characteristics
| VRNIX | SWLVX | |
|---|---|---|
| YTD Return | 26.67% | 20.04% |
| 1Y Return | 40.25% | 34.13% |
| 3Y Return (Ann) | 9.33% | 7.72% |
| 5Y Return (Ann) | 15.72% | 10.47% |
| Sharpe Ratio | 3.12 | 2.88 |
| Sortino Ratio | 4.16 | 4.04 |
| Omega Ratio | 1.58 | 1.54 |
| Calmar Ratio | 4.60 | 3.58 |
| Martin Ratio | 20.62 | 19.00 |
| Ulcer Index | 1.90% | 1.74% |
| Daily Std Dev | 12.54% | 11.47% |
| Max Drawdown | -34.57% | -38.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VRNIX and SWLVX is 0.88, 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.
Performance
VRNIX vs. SWLVX - Performance Comparison
In the year-to-date period, VRNIX achieves a 26.67% return, which is significantly higher than SWLVX's 20.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VRNIX vs. SWLVX - Expense Ratio Comparison
VRNIX has a 0.07% expense ratio, which is higher than SWLVX's 0.04% 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
VRNIX vs. SWLVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX). 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
VRNIX vs. SWLVX - Dividend Comparison
VRNIX's dividend yield for the trailing twelve months is around 1.21%, less than SWLVX's 1.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRNIX Vanguard Russell 1000 Index Fund Institutional Shares | 1.21% | 1.41% | 1.59% | 1.16% | 1.46% | 1.65% | 2.00% | 1.73% | 1.93% | 1.92% | 1.74% | 1.69% |
SWLVX Schwab U.S. Large-Cap Value Index Fund | 1.91% | 2.29% | 2.16% | 1.73% | 2.00% | 2.42% | 1.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VRNIX vs. SWLVX - Drawdown Comparison
The maximum VRNIX drawdown since its inception was -34.57%, smaller than the maximum SWLVX drawdown of -38.34%. Use the drawdown chart below to compare losses from any high point for VRNIX and SWLVX. For additional features, visit the drawdowns tool.
Volatility
VRNIX vs. SWLVX - Volatility Comparison
Vanguard Russell 1000 Index Fund Institutional Shares (VRNIX) and Schwab U.S. Large-Cap Value Index Fund (SWLVX) have volatilities of 3.97% and 3.79%, 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.