VRTTX vs. FXAIX
Compare and contrast key facts about Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Fidelity 500 Index Fund (FXAIX).
VRTTX is managed by Vanguard. It was launched on Nov 1, 2010. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTTX or FXAIX.
Performance
VRTTX vs. FXAIX - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VRTTX having a 26.31% return and FXAIX slightly higher at 26.70%. Both investments have delivered pretty close results over the past 10 years, with VRTTX having a 12.71% annualized return and FXAIX not far ahead at 13.12%.
VRTTX
26.31%
4.08%
14.09%
33.64%
15.20%
12.71%
FXAIX
26.70%
3.09%
13.28%
32.84%
15.78%
13.12%
Key characteristics
| VRTTX | FXAIX | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.68 |
| Sortino Ratio | 3.57 | 3.58 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.93 | 3.89 |
| Martin Ratio | 17.15 | 17.48 |
| Ulcer Index | 1.96% | 1.88% |
| Daily Std Dev | 12.61% | 12.24% |
| Max Drawdown | -34.96% | -33.79% |
| Current Drawdown | -0.27% | -0.46% |
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VRTTX vs. FXAIX - Expense Ratio Comparison
VRTTX has a 0.08% expense ratio, which is higher than FXAIX's 0.02% 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%.
Correlation
The correlation between VRTTX and FXAIX is 0.99, 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.
Risk-Adjusted Performance
VRTTX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and Fidelity 500 Index Fund (FXAIX). 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
VRTTX vs. FXAIX - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.20%, which matches FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.20% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% | 1.62% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
VRTTX vs. FXAIX - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, roughly equal to the maximum FXAIX drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VRTTX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
VRTTX vs. FXAIX - Volatility Comparison
Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) has a higher volatility of 4.18% compared to Fidelity 500 Index Fund (FXAIX) at 3.96%. This indicates that VRTTX's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.