VRVIX vs. LGLV

In the year-to-date period, VRVIX achieves a 2.76% return, which is significantly lower than LGLV's 6.15% return. Over the past 10 years, VRVIX has underperformed LGLV with an annualized return of 8.55%, while LGLV has yielded a comparatively higher 11.59% annualized return.

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VRVIX has a 0.07% expense ratio, which is lower than LGLV's 0.12% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV). 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.

The current VRVIX Sharpe Ratio is 0.57, which is lower than the LGLV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of VRVIX and LGLV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VRVIX's dividend yield for the trailing twelve months is around 1.99%, more than LGLV's 1.90% yield.

The maximum VRVIX drawdown since its inception was -38.29%, roughly equal to the maximum LGLV drawdown of -36.64%. Use the drawdown chart below to compare losses from any high point for VRVIX and LGLV.

Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) has a higher volatility of 4.25% compared to SPDR SSGA US Large Cap Low Volatility Index ETF (LGLV) at 3.55%. This indicates that VRVIX's price experiences larger fluctuations and is considered to be riskier than LGLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.