VRVIX vs. OEF
Compare and contrast key facts about Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and iShares S&P 100 ETF (OEF).
VRVIX is managed by Vanguard. It was launched on Dec 10, 2010. OEF is a passively managed fund by iShares that tracks the performance of the S&P 100 Index. It was launched on Oct 23, 2000.
Performance
VRVIX vs. OEF - Performance Comparison
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VRVIX vs. OEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | -0.03% | 15.31% | 14.32% | 11.41% | -7.64% | 25.09% | 2.75% | 26.49% | -8.30% | 13.58% |
OEF iShares S&P 100 ETF | -7.00% | 19.80% | 30.74% | 32.71% | -21.03% | 29.18% | 21.21% | 31.87% | -4.16% | 21.82% |
Returns By Period
In the year-to-date period, VRVIX achieves a -0.03% return, which is significantly higher than OEF's -7.00% return. Over the past 10 years, VRVIX has underperformed OEF with an annualized return of 10.18%, while OEF has yielded a comparatively higher 14.97% annualized return.
VRVIX
- 1D
- -0.34%
- 1M
- -6.80%
- YTD
- -0.03%
- 6M
- 3.76%
- 1Y
- 13.42%
- 3Y*
- 13.29%
- 5Y*
- 8.81%
- 10Y*
- 10.18%
OEF
- 1D
- 3.20%
- 1M
- -4.75%
- YTD
- -7.00%
- 6M
- -3.93%
- 1Y
- 18.58%
- 3Y*
- 20.66%
- 5Y*
- 13.16%
- 10Y*
- 14.97%
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VRVIX vs. OEF - Expense Ratio Comparison
VRVIX has a 0.07% expense ratio, which is lower than OEF's 0.20% 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%.
Return for Risk
VRVIX vs. OEF — Risk / Return Rank
VRVIX
OEF
VRVIX vs. OEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and iShares S&P 100 ETF (OEF). 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.
| VRVIX | OEF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.96 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.50 | -0.14 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.22 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.62 | -0.52 |
Martin ratioReturn relative to average drawdown | 5.21 | 6.49 | -1.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRVIX | OEF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.96 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.75 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.82 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.41 | +0.24 |
Correlation
The correlation between VRVIX and OEF is 0.86, 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.
Dividends
VRVIX vs. OEF - Dividend Comparison
VRVIX's dividend yield for the trailing twelve months is around 1.87%, more than OEF's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 1.87% | 1.41% | 1.98% | 2.10% | 2.24% | 1.69% | 2.25% | 2.30% | 2.60% | 2.21% | 2.43% | 2.42% |
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
Drawdowns
VRVIX vs. OEF - Drawdown Comparison
The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum OEF drawdown of -54.11%. Use the drawdown chart below to compare losses from any high point for VRVIX and OEF.
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Drawdown Indicators
| VRVIX | OEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -54.11% | +15.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.93% | +0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -26.47% | +7.41% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -31.44% | -6.85% |
Current DrawdownCurrent decline from peak | -6.80% | -8.21% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -11.83% | +7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.97% | -0.48% |
Volatility
VRVIX vs. OEF - Volatility Comparison
The current volatility for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) is 3.68%, while iShares S&P 100 ETF (OEF) has a volatility of 5.57%. This indicates that VRVIX experiences smaller price fluctuations and is considered to be less risky than OEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRVIX | OEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 5.57% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 10.08% | -2.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 19.35% | -3.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 17.69% | -2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 18.42% | -1.09% |