VRVIX vs. SWPPX
Compare and contrast key facts about Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and Schwab S&P 500 Index Fund (SWPPX).
VRVIX is managed by Vanguard. It was launched on Dec 10, 2010. SWPPX is a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
VRVIX vs. SWPPX - Performance Comparison
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VRVIX vs. SWPPX - 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% |
SWPPX Schwab S&P 500 Index Fund | -7.07% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, VRVIX achieves a -0.03% return, which is significantly higher than SWPPX's -7.07% return. Over the past 10 years, VRVIX has underperformed SWPPX with an annualized return of 10.18%, while SWPPX has yielded a comparatively higher 13.71% 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%
SWPPX
- 1D
- -0.37%
- 1M
- -7.65%
- YTD
- -7.07%
- 6M
- -4.58%
- 1Y
- 14.43%
- 3Y*
- 17.15%
- 5Y*
- 11.39%
- 10Y*
- 13.71%
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VRVIX vs. SWPPX - Expense Ratio Comparison
VRVIX has a 0.07% expense ratio, which is higher than SWPPX'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%.
Return for Risk
VRVIX vs. SWPPX — Risk / Return Rank
VRVIX
SWPPX
VRVIX vs. SWPPX - 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 Schwab S&P 500 Index Fund (SWPPX). 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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.84 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.30 | +0.06 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 1.06 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.21 | 5.14 | +0.07 |
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 | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 0.84 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.68 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.48 | +0.18 |
Correlation
The correlation between VRVIX and SWPPX is 0.91, 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. SWPPX - Dividend Comparison
VRVIX's dividend yield for the trailing twelve months is around 1.87%, more than SWPPX's 1.19% 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% |
SWPPX Schwab S&P 500 Index Fund | 1.19% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
Drawdowns
VRVIX vs. SWPPX - Drawdown Comparison
The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for VRVIX and SWPPX.
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Drawdown Indicators
| VRVIX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -55.06% | +16.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -12.10% | +0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -24.51% | +5.45% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -33.80% | -4.49% |
Current DrawdownCurrent decline from peak | -6.80% | -8.89% | +2.09% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -10.00% | +6.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.49% | 0.00% |
Volatility
VRVIX vs. SWPPX - Volatility Comparison
The current volatility for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) is 3.68%, while Schwab S&P 500 Index Fund (SWPPX) has a volatility of 4.29%. This indicates that VRVIX experiences smaller price fluctuations and is considered to be less risky than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRVIX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 4.29% | -0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 8.05% | 9.11% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 18.14% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 16.89% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.33% | 18.19% | -0.86% |