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VRVIX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRVIX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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VRVIX vs. VFIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-7.06%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, VRVIX achieves a -0.03% return, which is significantly higher than VFIAX's -7.06% return. Over the past 10 years, VRVIX has underperformed VFIAX with an annualized return of 10.18%, while VFIAX 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%

VFIAX

1D
-0.39%
1M
-7.69%
YTD
-7.06%
6M
-4.61%
1Y
14.41%
3Y*
17.14%
5Y*
11.37%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VRVIX vs. VFIAX - Expense Ratio Comparison

VRVIX has a 0.07% expense ratio, which is higher than VFIAX'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%.


Return for Risk

VRVIX vs. VFIAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRVIX
VRVIX Risk / Return Rank: 4949
Overall Rank
VRVIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VRVIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
VRVIX Omega Ratio Rank: 5151
Omega Ratio Rank
VRVIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
VRVIX Martin Ratio Rank: 5454
Martin Ratio Rank

VFIAX
VFIAX Risk / Return Rank: 4646
Overall Rank
VFIAX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5050
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRVIX vs. VFIAX - 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 Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


VRVIXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.84

+0.10

Sortino ratio

Return per unit of downside risk

1.36

1.30

+0.06

Omega ratio

Gain probability vs. loss probability

1.20

1.20

+0.01

Calmar ratio

Return relative to maximum drawdown

1.10

1.06

+0.04

Martin ratio

Return relative to average drawdown

5.21

5.13

+0.08

VRVIX vs. VFIAX - Sharpe Ratio Comparison

The current VRVIX Sharpe Ratio is 0.93, which is comparable to the VFIAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of VRVIX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VRVIXVFIAXDifference

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

0.43

+0.23

Correlation

The correlation between VRVIX and VFIAX 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. VFIAX - Dividend Comparison

VRVIX's dividend yield for the trailing twelve months is around 1.87%, more than VFIAX's 1.22% yield.


TTM20252024202320222021202020192018201720162015
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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.22%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

VRVIX vs. VFIAX - Drawdown Comparison

The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VRVIX and VFIAX.


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Drawdown Indicators


VRVIXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.29%

-55.20%

+16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-12.12%

+0.31%

Max Drawdown (5Y)

Largest decline over 5 years

-19.06%

-24.53%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-38.29%

-33.83%

-4.46%

Current Drawdown

Current decline from peak

-6.80%

-8.90%

+2.10%

Average Drawdown

Average peak-to-trough decline

-3.95%

-9.46%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.49%

0.00%

Volatility

VRVIX vs. VFIAX - Volatility Comparison

The current volatility for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) is 3.68%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 4.24%. This indicates that VRVIX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRVIXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

4.24%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

8.05%

9.08%

-1.03%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

18.13%

-2.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

16.86%

-2.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.33%

18.03%

-0.70%