VSPMX vs. NVDA
Compare and contrast key facts about Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) and NVIDIA Corporation (NVDA).
VSPMX is managed by Vanguard. It was launched on Mar 28, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSPMX or NVDA.
Performance
VSPMX vs. NVDA - Performance Comparison
Returns By Period
In the year-to-date period, VSPMX achieves a 17.71% return, which is significantly lower than NVDA's 194.66% return. Over the past 10 years, VSPMX has underperformed NVDA with an annualized return of 10.07%, while NVDA has yielded a comparatively higher 76.92% annualized return.
VSPMX
17.71%
2.42%
8.90%
29.51%
11.93%
10.07%
NVDA
194.66%
1.52%
53.68%
192.20%
94.87%
76.92%
Key characteristics
| VSPMX | NVDA | |
|---|---|---|
| Sharpe Ratio | 1.82 | 3.64 |
| Sortino Ratio | 2.58 | 3.76 |
| Omega Ratio | 1.32 | 1.48 |
| Calmar Ratio | 2.85 | 7.01 |
| Martin Ratio | 10.37 | 22.18 |
| Ulcer Index | 2.78% | 8.54% |
| Daily Std Dev | 15.88% | 52.03% |
| Max Drawdown | -42.04% | -89.73% |
| Current Drawdown | -2.72% | -2.01% |
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Correlation
The correlation between VSPMX and NVDA is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VSPMX vs. NVDA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) and NVIDIA Corporation (NVDA). 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
VSPMX vs. NVDA - Dividend Comparison
VSPMX's dividend yield for the trailing twelve months is around 1.30%, more than NVDA's 0.02% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSPMX Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares | 1.30% | 1.27% | 1.60% | 1.15% | 1.24% | 1.49% | 1.64% | 1.27% | 1.54% | 1.52% | 1.32% | 0.97% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
Drawdowns
VSPMX vs. NVDA - Drawdown Comparison
The maximum VSPMX drawdown since its inception was -42.04%, smaller than the maximum NVDA drawdown of -89.73%. Use the drawdown chart below to compare losses from any high point for VSPMX and NVDA. For additional features, visit the drawdowns tool.
Volatility
VSPMX vs. NVDA - Volatility Comparison
The current volatility for Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) is 5.25%, while NVIDIA Corporation (NVDA) has a volatility of 10.92%. This indicates that VSPMX experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.