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VSPVX vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VSPVX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
15.26%
18.43%
VSPVX
BRK-B

Returns By Period

In the year-to-date period, VSPVX achieves a 20.04% return, which is significantly lower than BRK-B's 34.18% return. Over the past 10 years, VSPVX has underperformed BRK-B with an annualized return of 10.74%, while BRK-B has yielded a comparatively higher 12.43% annualized return.


VSPVX

YTD

20.04%

1M

4.58%

6M

14.01%

1Y

27.79%

5Y (annualized)

12.52%

10Y (annualized)

10.74%

BRK-B

YTD

34.18%

1M

5.41%

6M

18.48%

1Y

32.44%

5Y (annualized)

16.81%

10Y (annualized)

12.43%

Key characteristics


VSPVXBRK-B
Sharpe Ratio2.772.26
Sortino Ratio3.873.16
Omega Ratio1.501.41
Calmar Ratio5.104.28
Martin Ratio16.2911.22
Ulcer Index1.71%2.89%
Daily Std Dev10.00%14.33%
Max Drawdown-37.05%-53.86%
Current Drawdown0.00%0.00%

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Correlation

The correlation between VSPVX and BRK-B is 0.80, 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.


-0.50.00.51.00.8

Risk-Adjusted Performance

VSPVX vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Berkshire Hathaway Inc. (BRK-B). 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.


Sharpe ratio
The chart of Sharpe ratio for VSPVX, currently valued at 2.77, compared to the broader market-1.000.001.002.003.004.005.002.772.26
The chart of Sortino ratio for VSPVX, currently valued at 3.87, compared to the broader market0.005.0010.003.873.16
The chart of Omega ratio for VSPVX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.41
The chart of Calmar ratio for VSPVX, currently valued at 5.10, compared to the broader market0.005.0010.0015.0020.005.104.28
The chart of Martin ratio for VSPVX, currently valued at 16.29, compared to the broader market0.0020.0040.0060.0080.0016.2911.22
VSPVX
BRK-B

The current VSPVX Sharpe Ratio is 2.77, which is comparable to the BRK-B Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VSPVX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.77
2.26
VSPVX
BRK-B

Dividends

VSPVX vs. BRK-B - Dividend Comparison

VSPVX's dividend yield for the trailing twelve months is around 1.90%, while BRK-B has not paid dividends to shareholders.


TTM202320222021202020192018201720162015
VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
1.90%1.71%2.21%1.88%2.46%2.11%2.73%2.18%2.30%2.47%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VSPVX vs. BRK-B - Drawdown Comparison

The maximum VSPVX drawdown since its inception was -37.05%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for VSPVX and BRK-B. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VSPVX
BRK-B

Volatility

VSPVX vs. BRK-B - Volatility Comparison

The current volatility for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) is 3.45%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.53%. This indicates that VSPVX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.45%
6.53%
VSPVX
BRK-B
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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