VSPVX vs. BRK-B
Compare and contrast key facts about Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Berkshire Hathaway Inc. (BRK-B).
VSPVX is managed by Vanguard. It was launched on Mar 3, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSPVX or BRK-B.
Key characteristics
| VSPVX | BRK-B | |
|---|---|---|
| YTD Return | 18.39% | 31.04% |
| 1Y Return | 30.78% | 33.32% |
| 3Y Return (Ann) | 11.85% | 17.89% |
| 5Y Return (Ann) | 12.54% | 16.34% |
| 10Y Return (Ann) | 10.72% | 12.41% |
| Sharpe Ratio | 3.19 | 2.38 |
| Sortino Ratio | 4.50 | 3.32 |
| Omega Ratio | 1.59 | 1.43 |
| Calmar Ratio | 5.99 | 4.52 |
| Martin Ratio | 19.25 | 11.85 |
| Ulcer Index | 1.70% | 2.89% |
| Daily Std Dev | 10.16% | 14.40% |
| Max Drawdown | -37.05% | -53.86% |
| Current Drawdown | 0.00% | -2.34% |
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.
Performance
VSPVX vs. BRK-B - Performance Comparison
In the year-to-date period, VSPVX achieves a 18.39% return, which is significantly lower than BRK-B's 31.04% return. Over the past 10 years, VSPVX has underperformed BRK-B with an annualized return of 10.72%, while BRK-B has yielded a comparatively higher 12.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
VSPVX vs. BRK-B - Dividend Comparison
VSPVX's dividend yield for the trailing twelve months is around 1.92%, while BRK-B has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
VSPVX Vanguard S&P 500 Value Index Fund Institutional Shares | 1.92% | 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.
Volatility
VSPVX vs. BRK-B - Volatility Comparison
The current volatility for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) is 3.39%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 6.64%. 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.