VSPVX vs. VDADX
Compare and contrast key facts about Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX).
VSPVX is managed by Vanguard. It was launched on Mar 3, 2015. VDADX is managed by Vanguard. It was launched on Dec 19, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSPVX or VDADX.
Key characteristics
| VSPVX | VDADX | |
|---|---|---|
| YTD Return | 18.39% | 20.57% |
| 1Y Return | 30.78% | 29.84% |
| 3Y Return (Ann) | 11.85% | 8.68% |
| 5Y Return (Ann) | 12.54% | 13.01% |
| 10Y Return (Ann) | 10.72% | 11.95% |
| Sharpe Ratio | 3.19 | 3.22 |
| Sortino Ratio | 4.50 | 4.60 |
| Omega Ratio | 1.59 | 1.60 |
| Calmar Ratio | 5.99 | 6.32 |
| Martin Ratio | 19.25 | 20.90 |
| Ulcer Index | 1.70% | 1.51% |
| Daily Std Dev | 10.16% | 9.75% |
| Max Drawdown | -37.05% | -31.70% |
| Current Drawdown | 0.00% | -0.15% |
Correlation
The correlation between VSPVX and VDADX 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.
Performance
VSPVX vs. VDADX - Performance Comparison
In the year-to-date period, VSPVX achieves a 18.39% return, which is significantly lower than VDADX's 20.57% return. Over the past 10 years, VSPVX has underperformed VDADX with an annualized return of 10.72%, while VDADX has yielded a comparatively higher 11.95% 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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VSPVX vs. VDADX - Expense Ratio Comparison
Both VSPVX and VDADX have an expense ratio of 0.08%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VSPVX vs. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). 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. VDADX - Dividend Comparison
VSPVX's dividend yield for the trailing twelve months is around 1.92%, more than VDADX's 1.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.67% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% |
Drawdowns
VSPVX vs. VDADX - Drawdown Comparison
The maximum VSPVX drawdown since its inception was -37.05%, which is greater than VDADX's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for VSPVX and VDADX. For additional features, visit the drawdowns tool.
Volatility
VSPVX vs. VDADX - Volatility Comparison
Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) have volatilities of 3.39% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.