PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VSPVX vs. VDADX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VSPVX vs. VDADX - 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 Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.26%
15.52%
VSPVX
VDADX

Returns By Period

In the year-to-date period, VSPVX achieves a 20.04% return, which is significantly lower than VDADX's 21.49% return. Over the past 10 years, VSPVX has underperformed VDADX with an annualized return of 10.74%, while VDADX has yielded a comparatively higher 11.83% annualized return.


VSPVX

YTD

20.04%

1M

4.58%

6M

14.01%

1Y

27.79%

5Y (annualized)

12.52%

10Y (annualized)

10.74%

VDADX

YTD

21.49%

1M

3.72%

6M

14.31%

1Y

27.26%

5Y (annualized)

12.80%

10Y (annualized)

11.83%

Key characteristics


VSPVXVDADX
Sharpe Ratio2.772.79
Sortino Ratio3.873.98
Omega Ratio1.501.51
Calmar Ratio5.105.45
Martin Ratio16.2917.72
Ulcer Index1.71%1.54%
Daily Std Dev10.00%9.78%
Max Drawdown-37.05%-31.70%
Current Drawdown0.00%0.00%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VSPVX
Vanguard S&P 500 Value Index Fund Institutional Shares
Expense ratio chart for VSPVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VDADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

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.


-0.50.00.51.00.9

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.


Sharpe ratio
The chart of Sharpe ratio for VSPVX, currently valued at 2.77, compared to the broader market-1.000.001.002.003.004.005.002.772.79
The chart of Sortino ratio for VSPVX, currently valued at 3.87, compared to the broader market0.005.0010.003.873.98
The chart of Omega ratio for VSPVX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.51
The chart of Calmar ratio for VSPVX, currently valued at 5.10, compared to the broader market0.005.0010.0015.0020.005.105.45
The chart of Martin ratio for VSPVX, currently valued at 16.29, compared to the broader market0.0020.0040.0060.0080.0016.2917.72
VSPVX
VDADX

The current VSPVX Sharpe Ratio is 2.77, which is comparable to the VDADX Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of VSPVX and VDADX, 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
2.79
VSPVX
VDADX

Dividends

VSPVX vs. VDADX - Dividend Comparison

VSPVX's dividend yield for the trailing twelve months is around 1.90%, more than VDADX's 1.65% yield.


TTM2023202220212020201920182017201620152014
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%0.00%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
1.65%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.


-4.00%-3.00%-2.00%-1.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
VSPVX
VDADX

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 3.45% and 3.63%, 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.


1.00%2.00%3.00%4.00%5.00%JuneJulyAugustSeptemberOctoberNovember
3.45%
3.63%
VSPVX
VDADX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab