VUIAX vs. MSFT
VUIAX (Vanguard Utilities Index Fund Admiral Shares) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index, while MSFT (Microsoft Corporation) is a stock. Over the past 10 years, VUIAX returned 8.74%/yr vs 24.97%/yr for MSFT. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
VUIAX vs. MSFT - Performance Comparison
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Returns By Period
In the year-to-date period, VUIAX achieves a 5.50% return, which is significantly higher than MSFT's -3.48% return. Over the past 10 years, VUIAX has underperformed MSFT with an annualized return of 8.74%, while MSFT has yielded a comparatively higher 24.97% annualized return.
VUIAX
- 1D
- -0.43%
- 1M
- -2.55%
- 6M
- 3.82%
- YTD
- 5.50%
- 1Y
- 6.74%
- 3Y*
- 13.18%
- 5Y*
- 9.21%
- 10Y*
- 8.74%
- ALL TIME*
- 9.72%
MSFT
- 1D
- 3.02%
- 1M
- 19.01%
- 6M
- 8.48%
- YTD
- -3.48%
- 1Y
- -10.62%
- 3Y*
- 12.25%
- 5Y*
- 11.19%
- 10Y*
- 24.97%
- ALL TIME*
- 25.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $17.39B | $14.79B | $16.23B | |
| $0.00 | $0.00 | $0.00 |
VUIAX vs. MSFT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUIAX Vanguard Utilities Index Fund Admiral Shares | 5.50% | 16.39% | 23.03% | -7.49% | 1.13% | 17.16% | -0.90% | 24.97% | 4.45% | 12.49% |
MSFT Microsoft Corporation | -3.48% | 15.58% | 12.93% | 58.19% | -28.02% | 52.48% | 42.53% | 57.56% | 20.80% | 40.73% |
Correlation
The correlation between VUIAX and MSFT is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.04 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.33 |
The correlation between VUIAX and MSFT shifts across timeframes, from -0.04 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUIAX vs. MSFT — Risk / Return Rank
VUIAX
MSFT
VUIAX vs. MSFT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Microsoft Corporation (MSFT). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VUIAX | MSFT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.90 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.95 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.85 | -0.35 | +1.20 |
| Martin ratioReturn relative to average drawdown | 1.75 | -0.63 | +2.38 |
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Drawdowns
VUIAX vs. MSFT - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.29%, smaller than the maximum MSFT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for VUIAX and MSFT.
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Drawdown Indicators
| VUIAX | MSFT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.29% | -69.38% | +23.09% |
Max Drawdown (1Y)Largest decline over 1 year | -8.87% | -34.50% | +25.63% |
Max Drawdown (3Y)Largest decline over 3 years | -13.03% | -34.50% | +21.47% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -37.15% | +11.97% |
Max Drawdown (10Y)Largest decline over 10 years | -36.21% | -37.15% | +0.94% |
Current DrawdownCurrent decline from peak | -5.20% | -13.73% | +8.53% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -21.80% | +14.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.29% | 19.35% | -15.06% |
Volatility
VUIAX vs. MSFT - Volatility Comparison
The current volatility for Vanguard Utilities Index Fund Admiral Shares (VUIAX) is 4.63%, while Microsoft Corporation (MSFT) has a volatility of 15.97%. This indicates that VUIAX experiences smaller price fluctuations and is considered to be less risky than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VUIAX | MSFT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.63% | 15.97% | -11.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 26.41% | -14.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 31.93% | -17.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.13% | 28.00% | -10.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 27.62% | -8.40% |
Dividends
VUIAX vs. MSFT - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.68%, more than MSFT's 0.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.77% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
VUIAX Vanguard Utilities Index Fund Admiral Shares | 2.68% | 2.73% | 3.01% | 3.49% | 2.98% | 2.56% | 3.17% | 2.82% | 3.23% | 3.18% | 3.19% | 3.64% |
Frequently Asked Questions
VUIAX and MSFT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSFT has higher volatility (15.97%) compared to VUIAX (4.63%). In terms of maximum drawdown, VUIAX dropped -46.29% vs MSFT's -69.38%.
VUIAX currently has the higher Sharpe Ratio (0.51 vs -0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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