VUIAX vs. SPY
Compare and contrast key facts about Vanguard Utilities Index Fund Admiral Shares (VUIAX) and SPDR S&P 500 ETF (SPY).
VUIAX is managed by Vanguard. It was launched on Apr 28, 2004. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUIAX or SPY.
Performance
VUIAX vs. SPY - Performance Comparison
Returns By Period
In the year-to-date period, VUIAX achieves a 27.83% return, which is significantly higher than SPY's 24.40% return. Over the past 10 years, VUIAX has underperformed SPY with an annualized return of 9.07%, while SPY has yielded a comparatively higher 13.04% annualized return.
VUIAX
27.83%
-3.34%
10.82%
32.15%
7.59%
9.07%
SPY
24.40%
0.59%
11.33%
31.86%
15.23%
13.04%
Key characteristics
| VUIAX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.11 | 2.64 |
| Sortino Ratio | 2.90 | 3.53 |
| Omega Ratio | 1.36 | 1.49 |
| Calmar Ratio | 1.68 | 3.81 |
| Martin Ratio | 10.34 | 17.21 |
| Ulcer Index | 3.17% | 1.86% |
| Daily Std Dev | 15.50% | 12.15% |
| Max Drawdown | -46.28% | -55.19% |
| Current Drawdown | -3.34% | -2.17% |
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VUIAX vs. SPY - Expense Ratio Comparison
VUIAX has a 0.10% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VUIAX and SPY is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VUIAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and SPDR S&P 500 ETF (SPY). 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
VUIAX vs. SPY - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.90%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUIAX Vanguard Utilities Index Fund Admiral Shares | 2.90% | 3.49% | 2.98% | 2.70% | 3.17% | 2.82% | 3.23% | 3.18% | 3.19% | 3.64% | 3.02% | 3.76% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VUIAX vs. SPY - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.28%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VUIAX and SPY. For additional features, visit the drawdowns tool.
Volatility
VUIAX vs. SPY - Volatility Comparison
Vanguard Utilities Index Fund Admiral Shares (VUIAX) has a higher volatility of 5.17% compared to SPDR S&P 500 ETF (SPY) at 4.08%. This indicates that VUIAX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.