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VUIAX vs. VFAIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VUIAX vs. VFAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). The values are adjusted to include any dividend payments, if applicable.

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VUIAX vs. VFAIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VUIAX
Vanguard Utilities Index Fund Admiral Shares
7.79%16.39%23.03%-7.49%1.13%17.16%-0.90%24.97%4.45%12.49%
VFAIX
Vanguard Financials Index Fund Admiral Shares
-9.18%14.90%30.46%14.07%-12.26%36.27%-2.15%31.63%-13.47%20.05%

Returns By Period

In the year-to-date period, VUIAX achieves a 7.79% return, which is significantly higher than VFAIX's -9.18% return. Over the past 10 years, VUIAX has underperformed VFAIX with an annualized return of 9.59%, while VFAIX has yielded a comparatively higher 12.36% annualized return.


VUIAX

1D
-0.04%
1M
-2.50%
YTD
7.79%
6M
5.16%
1Y
18.84%
3Y*
13.78%
5Y*
10.44%
10Y*
9.59%

VFAIX

1D
2.18%
1M
-3.59%
YTD
-9.18%
6M
-6.35%
1Y
2.77%
3Y*
17.93%
5Y*
9.49%
10Y*
12.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VUIAX vs. VFAIX - Expense Ratio Comparison

Both VUIAX and VFAIX have an expense ratio of 0.10%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VUIAX vs. VFAIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VUIAX
VUIAX Risk / Return Rank: 6666
Overall Rank
VUIAX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
VUIAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VUIAX Omega Ratio Rank: 5555
Omega Ratio Rank
VUIAX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VUIAX Martin Ratio Rank: 5555
Martin Ratio Rank

VFAIX
VFAIX Risk / Return Rank: 88
Overall Rank
VFAIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
VFAIX Sortino Ratio Rank: 77
Sortino Ratio Rank
VFAIX Omega Ratio Rank: 77
Omega Ratio Rank
VFAIX Calmar Ratio Rank: 1111
Calmar Ratio Rank
VFAIX Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VUIAX vs. VFAIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX). 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.


VUIAXVFAIXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.14

+1.11

Sortino ratio

Return per unit of downside risk

1.69

0.32

+1.37

Omega ratio

Gain probability vs. loss probability

1.23

1.05

+0.18

Calmar ratio

Return relative to maximum drawdown

2.31

0.26

+2.04

Martin ratio

Return relative to average drawdown

5.49

0.78

+4.71

VUIAX vs. VFAIX - Sharpe Ratio Comparison

The current VUIAX Sharpe Ratio is 1.24, which is higher than the VFAIX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VUIAX and VFAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VUIAXVFAIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.14

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.49

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.23

+0.32

Correlation

The correlation between VUIAX and VFAIX is 0.45, 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.


Dividends

VUIAX vs. VFAIX - Dividend Comparison

VUIAX's dividend yield for the trailing twelve months is around 2.57%, more than VFAIX's 1.61% yield.


TTM20252024202320222021202020192018201720162015
VUIAX
Vanguard Utilities Index Fund Admiral Shares
2.57%2.73%3.01%3.49%2.98%2.56%3.17%2.82%3.23%3.18%3.19%3.64%
VFAIX
Vanguard Financials Index Fund Admiral Shares
1.61%1.56%1.75%2.08%2.31%2.62%2.21%2.17%2.30%1.54%1.64%2.00%

Drawdowns

VUIAX vs. VFAIX - Drawdown Comparison

The maximum VUIAX drawdown since its inception was -46.29%, smaller than the maximum VFAIX drawdown of -78.64%. Use the drawdown chart below to compare losses from any high point for VUIAX and VFAIX.


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Drawdown Indicators


VUIAXVFAIXDifference

Max Drawdown

Largest peak-to-trough decline

-46.29%

-78.64%

+32.35%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-14.72%

+5.85%

Max Drawdown (5Y)

Largest decline over 5 years

-25.18%

-25.71%

+0.53%

Max Drawdown (10Y)

Largest decline over 10 years

-36.21%

-44.37%

+8.16%

Current Drawdown

Current decline from peak

-3.15%

-11.94%

+8.79%

Average Drawdown

Average peak-to-trough decline

-7.80%

-18.69%

+10.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

4.92%

-1.20%

Volatility

VUIAX vs. VFAIX - Volatility Comparison

Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX) have volatilities of 5.04% and 4.84%, 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.


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Volatility by Period


VUIAXVFAIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

4.84%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.22%

11.74%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

19.94%

-4.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

19.42%

-2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.13%

22.63%

-3.50%