VUIAX vs. VFAIX
Compare and contrast key facts about Vanguard Utilities Index Fund Admiral Shares (VUIAX) and Vanguard Financials Index Fund Admiral Shares (VFAIX).
VUIAX is managed by Vanguard. It was launched on Apr 28, 2004. VFAIX is managed by Blackrock. It was launched on Feb 4, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VUIAX or VFAIX.
Performance
VUIAX vs. VFAIX - Performance Comparison
Returns By Period
In the year-to-date period, VUIAX achieves a 27.83% return, which is significantly lower than VFAIX's 34.40% return. Over the past 10 years, VUIAX has underperformed VFAIX with an annualized return of 9.07%, while VFAIX has yielded a comparatively higher 12.02% annualized return.
VUIAX
27.83%
-3.34%
10.82%
32.15%
7.59%
9.07%
VFAIX
34.40%
5.76%
19.84%
48.18%
13.09%
12.02%
Key characteristics
| VUIAX | VFAIX | |
|---|---|---|
| Sharpe Ratio | 2.11 | 3.30 |
| Sortino Ratio | 2.90 | 4.68 |
| Omega Ratio | 1.36 | 1.61 |
| Calmar Ratio | 1.68 | 3.49 |
| Martin Ratio | 10.34 | 23.59 |
| Ulcer Index | 3.17% | 2.05% |
| Daily Std Dev | 15.50% | 14.61% |
| Max Drawdown | -46.28% | -78.64% |
| Current Drawdown | -3.34% | -0.31% |
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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%.
Correlation
The correlation between VUIAX and VFAIX is 0.46, 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. VFAIX - Risk-Adjusted Performance 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.
Dividends
VUIAX vs. VFAIX - Dividend Comparison
VUIAX's dividend yield for the trailing twelve months is around 2.90%, more than VFAIX's 1.60% 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% |
VFAIX Vanguard Financials Index Fund Admiral Shares | 1.60% | 2.08% | 2.30% | 1.87% | 2.22% | 2.17% | 2.30% | 1.54% | 1.64% | 2.00% | 1.86% | 1.82% |
Drawdowns
VUIAX vs. VFAIX - Drawdown Comparison
The maximum VUIAX drawdown since its inception was -46.28%, 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. For additional features, visit the drawdowns tool.
Volatility
VUIAX vs. VFAIX - Volatility Comparison
The current volatility for Vanguard Utilities Index Fund Admiral Shares (VUIAX) is 5.17%, while Vanguard Financials Index Fund Admiral Shares (VFAIX) has a volatility of 7.76%. This indicates that VUIAX experiences smaller price fluctuations and is considered to be less risky than VFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.