VV vs. ^NIFTY200

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard Large-Cap ETF (VV) and NIFTY 200 (^NIFTY200).

VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.

Performance

VV vs. ^NIFTY200 - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and NIFTY 200 (^NIFTY200). The values are adjusted to include any dividend payments, if applicable.

VV vs. ^NIFTY200 - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VV Vanguard Large-Cap ETF	-4.11%	18.11%	25.25%	27.18%	-19.91%	27.41%	21.04%	31.25%	-4.46%	22.00%
^NIFTY200 NIFTY 200	-15.63%	3.23%	10.51%	22.85%	-6.72%	24.95%	13.11%	5.95%	-9.29%	42.05%

Different Trading Currencies

VV is traded in USD, while ^NIFTY200 is traded in INR. To make them comparable, the ^NIFTY200 values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VV achieves a -4.11% return, which is significantly higher than ^NIFTY200's -15.63% return. Over the past 10 years, VV has outperformed ^NIFTY200 with an annualized return of 14.13%, while ^NIFTY200 has yielded a comparatively lower 8.40% annualized return.

VV

• 1D: 0.72%
• 1M: -4.28%
• YTD: -4.11%
• 6M: -2.05%
• 1Y: 18.00%
• 3Y*: 18.78%
• 5Y*: 11.47%
• 10Y*: 14.13%

^NIFTY200

• 1D: 2.99%
• 1M: -10.31%
• YTD: -15.63%
• 6M: -12.66%
• 1Y: -8.82%
• 3Y*: 7.57%
• 5Y*: 5.17%
• 10Y*: 8.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VV vs. ^NIFTY200 — Risk / Return Rank

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

VV

VV Risk / Return Rank: 58
VV Sharpe Ratio Rank: 52
VV Sortino Ratio Rank: 55
VV Omega Ratio Rank: 59
VV Calmar Ratio Rank: 58
VV Martin Ratio Rank: 67

^NIFTY200

^NIFTY200 Risk / Return Rank: 10
^NIFTY200 Sharpe Ratio Rank: 12
^NIFTY200 Sortino Ratio Rank: 11
^NIFTY200 Omega Ratio Rank: 11
^NIFTY200 Calmar Ratio Rank: 9
^NIFTY200 Martin Ratio Rank: 7

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.

VV vs. ^NIFTY200 - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and NIFTY 200 (^NIFTY200). 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.

	VV	^NIFTY200	Difference
Sharpe ratio Return per unit of total volatility	0.97	-0.55	+1.52
Sortino ratio Return per unit of downside risk	1.49	-0.68	+2.17
Omega ratio Gain probability vs. loss probability	1.23	0.92	+0.31
Calmar ratio Return relative to maximum drawdown	1.52	-0.52	+2.04
Martin ratio Return relative to average drawdown	7.05	-1.82	+8.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VV vs. ^NIFTY200 - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 0.97, which is higher than the ^NIFTY200 Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of VV and ^NIFTY200, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VV	^NIFTY200	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	-0.55	+1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.67	0.33	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.78	0.47	+0.31
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.23	+0.33

Correlation

The correlation between VV and ^NIFTY200 is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

VV vs. ^NIFTY200 - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum ^NIFTY200 drawdown of -72.43%. Use the drawdown chart below to compare losses from any high point for VV and ^NIFTY200.

Drawdown Indicators

	VV	^NIFTY200	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-64.04%	+9.23%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-14.89%	+2.80%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-18.15%	-7.51%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	-38.22%	+3.94%
Current Drawdown Current decline from peak	-5.85%	-13.99%	+8.14%
Average Drawdown Average peak-to-trough decline	-6.88%	-10.98%	+4.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.61%	3.60%	-0.99%

Volatility

VV vs. ^NIFTY200 - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 5.34%, while NIFTY 200 (^NIFTY200) has a volatility of 8.13%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than ^NIFTY200 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	^NIFTY200	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.34%	8.13%	-2.79%
Volatility (6M) Calculated over the trailing 6-month period	9.60%	11.75%	-2.15%
Volatility (1Y) Calculated over the trailing 1-year period	18.61%	16.41%	+2.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.24%	15.75%	+1.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.18%	18.16%	+0.02%