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VV vs. FSKAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VV vs. FSKAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and Fidelity Total Market Index Fund (FSKAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VV achieves a 10.70% return, which is significantly higher than FSKAX's 9.75% return. Both investments have delivered pretty close results over the past 10 years, with VV having a 15.72% annualized return and FSKAX not far behind at 14.99%.


VV

1D
1.77%
1M
2.25%
YTD
10.70%
6M
11.24%
1Y
27.59%
3Y*
21.46%
5Y*
13.53%
10Y*
15.72%

FSKAX

1D
0.51%
1M
1.05%
YTD
9.75%
6M
10.07%
1Y
26.33%
3Y*
20.67%
5Y*
12.24%
10Y*
14.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VV vs. FSKAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VV
Vanguard Large-Cap ETF
10.70%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%
FSKAX
Fidelity Total Market Index Fund
9.75%17.06%23.89%26.12%-19.53%25.66%20.79%30.92%-5.32%20.85%

Correlation

The correlation between VV and FSKAX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2011

0.99

The correlation between VV and FSKAX has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

VV vs. FSKAX — Risk / Return Rank

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

VV
VV Risk / Return Rank: 7474
Overall Rank
VV Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VV Sortino Ratio Rank: 7474
Sortino Ratio Rank
VV Omega Ratio Rank: 7676
Omega Ratio Rank
VV Calmar Ratio Rank: 6666
Calmar Ratio Rank
VV Martin Ratio Rank: 7777
Martin Ratio Rank

FSKAX
FSKAX Risk / Return Rank: 6464
Overall Rank
FSKAX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
FSKAX Sortino Ratio Rank: 5656
Sortino Ratio Rank
FSKAX Omega Ratio Rank: 5757
Omega Ratio Rank
FSKAX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FSKAX Martin Ratio Rank: 7878
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.

VV vs. FSKAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Fidelity Total Market Index Fund (FSKAX). 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.


VVFSKAXDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.05

Calmar ratioReturn relative to maximum drawdown

3.01

2.80

+0.21

Martin ratioReturn relative to average drawdown

13.39

12.51

+0.88

VV vs. FSKAX - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.21, which is comparable to the FSKAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of VV and FSKAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VV vs. FSKAX - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than FSKAX's maximum drawdown of -35.01%. Use the drawdown chart below to compare losses from any high point for VV and FSKAX.


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Drawdown Indicators


VVFSKAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-35.01%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.21%

-8.92%

-0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

-19.43%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-25.39%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-34.28%

-35.01%

+0.73%

Current Drawdown

Current decline from peak

-0.71%

-2.08%

+1.37%

Average Drawdown

Average peak-to-trough decline

-6.83%

-4.01%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

1.99%

+0.08%

Volatility

VV vs. FSKAX - Volatility Comparison

Vanguard Large-Cap ETF (VV) and Fidelity Total Market Index Fund (FSKAX) have volatilities of 4.70% and 4.64%, 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


VVFSKAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

4.64%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

9.97%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

12.54%

12.79%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

17.48%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

18.49%

-0.25%

VV vs. FSKAX - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is higher than FSKAX's 0.02% 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%.


Dividends

VV vs. FSKAX - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 0.98%, more than FSKAX's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
FSKAX
Fidelity Total Market Index Fund
0.95%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
VV
Vanguard Large-Cap ETF
0.98%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Frequently Asked Questions


With a correlation of 0.98, VV and FSKAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VV has higher volatility (4.70%) compared to FSKAX (4.64%). In terms of maximum drawdown, VV dropped -54.81% vs FSKAX's -35.01%.

VV currently has the higher Sharpe Ratio (2.21 vs 1.95), 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.

Portfolio Optimizer

Find the right allocation for VV and FSKAX

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