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VV vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VV and FXAIX is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

VV vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VV:

0.69

FXAIX:

0.73

Sortino Ratio

VV:

1.10

FXAIX:

1.13

Omega Ratio

VV:

1.16

FXAIX:

1.17

Calmar Ratio

VV:

0.74

FXAIX:

0.77

Martin Ratio

VV:

2.82

FXAIX:

2.95

Ulcer Index

VV:

4.98%

FXAIX:

4.81%

Daily Std Dev

VV:

20.06%

FXAIX:

19.68%

Max Drawdown

VV:

-54.81%

FXAIX:

-33.79%

Current Drawdown

VV:

-3.03%

FXAIX:

-2.32%

Returns By Period

In the year-to-date period, VV achieves a 1.63% return, which is significantly lower than FXAIX's 2.20% return. Both investments have delivered pretty close results over the past 10 years, with VV having a 12.72% annualized return and FXAIX not far behind at 12.69%.


VV

YTD

1.63%

1M

12.66%

6M

1.21%

1Y

13.66%

3Y*

17.05%

5Y*

16.62%

10Y*

12.72%

FXAIX

YTD

2.20%

1M

13.03%

6M

1.76%

1Y

14.17%

3Y*

17.07%

5Y*

16.77%

10Y*

12.69%

*Annualized

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Vanguard Large-Cap ETF

Fidelity 500 Index Fund

VV vs. FXAIX - Expense Ratio Comparison

VV has a 0.04% expense ratio, which is higher than FXAIX'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%.


Risk-Adjusted Performance

VV vs. FXAIX — Risk-Adjusted Performance Rank

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

VV
The Risk-Adjusted Performance Rank of VV is 6969
Overall Rank
The Sharpe Ratio Rank of VV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VV is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VV is 7171
Calmar Ratio Rank
The Martin Ratio Rank of VV is 7070
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 7272
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7777
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VV vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Fidelity 500 Index Fund (FXAIX). 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.


The current VV Sharpe Ratio is 0.69, which is comparable to the FXAIX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of VV and FXAIX, 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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Dividends

VV vs. FXAIX - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.25%, less than FXAIX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
VV
Vanguard Large-Cap ETF
1.25%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%
FXAIX
Fidelity 500 Index Fund
1.54%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

VV vs. FXAIX - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for VV and FXAIX. For additional features, visit the drawdowns tool.


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Volatility

VV vs. FXAIX - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 4.71%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 5.47%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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