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

Key characteristics


VVFXAIX
YTD Return10.54%10.42%
1Y Return35.14%34.26%
3Y Return (Ann)10.76%11.44%
5Y Return (Ann)14.97%15.06%
10Y Return (Ann)12.93%13.11%
Sharpe Ratio2.972.92
Daily Std Dev11.73%11.66%
Max Drawdown-54.81%-33.79%
Current Drawdown-0.07%0.00%

Correlation

0.99
-1.001.00

The correlation between VV and FXAIX is 0.99, 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 year-to-date returns for both stocks are quite close, with VV having a 10.54% return and FXAIX slightly lower at 10.42%. Both investments have delivered pretty close results over the past 10 years, with VV having a 12.93% annualized return and FXAIX not far ahead at 13.11%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


280.00%300.00%320.00%340.00%360.00%380.00%400.00%OctoberNovemberDecember2024FebruaryMarch
389.01%
399.12%
VV
FXAIX

Compare stocks, funds, or ETFs


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.

VV
Vanguard Large-Cap ETF
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VV
Vanguard Large-Cap ETF
2.97
FXAIX
Fidelity 500 Index Fund
2.92

VV vs. FXAIX - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.97, which roughly equals the FXAIX Sharpe Ratio of 2.92. The chart below compares the 12-month rolling Sharpe Ratio of VV and FXAIX.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.97
2.92
VV
FXAIX

Dividends

VV vs. FXAIX - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 1.33%, more than FXAIX's 1.31% yield.


TTM20232022202120202019201820172016201520142013
VV
Vanguard Large-Cap ETF
1.33%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%1.77%1.75%
FXAIX
Fidelity 500 Index Fund
1.31%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%

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%. The drawdown chart below compares losses from any high point along the way for VV and FXAIX


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-0.07%
0
VV
FXAIX

Volatility

VV vs. FXAIX - Volatility Comparison

Vanguard Large-Cap ETF (VV) has a higher volatility of 3.02% compared to Fidelity 500 Index Fund (FXAIX) at 2.82%. This indicates that VV's price experiences larger fluctuations and is considered to be riskier than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.02%
2.82%
VV
FXAIX