VV vs. POLIX
VV (Vanguard Large-Cap ETF) and POLIX (Polen Growth Fund) are both funds - VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index, while POLIX is a Large Cap Growth Equities fund managed by Polen. Over the past 10 years, VV returned 15.14%/yr vs 11.30%/yr for POLIX. Their correlation of 0.87 means they have usually moved in the same direction. VV charges 0.04%/yr vs 0.96%/yr for POLIX.
Performance
VV vs. POLIX - Performance Comparison
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Returns By Period
In the year-to-date period, VV achieves a 9.78% return, which is significantly higher than POLIX's -11.86% return. Over the past 10 years, VV has outperformed POLIX with an annualized return of 15.14%, while POLIX has yielded a comparatively lower 11.30% annualized return.
VV
- 1D
- 0.68%
- 1M
- 0.19%
- 6M
- 8.54%
- YTD
- 9.78%
- 1Y
- 20.98%
- 3Y*
- 19.53%
- 5Y*
- 12.36%
- 10Y*
- 15.14%
- ALL TIME*
- 10.97%
POLIX
- 1D
- 2.14%
- 1M
- -0.88%
- 6M
- -6.64%
- YTD
- -11.86%
- 1Y
- -9.35%
- 3Y*
- 5.85%
- 5Y*
- -0.25%
- 10Y*
- 11.30%
- ALL TIME*
- 12.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
POLIX Polen Growth Fund | $0.00 | $0.00 | $0.00 |
| $85.99M | $75.21M | $96.89M |
VV vs. POLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 9.78% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
POLIX Polen Growth Fund | -11.86% | 3.87% | 22.57% | 39.17% | -38.36% | 23.51% | 33.25% | 37.34% | 7.74% | 26.47% |
Correlation
The correlation between VV and POLIX is 0.79, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.79 |
Correlation (3Y) Balances recent behavior with more history. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2010 | 0.87 |
The correlation between VV and POLIX shifts across timeframes, from 0.76 (3 years) to 0.87 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VV vs. POLIX — Risk / Return Rank
VV
POLIX
VV vs. POLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and Polen Growth Fund (POLIX). 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.
| VV | POLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.90 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.90 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.51 | +2.58 |
| Martin ratioReturn relative to average drawdown | 8.71 | -1.08 | +9.79 |
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Drawdowns
VV vs. POLIX - Drawdown Comparison
The maximum VV drawdown since its inception was -54.81%, which is greater than POLIX's maximum drawdown of -42.84%. Use the drawdown chart below to compare losses from any high point for VV and POLIX.
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Drawdown Indicators
| VV | POLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -42.84% | -11.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -23.94% | +14.73% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -23.94% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -42.84% | +17.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -42.84% | +8.56% |
Current DrawdownCurrent decline from peak | -1.53% | -15.67% | +14.14% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -7.16% | +0.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.18% | 11.25% | -9.07% |
Volatility
VV vs. POLIX - Volatility Comparison
The current volatility for Vanguard Large-Cap ETF (VV) is 3.64%, while Polen Growth Fund (POLIX) has a volatility of 4.58%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than POLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VV | POLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 4.58% | -0.94% |
Volatility (6M)Calculated over the trailing 6-month period | 10.18% | 14.16% | -3.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.01% | 17.79% | -4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 23.12% | -5.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.21% | 21.93% | -3.72% |
VV vs. POLIX - Expense Ratio Comparison
VV has a 0.04% expense ratio, which is lower than POLIX's 0.96% expense ratio.
Dividends
VV vs. POLIX - Dividend Comparison
VV's dividend yield for the trailing twelve months is around 1.02%, less than POLIX's 41.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
POLIX Polen Growth Fund | 41.25% | 36.35% | 10.47% | 0.00% | 10.54% | 3.97% | 1.25% | 0.12% | 2.77% | 1.66% | 0.01% | 4.29% |
VV Vanguard Large-Cap ETF | 1.02% | 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
VV and POLIX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
POLIX has higher volatility (4.58%) compared to VV (3.64%). In terms of maximum drawdown, VV dropped -54.81% vs POLIX's -42.84%.
VV currently has the higher Sharpe Ratio (1.47 vs -0.69), 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.
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