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VVIAX vs. MSXAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVIAX vs. MSXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Value Index Fund Admiral Shares (VVIAX) and NYLI S&P 500 Index Class A (MSXAX). The values are adjusted to include any dividend payments, if applicable.

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VVIAX vs. MSXAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VVIAX
Vanguard Value Index Fund Admiral Shares
1.63%15.27%16.00%9.22%-2.07%26.51%2.29%25.81%-5.45%17.13%
MSXAX
NYLI S&P 500 Index Class A
-7.16%17.26%23.98%25.96%-18.52%28.13%17.86%30.69%-4.71%21.07%

Returns By Period

In the year-to-date period, VVIAX achieves a 1.63% return, which is significantly higher than MSXAX's -7.16% return. Over the past 10 years, VVIAX has underperformed MSXAX with an annualized return of 11.61%, while MSXAX has yielded a comparatively higher 13.18% annualized return.


VVIAX

1D
-0.17%
1M
-6.36%
YTD
1.63%
6M
4.62%
1Y
14.15%
3Y*
14.45%
5Y*
10.62%
10Y*
11.61%

MSXAX

1D
-0.40%
1M
-7.71%
YTD
-7.16%
6M
-4.84%
1Y
13.86%
3Y*
16.56%
5Y*
10.85%
10Y*
13.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVIAX vs. MSXAX - Expense Ratio Comparison

VVIAX has a 0.05% expense ratio, which is lower than MSXAX's 0.52% expense ratio.


Return for Risk

VVIAX vs. MSXAX — Risk / Return Rank

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

VVIAX
VVIAX Risk / Return Rank: 5858
Overall Rank
VVIAX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VVIAX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VVIAX Omega Ratio Rank: 6060
Omega Ratio Rank
VVIAX Calmar Ratio Rank: 5353
Calmar Ratio Rank
VVIAX Martin Ratio Rank: 5959
Martin Ratio Rank

MSXAX
MSXAX Risk / Return Rank: 4141
Overall Rank
MSXAX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
MSXAX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MSXAX Omega Ratio Rank: 4545
Omega Ratio Rank
MSXAX Calmar Ratio Rank: 3535
Calmar Ratio Rank
MSXAX Martin Ratio Rank: 4646
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.

VVIAX vs. MSXAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) and NYLI S&P 500 Index Class A (MSXAX). 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.


VVIAXMSXAXDifference

Sharpe ratio

Return per unit of total volatility

1.04

0.81

+0.24

Sortino ratio

Return per unit of downside risk

1.50

1.26

+0.24

Omega ratio

Gain probability vs. loss probability

1.22

1.19

+0.03

Calmar ratio

Return relative to maximum drawdown

1.25

0.95

+0.29

Martin ratio

Return relative to average drawdown

5.65

4.60

+1.05

VVIAX vs. MSXAX - Sharpe Ratio Comparison

The current VVIAX Sharpe Ratio is 1.04, which is comparable to the MSXAX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VVIAX and MSXAX, 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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Sharpe Ratios by Period


VVIAXMSXAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.04

0.81

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.65

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.73

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.51

-0.11

Correlation

The correlation between VVIAX and MSXAX is 0.92, 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.


Dividends

VVIAX vs. MSXAX - Dividend Comparison

VVIAX's dividend yield for the trailing twelve months is around 2.05%, more than MSXAX's 1.14% yield.


TTM20252024202320222021202020192018201720162015
VVIAX
Vanguard Value Index Fund Admiral Shares
2.05%2.04%2.30%2.45%2.51%2.14%2.55%2.49%2.72%2.29%2.45%2.60%
MSXAX
NYLI S&P 500 Index Class A
1.14%1.06%5.20%4.04%10.30%4.44%8.78%17.42%14.49%15.18%9.63%5.53%

Drawdowns

VVIAX vs. MSXAX - Drawdown Comparison

The maximum VVIAX drawdown since its inception was -59.32%, which is greater than MSXAX's maximum drawdown of -55.48%. Use the drawdown chart below to compare losses from any high point for VVIAX and MSXAX.


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Drawdown Indicators


VVIAXMSXAXDifference

Max Drawdown

Largest peak-to-trough decline

-59.32%

-55.48%

-3.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.28%

-12.11%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.14%

-24.78%

+7.64%

Max Drawdown (10Y)

Largest decline over 10 years

-36.80%

-33.79%

-3.01%

Current Drawdown

Current decline from peak

-6.36%

-8.97%

+2.61%

Average Drawdown

Average peak-to-trough decline

-9.67%

-7.21%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.58%

-0.09%

Volatility

VVIAX vs. MSXAX - Volatility Comparison

The current volatility for Vanguard Value Index Fund Admiral Shares (VVIAX) is 3.26%, while NYLI S&P 500 Index Class A (MSXAX) has a volatility of 4.24%. This indicates that VVIAX experiences smaller price fluctuations and is considered to be less risky than MSXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVIAXMSXAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.24%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

7.52%

9.09%

-1.57%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

18.13%

-3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

16.87%

-2.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.74%

18.03%

-1.29%