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VVIAX vs. VITAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VVIAXVITAX
YTD Return21.72%29.68%
1Y Return34.47%44.77%
3Y Return (Ann)9.95%12.43%
5Y Return (Ann)11.79%23.14%
10Y Return (Ann)10.68%21.13%
Sharpe Ratio3.232.06
Sortino Ratio4.532.64
Omega Ratio1.591.36
Calmar Ratio4.872.88
Martin Ratio20.9610.37
Ulcer Index1.59%4.23%
Daily Std Dev10.34%21.32%
Max Drawdown-59.32%-54.81%
Current Drawdown0.00%-0.13%

Correlation

-0.50.00.51.00.7

The correlation between VVIAX and VITAX is 0.73, 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

VVIAX vs. VITAX - Performance Comparison

In the year-to-date period, VVIAX achieves a 21.72% return, which is significantly lower than VITAX's 29.68% return. Over the past 10 years, VVIAX has underperformed VITAX with an annualized return of 10.68%, while VITAX has yielded a comparatively higher 21.13% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
11.97%
21.23%
VVIAX
VITAX

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VVIAX vs. VITAX - Expense Ratio Comparison

VVIAX has a 0.05% expense ratio, which is lower than VITAX's 0.10% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VITAX
Vanguard Information Technology Index Fund Admiral Shares
Expense ratio chart for VITAX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VVIAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VVIAX vs. VITAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.


VVIAX
Sharpe ratio
The chart of Sharpe ratio for VVIAX, currently valued at 3.23, compared to the broader market0.002.004.003.23
Sortino ratio
The chart of Sortino ratio for VVIAX, currently valued at 4.53, compared to the broader market0.005.0010.004.53
Omega ratio
The chart of Omega ratio for VVIAX, currently valued at 1.59, compared to the broader market1.002.003.004.001.59
Calmar ratio
The chart of Calmar ratio for VVIAX, currently valued at 4.87, compared to the broader market0.005.0010.0015.0020.0025.004.87
Martin ratio
The chart of Martin ratio for VVIAX, currently valued at 20.96, compared to the broader market0.0020.0040.0060.0080.00100.0020.96
VITAX
Sharpe ratio
The chart of Sharpe ratio for VITAX, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for VITAX, currently valued at 2.64, compared to the broader market0.005.0010.002.64
Omega ratio
The chart of Omega ratio for VITAX, currently valued at 1.36, compared to the broader market1.002.003.004.001.36
Calmar ratio
The chart of Calmar ratio for VITAX, currently valued at 2.88, compared to the broader market0.005.0010.0015.0020.0025.002.88
Martin ratio
The chart of Martin ratio for VITAX, currently valued at 10.37, compared to the broader market0.0020.0040.0060.0080.00100.0010.37

VVIAX vs. VITAX - Sharpe Ratio Comparison

The current VVIAX Sharpe Ratio is 3.23, which is higher than the VITAX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of VVIAX and VITAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
3.23
2.06
VVIAX
VITAX

Dividends

VVIAX vs. VITAX - Dividend Comparison

VVIAX's dividend yield for the trailing twelve months is around 2.21%, more than VITAX's 0.60% yield.


TTM20232022202120202019201820172016201520142013
VVIAX
Vanguard Value Index Fund Admiral Shares
2.21%2.45%2.51%2.14%2.54%2.49%2.72%2.29%2.45%2.60%2.22%2.21%
VITAX
Vanguard Information Technology Index Fund Admiral Shares
0.60%0.65%0.91%0.64%0.82%1.11%1.30%0.99%1.31%1.28%1.12%1.04%

Drawdowns

VVIAX vs. VITAX - Drawdown Comparison

The maximum VVIAX drawdown since its inception was -59.32%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VVIAX and VITAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.13%
VVIAX
VITAX

Volatility

VVIAX vs. VITAX - Volatility Comparison

The current volatility for Vanguard Value Index Fund Admiral Shares (VVIAX) is 3.70%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.33%. This indicates that VVIAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.70%
6.33%
VVIAX
VITAX