VVIAX vs. VOO
Compare and contrast key facts about Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard S&P 500 ETF (VOO).
VVIAX is managed by Vanguard. It was launched on Nov 13, 2000. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VVIAX or VOO.
Performance
VVIAX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, VVIAX achieves a 19.98% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VVIAX has underperformed VOO with an annualized return of 10.46%, while VOO has yielded a comparatively higher 13.12% annualized return.
VVIAX
19.98%
-0.95%
8.86%
28.59%
11.40%
10.46%
VOO
24.51%
0.61%
11.38%
32.00%
15.30%
13.12%
Key characteristics
| VVIAX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.78 | 2.64 |
| Sortino Ratio | 3.90 | 3.53 |
| Omega Ratio | 1.50 | 1.49 |
| Calmar Ratio | 5.51 | 3.81 |
| Martin Ratio | 17.69 | 17.34 |
| Ulcer Index | 1.60% | 1.86% |
| Daily Std Dev | 10.18% | 12.20% |
| Max Drawdown | -59.32% | -33.99% |
| Current Drawdown | -1.69% | -2.16% |
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VVIAX vs. VOO - Expense Ratio Comparison
VVIAX has a 0.05% expense ratio, which is higher than VOO's 0.03% 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%.
Correlation
The correlation between VVIAX and VOO is 0.91, 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.
Risk-Adjusted Performance
VVIAX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value Index Fund Admiral Shares (VVIAX) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
VVIAX vs. VOO - Dividend Comparison
VVIAX's dividend yield for the trailing twelve months is around 2.24%, more than VOO's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VVIAX Vanguard Value Index Fund Admiral Shares | 2.24% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VVIAX vs. VOO - Drawdown Comparison
The maximum VVIAX drawdown since its inception was -59.32%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VVIAX and VOO. For additional features, visit the drawdowns tool.
Volatility
VVIAX vs. VOO - Volatility Comparison
The current volatility for Vanguard Value Index Fund Admiral Shares (VVIAX) is 3.60%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.09%. This indicates that VVIAX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.