VVX vs. VIXM
VVX (V2X Inc) is a stock, while VIXM (ProShares VIX Mid-Term Futures ETF) is Volatility fund tracking the S&P 500 VIX Mid-Term Futures Index. Over the past 3 years, VVX returned 24.60%/yr vs -13.33%/yr for VIXM. At a correlation of -0.31, they often move in opposite directions.
Performance
VVX vs. VIXM - Performance Comparison
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Returns By Period
In the year-to-date period, VVX achieves a 52.56% return, which is significantly higher than VIXM's 0.92% return.
VVX
- 1D
- -0.54%
- 1M
- 22.85%
- YTD
- 52.56%
- 6M
- 51.25%
- 1Y
- 90.17%
- 3Y*
- 24.60%
- 5Y*
- —
- 10Y*
- —
VIXM
- 1D
- -0.58%
- 1M
- -1.91%
- YTD
- 0.92%
- 6M
- -3.39%
- 1Y
- -9.09%
- 3Y*
- -13.33%
- 5Y*
- -14.02%
- 10Y*
- -11.20%
VVX vs. VIXM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VVX V2X Inc | 52.56% | 14.05% | 2.99% | 12.47% | 31.00% |
VIXM ProShares VIX Mid-Term Futures ETF | 0.92% | 5.60% | -13.67% | -44.83% | -11.77% |
Correlation
The correlation between VVX and VIXM is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 11, 2022 | -0.31 |
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Return for Risk
VVX vs. VIXM — Risk / Return Rank
VVX
VIXM
VVX vs. VIXM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for V2X Inc (VVX) and ProShares VIX Mid-Term Futures ETF (VIXM). 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.
| VVX | VIXM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.24 | -0.48 | +2.72 |
Sortino ratioReturn per unit of downside risk | 3.09 | -0.55 | +3.64 |
Omega ratioGain probability vs. loss probability | 1.38 | 0.93 | +0.45 |
Calmar ratioReturn relative to maximum drawdown | 5.33 | -0.63 | +5.95 |
Martin ratioReturn relative to average drawdown | 11.70 | -1.10 | +12.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VVX | VIXM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.24 | -0.48 | +2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.46 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | -0.55 | +1.20 |
Drawdowns
VVX vs. VIXM - Drawdown Comparison
The maximum VVX drawdown since its inception was -38.90%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for VVX and VIXM.
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Drawdown Indicators
| VVX | VIXM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.90% | -96.23% | +57.33% |
Max Drawdown (1Y)Largest decline over 1 year | -15.61% | -15.22% | -0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -38.90% | -41.95% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.72% | — |
Current DrawdownCurrent decline from peak | -0.54% | -95.77% | +95.23% |
Average DrawdownAverage peak-to-trough decline | -14.07% | -81.51% | +67.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.11% | 8.71% | -1.60% |
Volatility
VVX vs. VIXM - Volatility Comparison
V2X Inc (VVX) has a higher volatility of 16.16% compared to ProShares VIX Mid-Term Futures ETF (VIXM) at 3.29%. This indicates that VVX's price experiences larger fluctuations and is considered to be riskier than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VVX | VIXM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.16% | 3.29% | +12.87% |
Volatility (6M)Calculated over the trailing 6-month period | 27.82% | 13.90% | +13.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.16% | 18.98% | +22.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.05% | 30.68% | +13.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.05% | 32.90% | +11.15% |
Dividends
VVX vs. VIXM - Dividend Comparison
Neither VVX nor VIXM has paid dividends to shareholders.
Frequently Asked Questions
VVX and VIXM have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VVX has higher volatility (16.16%) compared to VIXM (3.29%). In terms of maximum drawdown, VVX dropped -38.90% vs VIXM's -96.23%.
VVX currently has the higher Sharpe Ratio (2.24 vs -0.48), 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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