VVX vs. VIXM

Last updated Apr 1, 2026

Compare and contrast key facts about V2X Inc (VVX) and ProShares VIX Mid-Term Futures ETF (VIXM).

VIXM is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Mid-Term Futures Index. It was launched on Jan 3, 2011.

Performance

VVX vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in V2X Inc (VVX) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

VVX vs. VIXM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VVX V2X Inc	25.57%	14.05%	2.99%	12.47%	31.00%
VIXM ProShares VIX Mid-Term Futures ETF	12.31%	5.60%	-13.67%	-44.83%	-11.77%

Returns By Period

In the year-to-date period, VVX achieves a 25.57% return, which is significantly higher than VIXM's 12.31% return.

VVX

• 1D: 2.38%
• 1M: -1.79%
• YTD: 25.57%
• 6M: 17.92%
• 1Y: 39.65%
• 3Y*: 19.92%
• 5Y*: —
• 10Y*: —

VIXM

• 1D: -2.72%
• 1M: 9.31%
• YTD: 12.31%
• 6M: 8.41%
• 1Y: 8.20%
• 3Y*: -13.85%
• 5Y*: -12.86%
• 10Y*: -10.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VVX vs. VIXM — Risk / Return Rank

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

VVX

VVX Risk / Return Rank: 73
VVX Sharpe Ratio Rank: 74
VVX Sortino Ratio Rank: 71
VVX Omega Ratio Rank: 68
VVX Calmar Ratio Rank: 78
VVX Martin Ratio Rank: 74

VIXM

VIXM Risk / Return Rank: 21
VIXM Sharpe Ratio Rank: 20
VIXM Sortino Ratio Rank: 24
VIXM Omega Ratio Rank: 24
VIXM Calmar Ratio Rank: 21
VIXM Martin Ratio Rank: 16

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.

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 ratio Return per unit of total volatility	0.98	0.28	+0.71
Sortino ratio Return per unit of downside risk	1.65	0.64	+1.01
Omega ratio Gain probability vs. loss probability	1.20	1.09	+0.11
Calmar ratio Return relative to maximum drawdown	2.13	0.37	+1.76
Martin ratio Return relative to average drawdown	4.25	0.54	+3.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VVX vs. VIXM - Sharpe Ratio Comparison

The current VVX Sharpe Ratio is 0.98, which is higher than the VIXM Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of VVX and VIXM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VVX	VIXM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.28	+0.71
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	-0.53	+1.07

Correlation

The correlation between VVX and VIXM is -0.31. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

VVX vs. VIXM - Dividend Comparison

Neither VVX nor VIXM has paid dividends to shareholders.

Tickers have no history of dividend payments

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.

Drawdown Indicators

	VVX	VIXM	Difference
Max Drawdown Largest peak-to-trough decline	-38.90%	-96.23%	+57.33%
Max Drawdown (1Y) Largest decline over 1 year	-16.34%	-23.73%	+7.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-63.40%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-75.72%	—
Current Drawdown Current decline from peak	-7.34%	-95.29%	+87.95%
Average Drawdown Average peak-to-trough decline	-14.41%	-81.36%	+66.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.18%	16.12%	-7.94%

Volatility

VVX vs. VIXM - Volatility Comparison

The current volatility for V2X Inc (VVX) is 8.56%, while ProShares VIX Mid-Term Futures ETF (VIXM) has a volatility of 9.86%. This indicates that VVX experiences smaller price fluctuations and is considered to be less risky than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VVX	VIXM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.56%	9.86%	-1.30%
Volatility (6M) Calculated over the trailing 6-month period	24.56%	15.23%	+9.33%
Volatility (1Y) Calculated over the trailing 1-year period	40.92%	29.79%	+11.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.90%	31.22%	+12.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.90%	33.06%	+10.84%