VXF vs. PSX
VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index, while PSX (Phillips 66) is a stock. Over the past 10 years, VXF returned 11.73%/yr vs 14.39%/yr for PSX. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
VXF vs. PSX - Performance Comparison
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Returns By Period
In the year-to-date period, VXF achieves a 15.62% return, which is significantly lower than PSX's 62.27% return. Over the past 10 years, VXF has underperformed PSX with an annualized return of 11.73%, while PSX has yielded a comparatively higher 14.39% annualized return.
VXF
- 1D
- 1.82%
- 1M
- -1.15%
- 6M
- 12.27%
- YTD
- 15.62%
- 1Y
- 25.59%
- 3Y*
- 17.56%
- 5Y*
- 6.57%
- 10Y*
- 11.73%
- ALL TIME*
- 10.05%
PSX
- 1D
- -2.59%
- 1M
- 16.87%
- 6M
- 47.21%
- YTD
- 62.27%
- 1Y
- 78.31%
- 3Y*
- 27.42%
- 5Y*
- 28.30%
- 10Y*
- 14.39%
- ALL TIME*
- 17.38%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
PSX Phillips 66 | $490.19M | $501.82M | $467.42M |
| $77.57M | $79.52M | $104.92M |
VXF vs. PSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXF Vanguard Extended Market ETF | 15.62% | 11.40% | 16.89% | 25.51% | -26.52% | 12.31% | 32.45% | 27.96% | -9.34% | 18.06% |
PSX Phillips 66 | 62.27% | 17.51% | -11.63% | 33.07% | 49.58% | 8.51% | -33.85% | 33.97% | -12.28% | 20.94% |
Correlation
The correlation between VXF and PSX is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.31 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since May 1, 2012 | 0.45 |
The correlation between VXF and PSX shifts across timeframes, from -0.02 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VXF vs. PSX — Risk / Return Rank
VXF
PSX
VXF vs. PSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and Phillips 66 (PSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VXF | PSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.42 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.52 | 4.56 | -2.04 |
| Martin ratioReturn relative to average drawdown | 8.54 | 13.91 | -5.37 |
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Drawdowns
VXF vs. PSX - Drawdown Comparison
The maximum VXF drawdown since its inception was -58.03%, smaller than the maximum PSX drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for VXF and PSX.
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Drawdown Indicators
| VXF | PSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -64.21% | +6.18% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -17.28% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -26.92% | -44.37% | +17.45% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -44.37% | +7.98% |
Max Drawdown (10Y)Largest decline over 10 years | -41.72% | -64.21% | +22.49% |
Current DrawdownCurrent decline from peak | -2.34% | -2.86% | +0.52% |
Average DrawdownAverage peak-to-trough decline | -9.50% | -14.64% | +5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 5.65% | -2.64% |
Volatility
VXF vs. PSX - Volatility Comparison
The current volatility for Vanguard Extended Market ETF (VXF) is 4.34%, while Phillips 66 (PSX) has a volatility of 9.46%. This indicates that VXF experiences smaller price fluctuations and is considered to be less risky than PSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXF | PSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 9.46% | -5.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 23.22% | -9.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.77% | 30.15% | -12.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 33.04% | -10.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 35.43% | -13.15% |
Dividends
VXF vs. PSX - Dividend Comparison
VXF's dividend yield for the trailing twelve months is around 1.02%, less than PSX's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PSX Phillips 66 | 2.40% | 3.68% | 3.95% | 3.15% | 3.68% | 5.00% | 5.15% | 3.14% | 3.60% | 2.70% | 2.84% | 2.67% |
VXF Vanguard Extended Market ETF | 1.02% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
VXF and PSX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSX has higher volatility (9.46%) compared to VXF (4.34%). In terms of maximum drawdown, VXF dropped -58.03% vs PSX's -64.21%.
PSX currently has the higher Sharpe Ratio (2.62 vs 1.45), 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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