XRX vs. VTSAX
XRX (Xerox Holdings Corporation) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, XRX returned -15.33%/yr vs 14.47%/yr for VTSAX. Their 0.56 correlation means they have sometimes moved together and sometimes differently.
Performance
XRX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, XRX achieves a 27.97% return, which is significantly higher than VTSAX's 9.87% return. Over the past 10 years, XRX has underperformed VTSAX with an annualized return of -15.33%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
XRX
- 1D
- -15.47%
- 1M
- 5.36%
- 6M
- 38.49%
- YTD
- 27.97%
- 1Y
- -21.62%
- 3Y*
- -38.95%
- 5Y*
- -30.11%
- 10Y*
- -15.33%
- ALL TIME*
- -1.95%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $18.29M | $12.30M | $16.95M |
XRX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRX Xerox Holdings Corporation | 27.97% | -70.56% | -49.82% | 33.82% | -31.32% | 1.98% | -33.61% | 92.27% | -29.38% | 31.01% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between XRX and VTSAX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.39 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.47 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.56 |
The correlation between XRX and VTSAX shifts across timeframes, from 0.39 (3 years) to 0.56 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XRX vs. VTSAX — Risk / Return Rank
XRX
VTSAX
XRX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xerox Holdings Corporation (XRX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.
| XRX | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.25 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.10 | -2.44 |
| Martin ratioReturn relative to average drawdown | -0.60 | 9.09 | -9.68 |
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Drawdowns
XRX vs. VTSAX - Drawdown Comparison
The maximum XRX drawdown since its inception was -98.47%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for XRX and VTSAX.
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Drawdown Indicators
| XRX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.47% | -55.33% | -43.14% |
Max Drawdown (1Y)Largest decline over 1 year | -70.91% | -8.92% | -61.99% |
Max Drawdown (3Y)Largest decline over 3 years | -92.75% | -19.36% | -73.39% |
Max Drawdown (5Y)Largest decline over 5 years | -93.25% | -25.36% | -67.89% |
Max Drawdown (10Y)Largest decline over 10 years | -95.44% | -34.97% | -60.47% |
Current DrawdownCurrent decline from peak | -96.28% | -1.88% | -94.40% |
Average DrawdownAverage peak-to-trough decline | -52.31% | -8.96% | -43.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.97% | 2.06% | +37.91% |
Volatility
XRX vs. VTSAX - Volatility Comparison
Xerox Holdings Corporation (XRX) has a higher volatility of 38.17% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that XRX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.17% | 3.41% | +34.76% |
Volatility (6M)Calculated over the trailing 6-month period | 76.00% | 10.27% | +65.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 95.34% | 13.13% | +82.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.61% | 17.47% | +43.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.20% | 18.41% | +32.79% |
Dividends
XRX vs. VTSAX - Dividend Comparison
XRX's dividend yield for the trailing twelve months is around 3.39%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
XRX Xerox Holdings Corporation | 3.39% | 8.44% | 11.86% | 5.46% | 6.85% | 4.42% | 4.31% | 2.71% | 5.06% | 44.32% | 3.55% | 2.63% |
Frequently Asked Questions
XRX and VTSAX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRX has higher volatility (38.17%) compared to VTSAX (3.41%). In terms of maximum drawdown, XRX dropped -98.47% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.26), 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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