VANGUARD LARGE-CAP Competition
| VLCAX Fund | USD 155.38 1.59 1.03% |
Correlation: VANGUARD LARGE-CAP vs Vanguard High View
Good diversification
Across the chosen horizon, VLCAX and VYM show a correlation of -0.1 and fall into the Good diversification bucket. This matters because lower overlap can improve diversification, while higher overlap leaves more of the same risk inside the portfolio.
Moving against VANGUARD Mutual Fund
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VANGUARD LARGE-CAP's price to converge to an average value over time is called mean reversion.
VANGUARD LARGE-CAP Competition Correlation Matrix
Studying peer correlation around Vanguard Large Cap Index gives investors a cleaner read on how much independent price behavior still exists across the competitive set. A reading near +1 usually means prices have moved in tandem, a reading near -1 suggests opposite movement, and a reading near zero points to weaker historical dependence.
High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between VANGUARD Mutual Fund performing well and VANGUARD LARGE-CAP Mutual Fund doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze VANGUARD LARGE-CAP's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| VV | 0.57 | -0.02 | 0.00 | -0.05 | 0.00 | 0.89 | 3.52 | |||
| VBR | 0.71 | 0.07 | 0.07 | 0.04 | 0.84 | 1.43 | 4.44 | |||
| VNQ | 0.55 | 0.09 | 0.13 | 0.18 | 0.67 | 1.40 | 3.08 | |||
| VFWAX | 0.69 | 0.11 | 0.10 | 0.11 | 1.01 | 1.43 | 5.74 | |||
| VEU | 0.74 | 0.11 | 0.10 | 0.10 | 1.05 | 1.54 | 5.81 | |||
| VBIAX | 0.36 | -0.04 | 0.00 | 0.44 | 0.00 | 0.58 | 2.40 | |||
| VTWAX | 0.60 | 0.03 | 0.04 | 0.01 | 0.80 | 0.89 | 4.10 | |||
| VBAIX | 0.37 | -0.01 | 0.00 | -0.04 | 0.00 | 0.62 | 2.40 | |||
| VT | 0.62 | 0.03 | 0.04 | 0.01 | 0.80 | 0.92 | 4.14 | |||
| VYM | 0.50 | 0.04 | 0.09 | -0.72 | 0.66 | 0.86 | 3.51 |
VANGUARD LARGE-CAP Competitive Analysis
| Better Than Average | Worse Than Peers | View Performance Chart |
VANGUARD LARGE-CAP Competition Peer Performance Charts
How to Analyze VANGUARD LARGE-CAP Against Peers
VANGUARD LARGE-CAP's peer analysis compares VANGUARD LARGE-CAP with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:- Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
- Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
- Check valuation dispersion: Review whether VANGUARD LARGE-CAP trades at a premium or discount versus peers and why.
- Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
- Document the thesis: Record where VANGUARD LARGE-CAP leads or lags and what catalysts could close or widen the gap.
Peer Comparison Metrics & Methodology
Margin comparison for VANGUARD LARGE-CAP against peers is one of the most actionable outputs - it shows where competitive advantages may be strengthening or eroding over time. Relative comparison helps show where VANGUARD LARGE-CAP is stronger or weaker against peers.
Unless otherwise specified, data for Vanguard Large Cap Index is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.