Asset Comparison and Correlation
|S&P 500 vs Vanguard Extended Market Idx A|
Assuming 30 trading days horizon, SP 500 is expected to generate 1.22 times less return on investment than Vanguard. But when comparing it to its historical volatility, S&P 500 is 1.38 times less risky than Vanguard. It trades about 0.65 of its potential returns per unit of risk. Vanguard Extended Market Idx Adm is currently generating about 0.58 of returns per unit of risk over similar time horizon. If you would invest 5,024 in Vanguard Extended Market Idx Adm on April 18, 2013 and sell it today you would earn a total of 431.00 from holding Vanguard Extended Market Idx Adm or generate 8.58% return on investment over 30 days.
Match ups for SP 500
70% of all equities and portfolios perform better than Vanguard Extended Market Idx Adm. Compared with the overall equity markets, risk-adjusted returns on investments in Vanguard Extended Market Idx Adm are ranked lower than 30 (%) of all global equities and portfolios over the last 30 days.
Match ups for Vanguard