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Vanguard Extended Market Index Fund Institutional ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS9229083715
CUSIP922908371
IssuerVanguard
Inception DateJan 14, 2011
RegionNorth America (U.S.)
CategoryMid Cap Blend Equities
Min. Investment$100,000,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

VEMPX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VEMPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: VEMPX vs. VIIIX, VEMPX vs. VMVAX, VEMPX vs. VSIAX, VEMPX vs. VEMIX, VEMPX vs. VMIAX, VEMPX vs. VTSAX, VEMPX vs. SPY, VEMPX vs. MIEIX, VEMPX vs. VB, VEMPX vs. VTPSX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Extended Market Index Fund Institutional Plus Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
5.14%
10.39%
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Extended Market Index Fund Institutional Plus Shares had a return of 10.91% year-to-date (YTD) and 28.81% in the last 12 months. Over the past 10 years, Vanguard Extended Market Index Fund Institutional Plus Shares had an annualized return of 10.15%, while the S&P 500 had an annualized return of 11.71%, indicating that Vanguard Extended Market Index Fund Institutional Plus Shares did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date10.91%20.57%
1 month6.48%6.34%
6 months5.13%10.39%
1 year28.81%32.65%
5 years (annualized)11.12%14.43%
10 years (annualized)10.15%11.71%

Monthly Returns

The table below presents the monthly returns of VEMPX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.39%6.05%3.34%-6.47%3.36%-0.10%6.19%0.24%1.55%10.91%
202310.82%-1.64%-2.88%-2.17%0.47%8.32%5.91%-4.05%-4.87%-6.25%11.21%10.44%25.43%
2022-10.09%-0.01%0.86%-10.57%-2.23%-9.26%10.29%-2.09%-9.92%8.56%3.59%-6.52%-26.45%
20212.87%5.20%-0.40%4.21%-0.65%3.46%-1.23%2.01%-4.00%5.43%-5.01%0.56%12.48%
2020-0.56%-7.96%-21.32%15.84%8.81%4.05%5.69%7.20%-3.01%0.47%18.30%7.22%32.24%
201911.60%4.97%-1.00%3.67%-6.95%6.82%1.63%-4.17%1.04%1.91%4.58%2.17%28.06%
20183.35%-3.79%0.72%0.25%4.81%0.87%1.63%4.52%-1.75%-10.06%1.86%-10.69%-9.35%
20172.13%2.45%-0.06%1.13%-0.79%2.32%1.11%-0.40%4.24%1.41%2.87%0.49%18.13%
2016-8.82%0.47%8.23%1.72%1.79%-0.11%5.37%0.88%0.91%-3.87%7.90%1.83%16.18%
2015-1.91%6.04%1.25%-1.53%1.85%-0.72%-0.16%-5.87%-4.83%5.58%1.74%-3.94%-3.24%
2014-1.84%5.41%-0.71%-2.54%1.50%4.46%-4.40%4.96%-5.10%4.07%1.31%0.96%7.61%
20136.77%1.02%4.72%0.59%2.84%-1.00%6.99%-2.81%6.01%2.83%2.49%3.01%38.44%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEMPX is 22, indicating that it is in the bottom 22% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VEMPX is 2222
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
The Sharpe Ratio Rank of VEMPX is 1919Sharpe Ratio Rank
The Sortino Ratio Rank of VEMPX is 1919Sortino Ratio Rank
The Omega Ratio Rank of VEMPX is 1717Omega Ratio Rank
The Calmar Ratio Rank of VEMPX is 2828Calmar Ratio Rank
The Martin Ratio Rank of VEMPX is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VEMPX
Sharpe ratio
The chart of Sharpe ratio for VEMPX, currently valued at 1.60, compared to the broader market0.002.004.001.60
Sortino ratio
The chart of Sortino ratio for VEMPX, currently valued at 2.24, compared to the broader market0.005.0010.002.24
Omega ratio
The chart of Omega ratio for VEMPX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VEMPX, currently valued at 0.92, compared to the broader market0.005.0010.0015.0020.0025.000.92
Martin ratio
The chart of Martin ratio for VEMPX, currently valued at 8.61, compared to the broader market0.0020.0040.0060.0080.00100.008.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.002.004.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.002.003.004.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.005.0010.0015.0020.0025.002.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.32, compared to the broader market0.0020.0040.0060.0080.00100.0016.32

Sharpe Ratio

The current Vanguard Extended Market Index Fund Institutional Plus Shares Sharpe ratio is 1.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Extended Market Index Fund Institutional Plus Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.60
2.68
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Extended Market Index Fund Institutional Plus Shares granted a 1.22% dividend yield in the last twelve months. The annual payout for that period amounted to $4.14 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.14$3.95$2.91$3.93$3.35$3.12$3.14$2.66$2.61$2.18$2.23$1.81

Dividend yield

1.22%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%1.17%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Extended Market Index Fund Institutional Plus Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.88$0.00$0.00$1.05$0.00$0.00$0.93$0.00$2.86
2023$0.00$0.00$0.82$0.00$0.00$0.94$0.00$0.00$0.90$0.00$0.00$1.28$3.95
2022$0.00$0.00$0.29$0.00$0.00$0.47$0.00$0.00$0.86$0.00$0.00$1.28$2.91
2021$0.00$0.00$1.15$0.00$0.00$0.82$0.00$0.00$0.52$0.00$0.00$1.44$3.93
2020$0.00$0.00$0.32$0.00$0.00$0.75$0.00$0.00$0.75$0.00$0.00$1.53$3.35
2019$0.00$0.00$0.60$0.00$0.00$0.56$0.00$0.00$0.71$0.00$0.00$1.25$3.12
2018$0.00$0.00$0.62$0.00$0.00$0.71$0.00$0.00$0.89$0.00$0.00$0.93$3.14
2017$0.00$0.00$0.56$0.00$0.00$0.53$0.00$0.00$0.55$0.00$0.00$1.02$2.66
2016$0.00$0.00$0.59$0.00$0.00$0.43$0.00$0.00$0.58$0.00$0.00$1.02$2.61
2015$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$1.34$0.00$0.00$0.77$2.18
2014$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.20$2.23
2013$0.05$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.81

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.98%
-0.20%
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Extended Market Index Fund Institutional Plus Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Extended Market Index Fund Institutional Plus Shares was 41.62%, occurring on Mar 18, 2020. Recovery took 112 trading sessions.

The current Vanguard Extended Market Index Fund Institutional Plus Shares drawdown is 5.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.62%Feb 21, 202019Mar 18, 2020112Aug 26, 2020131
-36.32%Nov 9, 2021152Jun 16, 2022
-27.62%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-24.94%Jun 24, 2015161Feb 11, 2016193Nov 15, 2016354
-24.71%Sep 4, 201878Dec 24, 2018232Nov 25, 2019310

Volatility

Volatility Chart

The current Vanguard Extended Market Index Fund Institutional Plus Shares volatility is 3.88%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
3.88%
2.91%
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)