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

Fund Info

ISIN

US9229083715

CUSIP

922908371

Issuer

Vanguard

Inception Date

Jan 14, 2011

Region

North America (U.S.)

Min. Investment

$100,000,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

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


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.52%
12.14%
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 22.76% year-to-date (YTD) and 38.08% in the last 12 months. Over the past 10 years, Vanguard Extended Market Index Fund Institutional Plus Shares had an annualized return of 10.06%, while the S&P 500 had an annualized return of 11.21%, indicating that Vanguard Extended Market Index Fund Institutional Plus Shares did not perform as well as the benchmark.


VEMPX

YTD

22.76%

1M

8.23%

6M

18.53%

1Y

38.08%

5Y (annualized)

11.89%

10Y (annualized)

10.06%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

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%0.61%22.76%
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%

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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEMPX is 63, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VEMPX is 6363
Combined Rank
The Sharpe Ratio Rank of VEMPX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMPX is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VEMPX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of VEMPX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of VEMPX is 6464
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for VEMPX, currently valued at 2.17, compared to the broader market-1.000.001.002.003.004.005.002.172.53
The chart of Sortino ratio for VEMPX, currently valued at 2.96, compared to the broader market0.005.0010.002.963.39
The chart of Omega ratio for VEMPX, currently valued at 1.37, compared to the broader market1.002.003.004.001.371.47
The chart of Calmar ratio for VEMPX, currently valued at 1.58, compared to the broader market0.005.0010.0015.0020.001.583.65
The chart of Martin ratio for VEMPX, currently valued at 12.20, compared to the broader market0.0020.0040.0060.0080.00100.0012.2016.21
VEMPX
^GSPC

The current Vanguard Extended Market Index Fund Institutional Plus Shares Sharpe ratio is 2.17. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.17
2.54
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Extended Market Index Fund Institutional Plus Shares provided a 1.10% dividend yield over the last twelve months, with an annual payout of $4.14 per share.


1.10%1.20%1.30%1.40%1.50%1.60%1.70%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.14$3.95$2.91$3.93$3.36$3.12$3.14$2.66$2.61$2.18$2.23$1.81

Dividend yield

1.10%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$0.00$2.86
2023$0.00$0.00$0.83$0.00$0.00$0.95$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$0.87$0.00$0.00$1.28$2.91
2021$0.00$0.00$1.15$0.00$0.00$0.83$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$3.36
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%JuneJulyAugustSeptemberOctoberNovember
-0.64%
-0.88%
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 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.62%Feb 21, 202019Mar 18, 2020112Aug 26, 2020131
-36.32%Nov 9, 2021152Jun 16, 2022601Nov 6, 2024753
-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 6.21%, 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%JuneJulyAugustSeptemberOctoberNovember
6.21%
3.96%
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares)
Benchmark (^GSPC)