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Vanguard Explorer Value Fund (VEVFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS92206C7487
CUSIP92206C748
IssuerVanguard
Inception DateMar 30, 2010
RegionNorth America (U.S.)
CategorySmall Cap Value Equities
Min. Investment$3,000
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

VEVFX features an expense ratio of 0.52%, falling within the medium range.


Expense ratio chart for VEVFX: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%

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: VEVFX vs. KARS, VEVFX vs. QQQ, VEVFX vs. VIGIX, VEVFX vs. IVOV, VEVFX vs. VFIAX, VEVFX vs. VTI, VEVFX vs. VASVX, VEVFX vs. NAESX, VEVFX vs. ^GSPC

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Explorer Value Fund, 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%JuneJulyAugustSeptemberOctoberNovember
7.92%
10.27%
VEVFX (Vanguard Explorer Value Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Explorer Value Fund had a return of 13.01% year-to-date (YTD) and 25.29% in the last 12 months. Over the past 10 years, Vanguard Explorer Value Fund had an annualized return of 8.15%, while the S&P 500 had an annualized return of 10.92%, indicating that Vanguard Explorer Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.01%19.77%
1 month0.52%-0.67%
6 months7.92%10.27%
1 year25.29%31.07%
5 years (annualized)9.00%13.22%
10 years (annualized)8.15%10.92%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.04%4.13%4.49%-5.76%5.71%-2.25%9.81%-0.65%0.06%-0.47%13.01%
202310.42%-2.32%-5.28%-1.79%-3.31%9.50%4.25%-2.48%-5.18%-5.69%8.25%8.34%13.30%
2022-4.09%1.04%0.11%-7.18%2.55%-10.78%9.35%-4.15%-10.95%11.98%6.15%-6.04%-14.11%
20212.53%9.88%3.55%4.87%2.16%-2.28%-0.63%1.60%-2.23%3.76%-2.88%5.74%28.46%
2020-4.34%-9.81%-27.74%15.46%4.51%2.54%2.94%4.26%-4.95%2.84%17.54%8.59%3.29%
201911.23%2.91%-1.46%4.72%-7.43%7.52%-0.49%-2.30%2.90%0.64%3.23%3.88%26.92%
20181.61%-4.11%2.60%-0.16%4.51%0.50%2.21%3.18%-2.05%-10.93%0.90%-10.64%-13.03%
20170.63%0.71%0.06%1.29%-1.16%1.23%1.04%-1.23%5.72%1.65%1.67%1.13%13.32%
2016-6.78%0.98%8.66%1.06%1.97%-0.93%4.17%1.91%0.03%-3.55%10.18%2.40%20.68%
2015-3.92%6.93%1.78%-1.20%0.68%0.00%-1.92%-5.17%-3.79%6.67%3.04%-4.91%-2.71%
2014-3.40%4.47%0.98%-1.25%1.39%4.45%-4.68%3.03%-6.13%3.91%0.84%1.96%4.97%
20136.46%2.65%4.75%0.07%3.28%-1.21%6.37%-3.35%5.10%3.08%3.74%2.30%38.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEVFX is 30, 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 VEVFX is 3030
Combined Rank
The Sharpe Ratio Rank of VEVFX is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of VEVFX is 2222Sortino Ratio Rank
The Omega Ratio Rank of VEVFX is 1919Omega Ratio Rank
The Calmar Ratio Rank of VEVFX is 5757Calmar Ratio Rank
The Martin Ratio Rank of VEVFX is 3030Martin 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 Explorer Value Fund (VEVFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VEVFX
Sharpe ratio
The chart of Sharpe ratio for VEVFX, currently valued at 1.56, compared to the broader market0.002.004.001.56
Sortino ratio
The chart of Sortino ratio for VEVFX, currently valued at 2.26, compared to the broader market0.005.0010.002.26
Omega ratio
The chart of Omega ratio for VEVFX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for VEVFX, currently valued at 1.69, compared to the broader market0.005.0010.0015.0020.001.69
Martin ratio
The chart of Martin ratio for VEVFX, currently valued at 8.99, compared to the broader market0.0020.0040.0060.0080.00100.008.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.0017.04

Sharpe Ratio

The current Vanguard Explorer Value Fund Sharpe ratio is 1.56. 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 Explorer Value Fund 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
1.56
2.67
VEVFX (Vanguard Explorer Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Explorer Value Fund provided a 0.68% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.33$0.33$1.47$1.88$0.32$0.54$2.61$1.39$0.76$1.80$1.86$2.21

Dividend yield

0.68%0.76%3.85%4.07%0.86%1.47%8.92%3.78%2.26%6.31%5.96%7.02%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Explorer Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33$0.33
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.47$1.47
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.88$1.88
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.32$0.32
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.54$0.54
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.61$2.61
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.76$0.76
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.80$1.80
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.86$1.86
2013$2.21$2.21

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.54%
-2.59%
VEVFX (Vanguard Explorer Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Explorer Value Fund. 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 Explorer Value Fund was 47.53%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

The current Vanguard Explorer Value Fund drawdown is 2.54%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.53%Jan 21, 202044Mar 23, 2020183Dec 10, 2020227
-26.75%May 2, 2011108Oct 3, 2011113Mar 15, 2012221
-25.68%Aug 28, 201882Dec 24, 2018267Jan 16, 2020349
-24.58%Nov 16, 2021220Sep 30, 2022369Mar 21, 2024589
-21.59%Jun 24, 2015161Feb 11, 2016134Aug 23, 2016295

Volatility

Volatility Chart

The current Vanguard Explorer Value Fund volatility is 3.82%, 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%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.82%
3.11%
VEVFX (Vanguard Explorer Value Fund)
Benchmark (^GSPC)