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Vanguard Extended Market Index Fund (VEXMX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9229082071

CUSIP

922908207

Issuer

Vanguard

Inception Date

Dec 21, 1987

Min. Investment

$3,000

Asset Class

Equity

Asset Class Size

Mid-Cap

Asset Class Style

Growth

Expense Ratio

VEXMX has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for VEXMX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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:
VEXMX vs. WSMDX VEXMX vs. AGIO VEXMX vs. VXF VEXMX vs. BOTZ VEXMX vs. VTSAX VEXMX vs. VFIAX VEXMX vs. FSMAX VEXMX vs. VWUAX VEXMX vs. VINIX VEXMX vs. VTHRX
Popular comparisons:
VEXMX vs. WSMDX VEXMX vs. AGIO VEXMX vs. VXF VEXMX vs. BOTZ VEXMX vs. VTSAX VEXMX vs. VFIAX VEXMX vs. FSMAX VEXMX vs. VWUAX VEXMX vs. VINIX VEXMX vs. VTHRX

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
15.76%
7.22%
VEXMX (Vanguard Extended Market Index Fund)
Benchmark (^GSPC)

Returns By Period

Vanguard Extended Market Index Fund had a return of 2.51% year-to-date (YTD) and 23.63% in the last 12 months. Over the past 10 years, Vanguard Extended Market Index Fund had an annualized return of 9.69%, while the S&P 500 had an annualized return of 11.35%, indicating that Vanguard Extended Market Index Fund did not perform as well as the benchmark.


VEXMX

YTD

2.51%

1M

-5.53%

6M

15.76%

1Y

23.63%

5Y*

10.17%

10Y*

9.69%

^GSPC (Benchmark)

YTD

1.59%

1M

-1.89%

6M

7.22%

1Y

27.21%

5Y*

12.98%

10Y*

11.35%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.40%6.03%3.33%-6.48%3.36%-0.11%6.17%0.24%1.53%0.60%11.94%-7.31%16.45%
202310.80%-1.65%-2.90%-2.18%0.45%8.30%5.89%-4.06%-4.89%-6.26%11.18%10.43%25.23%
2022-10.11%-0.02%0.84%-10.58%-2.25%-9.27%10.28%-2.10%-9.93%8.54%3.58%-6.53%-26.56%
20212.86%5.19%-0.41%4.21%-0.67%3.45%-1.24%2.00%-4.02%5.42%-5.02%0.55%12.31%
2020-0.57%-7.97%-21.33%15.82%8.80%4.04%5.67%7.18%-3.02%0.46%18.29%7.20%32.05%
201911.59%4.96%-1.00%3.65%-6.96%6.80%1.62%-4.19%1.02%1.90%4.57%2.16%27.87%
20183.35%-3.81%0.71%0.24%4.80%0.87%1.62%4.51%-1.76%-10.07%1.85%-10.70%-9.48%
20172.12%2.44%-0.08%1.12%-0.80%2.30%1.09%-0.41%4.22%1.39%2.85%0.47%17.94%
2016-8.84%0.45%8.23%1.70%1.77%-0.13%5.37%0.86%0.90%-3.88%7.89%1.82%15.99%
2015-1.92%6.01%1.23%-1.54%1.84%-0.74%-0.17%-5.89%-4.84%5.55%1.73%-3.95%-3.40%
2014-1.85%5.39%-0.72%-2.56%1.50%4.44%-4.42%4.94%-5.11%4.06%1.30%0.94%7.43%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEXMX is 73, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VEXMX is 7373
Overall Rank
The Sharpe Ratio Rank of VEXMX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXMX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VEXMX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VEXMX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VEXMX is 7474
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 (VEXMX) 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 VEXMX, currently valued at 1.32, compared to the broader market-1.000.001.002.003.001.322.17
The chart of Sortino ratio for VEXMX, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.001.872.88
The chart of Omega ratio for VEXMX, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.40
The chart of Calmar ratio for VEXMX, currently valued at 1.25, compared to the broader market0.002.004.006.008.0010.001.253.23
The chart of Martin ratio for VEXMX, currently valued at 6.91, compared to the broader market0.0010.0020.0030.0040.0050.006.9113.82
VEXMX
^GSPC

The current Vanguard Extended Market Index Fund Sharpe ratio is 1.32. 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 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.32
2.17
VEXMX (Vanguard Extended Market Index Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Extended Market Index Fund provided a 0.68% dividend yield over the last twelve months, with an annual payout of $1.01 per share.


0.80%1.00%1.20%1.40%1.60%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.01$1.01$1.44$1.01$1.38$1.22$1.13$1.15$0.95$0.95$0.77$0.78

Dividend yield

0.68%0.70%1.15%1.00%0.99%0.97%1.18%1.52%1.12%1.31%1.20%1.17%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00
2024$0.00$0.00$0.30$0.00$0.00$0.38$0.00$0.00$0.33$0.00$0.00$0.00$1.01
2023$0.00$0.00$0.29$0.00$0.00$0.34$0.00$0.00$0.32$0.00$0.00$0.48$1.44
2022$0.00$0.00$0.07$0.00$0.00$0.15$0.00$0.00$0.31$0.00$0.00$0.48$1.01
2021$0.00$0.00$0.42$0.00$0.00$0.28$0.00$0.00$0.16$0.00$0.00$0.53$1.38
2020$0.00$0.00$0.09$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.58$1.22
2019$0.00$0.00$0.21$0.00$0.00$0.20$0.00$0.00$0.26$0.00$0.00$0.47$1.13
2018$0.00$0.00$0.22$0.00$0.00$0.25$0.00$0.00$0.33$0.00$0.00$0.35$1.15
2017$0.00$0.00$0.20$0.00$0.00$0.18$0.00$0.00$0.19$0.00$0.00$0.38$0.95
2016$0.00$0.00$0.21$0.00$0.00$0.15$0.00$0.00$0.21$0.00$0.00$0.38$0.95
2015$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.28$0.77
2014$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.77$0.78

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%AugustSeptemberOctoberNovemberDecember2025
-5.94%
-1.89%
VEXMX (Vanguard Extended Market Index Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Extended Market Index 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 Extended Market Index Fund was 58.17%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Vanguard Extended Market Index Fund drawdown is 5.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.17%Jul 16, 2007415Mar 9, 2009460Jan 3, 2011875
-55.78%Mar 10, 2000645Oct 9, 2002817Jan 9, 20061462
-41.63%Feb 21, 202019Mar 18, 2020112Aug 26, 2020131
-36.38%Nov 9, 2021152Jun 16, 2022601Nov 6, 2024753
-33.08%Apr 22, 1998122Oct 8, 1998133Apr 13, 1999255

Volatility

Volatility Chart

The current Vanguard Extended Market Index Fund volatility is 6.07%, 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%AugustSeptemberOctoberNovemberDecember2025
6.07%
4.35%
VEXMX (Vanguard Extended Market Index Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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