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ISIN
US9229087930
CUSIP
922908793
Issuer
Vanguard
Inception Date
May 21, 1998
Region
North America (U.S.)
Min. Investment
$3,000
Index Tracked
CRSP US Small Cap Value Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

VISVX Performance Chart

Vanguard Small Cap Value Index Fund (VISVX) is up 13.2% since the beginning of the year. VISVX is currently trading at $57 per share. Investors who bought $1,000 worth of VISVX shares 5 years ago would now be looking at an investment worth $1,546.


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S&P 500 Index

Returns By Period

Vanguard Small Cap Value Index Fund (VISVX) has returned 13.16% so far this year and 27.43% over the past 12 months. Over the last ten years, VISVX has returned 10.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Small Cap Value Index Fund

1D
0.72%
1M
2.49%
YTD
13.16%
6M
11.15%
1Y
27.43%
3Y*
15.32%
5Y*
9.11%
10Y*
10.51%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VISVX Monthly Returns History

Based on dividend-adjusted daily data since May 21, 1998, VISVX's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +19.8%, while the worst month was Mar 2020 at -25.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VISVX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -13.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.33%3.01%-4.99%7.01%0.99%1.58%13.16%
20253.60%-3.74%-5.80%-3.29%4.93%3.65%1.73%5.19%0.39%-1.06%2.46%0.60%8.27%
2024-3.40%4.06%5.52%-6.04%4.26%-2.37%8.52%0.21%1.61%-1.08%8.67%-7.71%11.21%
20239.03%-2.29%-5.58%-1.05%-3.45%9.49%5.45%-3.37%-4.89%-4.86%8.74%10.84%16.92%
2022-4.46%1.71%1.63%-6.37%1.85%-10.32%9.77%-2.74%-9.98%12.02%5.61%-5.68%-9.43%
20212.08%8.77%5.17%4.16%2.13%-0.96%-1.63%2.05%-2.57%4.51%-3.00%4.90%27.97%

Benchmark Metrics

Vanguard Small Cap Value Index Fund has an annualized alpha of 2.36%, beta of 1.02, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since May 21, 1998.

  • This fund captured 113.01% of S&P 500 Index gains and 103.31% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This fund generated an annualized alpha of 2.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.77, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.36%
Beta
1.02
0.77
Upside Capture
113.01%
Downside Capture
103.31%

Expense Ratio

VISVX has an expense ratio of 0.19%, which is considered low.


Return for Risk

Risk / Return Rank

VISVX ranks 52 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VISVX Risk / Return Rank: 5252
Overall Rank
VISVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VISVX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VISVX Omega Ratio Rank: 4040
Omega Ratio Rank
VISVX Calmar Ratio Rank: 7272
Calmar Ratio Rank
VISVX Martin Ratio Rank: 5959
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Small Cap Value Index Fund (VISVX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VISVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.09

Omega ratioGain probability vs. loss probability

1.31

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

3.13

2.78

+0.35

Martin ratioReturn relative to average drawdown

11.09

12.44

-1.35

Dividends

Dividend History

Vanguard Small Cap Value Index Fund provided a 1.63% dividend yield over the last twelve months, with an annual payout of $0.93 per share.


1.20%1.40%1.60%1.80%2.00%2.20%$0.00$0.20$0.40$0.60$0.8020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.93$0.65$0.88$0.86$0.73$0.70$0.54$0.64$0.60$0.53$0.41$0.44

Dividend yield

1.63%1.28%1.86%1.98%1.90%1.63%1.58%1.95%2.20%1.68%1.42%1.85%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.28$0.00$0.00$0.00$0.28
2025$0.00$0.00$0.00$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.24$0.65
2024$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.19$0.00$0.00$0.25$0.88
2023$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.26$0.86
2022$0.00$0.00$0.14$0.00$0.00$0.16$0.00$0.00$0.17$0.00$0.00$0.26$0.73
2021$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.00$0.27$0.70

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Small Cap Value 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 Small Cap Value Index Fund was 62.15%, occurring on Mar 9, 2009. Recovery took 491 trading sessions.

The current Vanguard Small Cap Value Index Fund drawdown is 1.21%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.15%Mar 2009
1y 9mo1y 11mo
3y 8moJun 2007 - Feb 2011
COVID crash2020
-45.39%Mar 2020
2mo 6d8mo 6d
10mo 12dJan 2020 - Nov 2020
Dot-com crash2000–2002
-36.28%Oct 2002
5mo 6d1y 2mo
1y 7moMay 2002 - Dec 2003
1998 bear market1998
-32.44%Oct 1998
4mo 19d1y 10mo
2y 3moMay 1998 - Aug 2000
2011 bear market2011
-27.80%Oct 2011
5mo 4d11mo 9d
1y 4moMay 2011 - Sep 2012

Drawdown Indicators


VISVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.15%

-56.78%

-5.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.87%

-9.10%

+0.23%

Max Drawdown (3Y)

Largest decline over 3 years

-24.60%

-18.90%

-5.70%

Max Drawdown (5Y)

Largest decline over 5 years

-24.60%

-25.43%

+0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-45.39%

-33.92%

-11.47%

Current Drawdown

Current decline from peak

-1.21%

-1.80%

+0.59%

Average Drawdown

Average peak-to-trough decline

-9.01%

-10.71%

+1.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.03%

+0.47%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add Vanguard Small Cap Value Index Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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