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ISIN
US9219328369
CUSIP
921932836
Issuer
Vanguard
Inception Date
Nov 2, 2010
Region
North America (U.S.)
Min. Investment
$5,000,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

VMFVX Performance Chart

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) is up 11.0% since the beginning of the year. VMFVX is currently trading at $449 per share. Investors who bought $1,000 worth of VMFVX shares 5 years ago would now be looking at an investment worth $1,561.


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S&P 500 Index

Returns By Period

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has returned 10.96% so far this year and 22.11% over the past 12 months. Over the last ten years, VMFVX has returned 10.69% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares

1D
0.89%
1M
3.13%
YTD
10.96%
6M
8.89%
1Y
22.11%
3Y*
13.31%
5Y*
9.31%
10Y*
10.69%

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)

VMFVX Monthly Returns History

Based on dividend-adjusted daily data since Jan 3, 2011, VMFVX's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +16.6%, while the worst month was Mar 2020 at -24.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VMFVX closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -13.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.12%2.38%-5.25%7.60%-0.12%2.23%10.96%
20253.95%-3.05%-4.46%-4.36%4.53%3.75%1.01%4.60%-0.13%-1.31%3.06%0.35%7.57%
2024-4.03%1.94%5.40%-6.04%4.67%-1.91%7.56%0.63%1.16%-0.05%8.84%-6.66%10.59%
202311.38%-2.79%-5.32%-1.07%-3.62%9.62%4.47%-3.75%-5.76%-5.88%9.55%11.27%16.49%
2022-3.97%1.25%2.21%-6.63%2.13%-9.30%9.20%-2.86%-9.52%11.52%6.46%-5.08%-7.03%
20211.15%9.54%6.87%4.80%1.93%-2.82%-0.19%2.39%-3.73%4.44%-2.39%5.87%30.54%

Benchmark Metrics

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares has an annualized alpha of -1.32%, beta of 1.05, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since January 03, 2011.

  • This fund participated in 110.83% of S&P 500 Index downside but only 102.95% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.05 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
-1.32%
Beta
1.05
0.77
Upside Capture
102.95%
Downside Capture
110.83%

Expense Ratio

VMFVX has an expense ratio of 0.08%, which is considered low.


Return for Risk

Risk / Return Rank

VMFVX ranks 32 for risk / return — below 32% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VMFVX Risk / Return Rank: 3232
Overall Rank
VMFVX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 2828
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 3535
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 S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) 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.


VMFVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.54

Omega ratioGain probability vs. loss probability

1.26

1.37

-0.11

Calmar ratioReturn relative to maximum drawdown

2.13

2.78

-0.65

Martin ratioReturn relative to average drawdown

7.36

12.44

-5.07

Dividends

Dividend History

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares provided a 1.70% dividend yield over the last twelve months, with an annual payout of $7.62 per share. The fund has been increasing its distributions for 2 consecutive years.


1.40%1.60%1.80%2.00%2.20%2.40%$0.00$2.00$4.00$6.00$8.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$7.62$7.62$6.93$5.58$6.27$6.11$6.53$5.06$4.23$3.80$3.12$3.06

Dividend yield

1.70%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$7.62$7.62
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.93$6.93
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.58$5.58
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.27$6.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.11$6.11

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 S&P Mid-Cap 400 Value Index Fund Institutional 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 S&P Mid-Cap 400 Value Index Fund Institutional Shares was 45.79%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares drawdown is 0.97%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-45.79%Mar 2020
2mo 6d8mo 16d
10mo 22dJan 2020 - Dec 2020
2011 bear market2011
-27.50%Oct 2011
5mo 4d5mo 14d
10mo 18dMay 2011 - Mar 2012
Rate-hike selloffLate 2018
-22.69%Dec 2018
3mo 26d10mo 15d
1y 2moAug 2018 - Nov 2019
2025 selloff2025
-22.46%Apr 2025
4mo 13d8mo 6d
1y 14dNov 2024 - Dec 2025
2016 bear market2016
-21.17%Jan 2016
7mo4mo 20d
11mo 20dJun 2015 - Jun 2016

Drawdown Indicators


VMFVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-56.78%

+10.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.10%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-18.90%

-3.56%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-25.43%

+2.97%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-33.92%

-11.87%

Current Drawdown

Current decline from peak

-0.97%

-1.80%

+0.83%

Average Drawdown

Average peak-to-trough decline

-5.47%

-10.71%

+5.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.04%

2.03%

+1.01%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VMFVX

Add Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with VMFVX