PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Small-Cap Index Fund Institutional Shares...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9229088763

CUSIP

922908876

Issuer

Vanguard

Inception Date

Jul 7, 1997

Region

North America (U.S.)

Min. Investment

$5,000,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

VSCIX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VSCIX: 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%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VSCIX vs. VMCIX VSCIX vs. VINIX VSCIX vs. VB VSCIX vs. VIEIX VSCIX vs. VWUAX VSCIX vs. VTMNX VSCIX vs. VOO VSCIX vs. IWM VSCIX vs. ^GSPC VSCIX vs. AVFIX
Popular comparisons:
VSCIX vs. VMCIX VSCIX vs. VINIX VSCIX vs. VB VSCIX vs. VIEIX VSCIX vs. VWUAX VSCIX vs. VTMNX VSCIX vs. VOO VSCIX vs. IWM VSCIX vs. ^GSPC VSCIX vs. AVFIX

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.55%
7.29%
VSCIX (Vanguard Small-Cap Index Fund Institutional Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Small-Cap Index Fund Institutional Shares had a return of 14.10% year-to-date (YTD) and 14.26% in the last 12 months. Over the past 10 years, Vanguard Small-Cap Index Fund Institutional Shares had an annualized return of 9.16%, while the S&P 500 had an annualized return of 10.96%, indicating that Vanguard Small-Cap Index Fund Institutional Shares did not perform as well as the benchmark.


VSCIX

YTD

14.10%

1M

-2.56%

6M

11.20%

1Y

14.26%

5Y*

9.29%

10Y*

9.16%

^GSPC (Benchmark)

YTD

23.00%

1M

-0.84%

6M

7.20%

1Y

24.88%

5Y*

12.77%

10Y*

10.96%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.63%5.80%4.37%-6.54%3.96%-1.34%6.79%0.13%1.98%-0.72%10.51%14.10%
202310.14%-2.28%-3.63%-1.17%-1.97%8.72%4.95%-3.70%-5.62%-5.82%9.19%10.27%18.19%
2022-7.90%0.85%1.48%-8.24%-0.02%-9.40%10.58%-2.60%-9.57%9.92%4.43%-5.94%-17.60%
20212.20%6.14%1.61%4.04%0.07%1.43%-1.43%1.97%-3.11%4.91%-4.34%3.49%17.74%
2020-2.03%-8.67%-21.88%14.65%7.76%2.54%4.51%4.07%-2.72%2.01%16.02%7.40%19.07%
201911.85%4.84%-0.90%3.61%-7.25%7.05%1.27%-4.01%1.39%1.60%4.16%2.19%27.40%
20182.85%-4.07%1.14%0.33%5.10%0.73%1.84%4.49%-1.53%-10.08%2.16%-11.11%-9.33%
20171.57%2.37%-0.24%0.85%-1.13%2.24%1.11%-0.93%4.41%1.55%3.10%0.39%16.25%
2016-7.65%0.92%8.38%1.72%1.95%0.26%5.07%0.64%0.39%-4.10%8.62%1.88%18.31%
2015-2.15%5.83%1.20%-1.69%2.03%-0.87%-0.29%-5.82%-4.50%5.68%1.83%-4.18%-3.63%
2014-2.03%5.05%-0.31%-2.31%1.17%5.00%-4.94%5.00%-5.30%4.47%0.99%1.27%7.54%
20136.35%1.36%4.69%0.16%3.63%-0.99%6.68%-3.17%5.71%3.28%2.72%2.59%37.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VSCIX is 55, 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 VSCIX is 5555
Overall Rank
The Sharpe Ratio Rank of VSCIX is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCIX is 5151
Sortino Ratio Rank
The Omega Ratio Rank of VSCIX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of VSCIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VSCIX is 5353
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 Small-Cap Index Fund Institutional Shares (VSCIX) 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 VSCIX, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.000.931.83
The chart of Sortino ratio for VSCIX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.001.372.46
The chart of Omega ratio for VSCIX, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.171.34
The chart of Calmar ratio for VSCIX, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.0014.001.392.72
The chart of Martin ratio for VSCIX, currently valued at 5.02, compared to the broader market0.0020.0040.0060.005.0211.89
VSCIX
^GSPC

The current Vanguard Small-Cap Index Fund Institutional Shares Sharpe ratio is 0.93. 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 Small-Cap Index Fund Institutional 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.93
1.90
VSCIX (Vanguard Small-Cap Index Fund Institutional Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Small-Cap Index Fund Institutional Shares provided a 0.93% dividend yield over the last twelve months, with an annual payout of $1.08 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.30%1.40%1.50%1.60%1.70%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.08$1.60$1.36$1.35$1.07$1.11$1.06$0.96$0.93$0.79$0.81$0.69

Dividend yield

0.93%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%1.31%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Small-Cap Index Fund Institutional 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$0.33$0.00$0.00$0.41$0.00$0.00$0.34$0.00$0.00$0.00$1.08
2023$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.36$0.00$0.00$0.52$1.60
2022$0.00$0.00$0.27$0.00$0.00$0.29$0.00$0.00$0.32$0.00$0.00$0.49$1.36
2021$0.00$0.00$0.27$0.00$0.00$0.27$0.00$0.00$0.28$0.00$0.00$0.53$1.35
2020$0.00$0.00$0.23$0.00$0.00$0.16$0.00$0.00$0.26$0.00$0.00$0.43$1.07
2019$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.22$0.00$0.00$0.43$1.11
2018$0.00$0.00$0.22$0.00$0.00$0.19$0.00$0.00$0.31$0.00$0.00$0.35$1.06
2017$0.00$0.00$0.20$0.00$0.00$0.13$0.00$0.00$0.26$0.00$0.00$0.37$0.96
2016$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.28$0.00$0.00$0.36$0.93
2015$0.00$0.00$0.03$0.00$0.00$0.00$0.00$0.00$0.46$0.00$0.00$0.30$0.79
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.80$0.81
2013$0.01$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.69$0.69

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%JulyAugustSeptemberOctoberNovemberDecember
-7.78%
-3.58%
VSCIX (Vanguard Small-Cap Index Fund Institutional Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Small-Cap 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 Small-Cap Index Fund Institutional Shares was 59.66%, occurring on Mar 9, 2009. Recovery took 451 trading sessions.

The current Vanguard Small-Cap Index Fund Institutional Shares drawdown is 7.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.66%Jul 16, 2007415Mar 9, 2009451Dec 20, 2010866
-41.81%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-38.81%Mar 10, 2000645Oct 9, 2002268Nov 3, 2003913
-36.58%Apr 22, 1998122Oct 8, 1998200Jul 15, 1999322
-28.38%May 2, 2011108Oct 3, 2011233Sep 6, 2012341

Volatility

Volatility Chart

The current Vanguard Small-Cap Index Fund Institutional Shares volatility is 5.57%, 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%JulyAugustSeptemberOctoberNovemberDecember
5.57%
3.64%
VSCIX (Vanguard Small-Cap Index Fund Institutional Shares)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab