Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) Sharpe Ratio: 1.74

VSIAX's Sharpe Ratio of 1.74 indicates that for each unit of volatility, it generates 1.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

VSIAX Sharpe Ratio Rank

Below Average

VSIAX ranks above 35.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

VSIAX Sharpe Ratio Market Positioning

The chart shows VSIAX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 1.42 or lower
Yellow zone (middle 50%): 1.42 to 2.51
Green zone (top 25%): 2.51 or higher
Top 1%: 4.65+
Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Vanguard Small-Cap Value Index Fund Admiral Shares's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how VSIAX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
AVALX	Aegis Value Fund	3.70
VSCAX	Invesco Small Cap Value Fund	2.94
MMEYX	Victory Integrity Discovery Fund	2.85
BRSIX	Bridgeway Ultra Small Company Market Fund	2.76
RYPNX	Royce Opportunity Fund	2.69
WSCVX	Walthausen Small Cap Value Fund	2.67
FESCX	First Eagle Small Cap Opportunity Fund	2.65
TSLTX	Transamerica Small Cap Value	2.62
GSITX	Goldman Sachs Small Cap Value Insights Fund	2.53
GTTTX	Goldman Sachs Small Cap Value Insights Fund Investor Class	2.52
VSIAX	Vanguard Small-Cap Value Index Fund Admiral Shares	1.74

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Historical Sharpe Ratio

The chart shows VSIAX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VSIAX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VSIAX fit in your portfolio?

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