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Vanguard Extended Market ETF (VXF)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS9229086528
CUSIP922908652
IssuerVanguard
Inception DateDec 27, 2001
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Index TrackedS&P Completion Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

VXF has an expense ratio of 0.06% which is considered to be low.


Expense ratio chart for VXF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

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.


Vanguard Extended Market ETF

Popular comparisons: VXF vs. VTI, VXF vs. VO, VXF vs. VB, VXF vs. VOO, VXF vs. VOT, VXF vs. IJR, VXF vs. IWR, VXF vs. IJH, VXF vs. VONG, VXF vs. ITOT

Performance

Performance Chart

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


300.00%400.00%500.00%600.00%December2024FebruaryMarchAprilMay
604.09%
328.00%
VXF (Vanguard Extended Market ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Extended Market ETF had a return of 0.36% year-to-date (YTD) and 23.73% in the last 12 months. Over the past 10 years, Vanguard Extended Market ETF had an annualized return of 8.54%, while the S&P 500 had an annualized return of 10.33%, indicating that Vanguard Extended Market ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.36%5.21%
1 month-5.26%-4.30%
6 months22.63%18.42%
1 year23.73%21.82%
5 years (annualized)7.80%11.27%
10 years (annualized)8.54%10.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.46%5.96%3.41%-6.48%
2023-6.27%11.22%10.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VXF is 60, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VXF is 6060
Vanguard Extended Market ETF(VXF)
The Sharpe Ratio Rank of VXF is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of VXF is 6464Sortino Ratio Rank
The Omega Ratio Rank of VXF is 6161Omega Ratio Rank
The Calmar Ratio Rank of VXF is 5151Calmar Ratio Rank
The Martin Ratio Rank of VXF is 6060Martin 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 ETF (VXF) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VXF
Sharpe ratio
The chart of Sharpe ratio for VXF, currently valued at 1.21, compared to the broader market-1.000.001.002.003.004.005.001.21
Sortino ratio
The chart of Sortino ratio for VXF, currently valued at 1.80, compared to the broader market-2.000.002.004.006.008.001.80
Omega ratio
The chart of Omega ratio for VXF, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for VXF, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.000.67
Martin ratio
The chart of Martin ratio for VXF, currently valued at 3.93, compared to the broader market0.0020.0040.0060.003.93
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.74, compared to the broader market-1.000.001.002.003.004.005.001.74
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.53, compared to the broader market-2.000.002.004.006.008.002.53
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.30, compared to the broader market0.501.001.502.002.501.30
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.002.004.006.008.0010.0012.001.33
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.79, compared to the broader market0.0020.0040.0060.006.79

Sharpe Ratio

The current Vanguard Extended Market ETF Sharpe ratio is 1.21. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Extended Market ETF 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 Ratio0.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
1.21
1.74
VXF (Vanguard Extended Market ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Extended Market ETF granted a 1.28% dividend yield in the last twelve months. The annual payout for that period amounted to $2.11 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.11$2.08$1.53$2.06$1.77$1.64$1.66$1.39$1.37$1.13$1.16$0.94

Dividend yield

1.28%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.14%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.46$0.00
2023$0.00$0.00$0.43$0.00$0.00$0.50$0.00$0.00$0.47$0.00$0.00$0.68
2022$0.00$0.00$0.15$0.00$0.00$0.25$0.00$0.00$0.45$0.00$0.00$0.68
2021$0.00$0.00$0.61$0.00$0.00$0.43$0.00$0.00$0.27$0.00$0.00$0.76
2020$0.00$0.00$0.17$0.00$0.00$0.40$0.00$0.00$0.40$0.00$0.00$0.81
2019$0.00$0.00$0.31$0.00$0.00$0.29$0.00$0.00$0.37$0.00$0.00$0.66
2018$0.00$0.00$0.32$0.00$0.00$0.37$0.00$0.00$0.47$0.00$0.00$0.49
2017$0.00$0.00$0.29$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.54
2016$0.00$0.00$0.31$0.00$0.00$0.22$0.00$0.00$0.31$0.00$0.00$0.54
2015$0.00$0.00$0.04$0.00$0.00$0.00$0.00$0.00$0.69$0.00$0.00$0.40
2014$0.00$0.00$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.14
2013$0.02$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-15.02%
-4.49%
VXF (Vanguard Extended Market ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Extended Market ETF. 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 ETF was 58.04%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Vanguard Extended Market ETF drawdown is 15.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.04%Oct 10, 2007355Mar 9, 2009460Jan 3, 2011815
-41.72%Feb 21, 202019Mar 18, 2020112Aug 26, 2020131
-36.39%Nov 9, 2021152Jun 16, 2022
-31.65%Apr 17, 2002123Oct 9, 2002217Aug 21, 2003340
-27.64%May 2, 2011108Oct 3, 2011120Mar 26, 2012228

Volatility

Volatility Chart

The current Vanguard Extended Market ETF volatility is 4.99%, 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%December2024FebruaryMarchAprilMay
4.99%
3.91%
VXF (Vanguard Extended Market ETF)
Benchmark (^GSPC)