- ISIN
- US9229086528
- CUSIP
- 922908652
- Issuer
- Vanguard
- Inception Date
- Dec 27, 2001
- Region
- North America (U.S.)
- Category
- Mid Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P Completion Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $94B
Share Price Chart
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Performance
VXF Performance Chart
Vanguard Extended Market ETF (VXF) is up 15.5% since the beginning of the year. VXF is currently trading at $241 per share. Investors who bought $1,000 worth of VXF shares 5 years ago would now be looking at an investment worth $1,362.
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Returns By Period
Vanguard Extended Market ETF (VXF) has returned 15.53% so far this year and 30.55% over the past 12 months. Over the last ten years, VXF has returned 12.63% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Vanguard Extended Market ETF
- 1D
- -0.10%
- 1M
- 4.34%
- YTD
- 15.53%
- 6M
- 12.62%
- 1Y
- 30.55%
- 3Y*
- 20.27%
- 5Y*
- 6.38%
- 10Y*
- 12.63%
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%
VXF Monthly Returns History
Based on dividend-adjusted daily data since Jan 4, 2002, VXF's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +18.2%, while the worst month was Oct 2008 at -21.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VXF closed higher 54% 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 -13.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.36% | 1.10% | -4.60% | 9.84% | 4.57% | 1.88% | 15.53% | ||||||
| 2025 | 4.88% | -5.74% | -7.98% | -0.82% | 7.28% | 5.44% | 2.62% | 4.08% | 1.99% | 1.15% | -0.43% | -0.50% | 11.40% |
| 2024 | -2.46% | 5.96% | 3.41% | -6.48% | 3.48% | -0.16% | 6.31% | 0.04% | 1.65% | 0.60% | 11.98% | -7.06% | 16.89% |
| 2023 | 10.84% | -1.70% | -2.83% | -2.14% | 0.46% | 8.35% | 5.91% | -4.13% | -4.84% | -6.27% | 11.22% | 10.50% | 25.51% |
| 2022 | -10.20% | 0.05% | 0.92% | -10.60% | -2.23% | -9.28% | 10.30% | -1.98% | -10.01% | 8.56% | 3.62% | -6.61% | -26.52% |
| 2021 | 2.70% | 5.21% | -0.23% | 4.04% | -0.68% | 3.40% | -1.13% | 2.00% | -3.98% | 5.49% | -5.03% | 0.50% | 12.31% |
Benchmark Metrics
Vanguard Extended Market ETF has an annualized alpha of 2.11%, beta of 1.06, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 04, 2002.
- This ETF captured 120.61% of S&P 500 Index gains and 109.24% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This ETF generated an annualized alpha of 2.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.06 and R2 of 0.84, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.11%
- Beta
- 1.06
- R²
- 0.84
- Upside Capture
- 120.61%
- Downside Capture
- 109.24%
Expense Ratio
VXF has an expense ratio of 0.05%, which is considered low.
Return for Risk
Risk / Return Rank
VXF ranks 55 for risk / return — on par with similar ETFs. 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) 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.
| VXF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.78 | +0.22 |
| Martin ratioReturn relative to average drawdown | 10.57 | 12.44 | -1.86 |
Dividends
Dividend History
Vanguard Extended Market ETF provided a 1.01% dividend yield over the last twelve months, with an annual payout of $2.42 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.42 | $2.38 | $2.08 | $2.08 | $1.53 | $2.06 | $1.77 | $1.64 | $1.66 | $1.39 | $1.37 | $1.13 |
Dividend yield | 1.01% | 1.14% | 1.09% | 1.27% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.00 | $0.65 | ||||||
| 2025 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.66 | $2.38 |
| 2024 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.55 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.58 | $2.08 |
| 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 | $2.08 |
| 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 | $1.53 |
| 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 | $2.06 |
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 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 58.03%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.
The current Vanguard Extended Market ETF drawdown is 0.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -58.03%Mar 2009 | 1y 5mo | 1y 10mo | 3y 2moOct 2007 - Jan 2011 |
COVID crash2020 | -41.72%Mar 2020 | 26d | 5mo 11d | 6mo 7dFeb 2020 - Aug 2020 |
Bear market2022 | -36.39%Jun 2022 | 7mo 9d | 2y 4mo | 2y 12moNov 2021 - Nov 2024 |
Dot-com crash2000–2002 | -31.65%Oct 2002 | 5mo 25d | 10mo 16d | 1y 4moApr 2002 - Aug 2003 |
2011 bear market2011 | -27.64%Oct 2011 | 5mo 4d | 5mo 25d | 10mo 29dMay 2011 - Mar 2012 |
Drawdown Indicators
| VXF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | -56.78% | -1.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | -9.10% | -1.11% |
Max Drawdown (3Y)Largest decline over 3 years | -26.92% | -18.90% | -8.02% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | -25.43% | -10.96% |
Max Drawdown (10Y)Largest decline over 10 years | -41.72% | -33.92% | -7.80% |
Current DrawdownCurrent decline from peak | -0.19% | -1.80% | +1.61% |
Average DrawdownAverage peak-to-trough decline | -9.54% | -10.71% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.03% | +0.87% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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