^DWST vs. VXF
^DWST (Dow Jones U.S. Small-Cap Total Stock Market Index) is an index, while VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index.
Performance
^DWST vs. VXF - Performance Comparison
Loading charts...
Returns By Period
^DWST
- 1D
- -1.28%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
VXF
- 1D
- -0.30%
- 1M
- -2.91%
- 6M
- 10.93%
- YTD
- 13.55%
- 1Y
- 23.35%
- 3Y*
- 16.01%
- 5Y*
- 6.11%
- 10Y*
- 11.74%
- ALL TIME*
- 9.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $71.64M | $76.55M | $103.41M |
^DWST vs. VXF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
^DWST Dow Jones U.S. Small-Cap Total Stock Market Index | -1.28% |
VXF Vanguard Extended Market ETF | -0.30% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
^DWST vs. VXF — Risk / Return Rank
^DWST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VXF
^DWST vs. VXF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Small-Cap Total Stock Market Index (^DWST) and Vanguard Extended Market ETF (VXF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ^DWST | VXF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.21 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.04 | — |
| Martin ratioReturn relative to average drawdown | — | 6.94 | — |
Loading charts...
Drawdowns
^DWST vs. VXF - Drawdown Comparison
The maximum ^DWST drawdown since its inception was -1.28%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for ^DWST and VXF.
Loading charts...
Drawdown Indicators
| ^DWST | VXF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.28% | -58.03% | +56.75% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.21% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -26.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.39% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.72% | — |
Current DrawdownCurrent decline from peak | -1.28% | -4.08% | +2.80% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -9.50% | +8.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.01% | — |
Volatility
^DWST vs. VXF - Volatility Comparison
Loading charts...
Volatility by Period
| ^DWST | VXF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.91% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.29% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 17.80% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 22.38% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 22.27% | — |
Find the right allocation for ^DWST and VXF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer