LLSCX vs. VIMSX
LLSCX (Longleaf Partners Small-Cap Fund) and VIMSX (Vanguard Mid Cap Index Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, LLSCX returned 5.81%/yr vs 11.19%/yr for VIMSX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. LLSCX charges 0.95%/yr vs 0.17%/yr for VIMSX.
Performance
LLSCX vs. VIMSX - Performance Comparison
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Returns By Period
In the year-to-date period, LLSCX achieves a -3.30% return, which is significantly lower than VIMSX's 12.33% return. Over the past 10 years, LLSCX has underperformed VIMSX with an annualized return of 5.81%, while VIMSX has yielded a comparatively higher 11.19% annualized return.
LLSCX
- 1D
- -2.33%
- 1M
- 1.15%
- 6M
- -4.81%
- YTD
- -3.30%
- 1Y
- 1.06%
- 3Y*
- 5.40%
- 5Y*
- 2.00%
- 10Y*
- 5.81%
- ALL TIME*
- 9.87%
VIMSX
- 1D
- 0.44%
- 1M
- 0.53%
- 6M
- 10.04%
- YTD
- 12.33%
- 1Y
- 16.39%
- 3Y*
- 13.90%
- 5Y*
- 7.55%
- 10Y*
- 11.19%
- ALL TIME*
- 10.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LLSCX vs. VIMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | -3.30% | 7.56% | 9.69% | 20.17% | -19.25% | 11.18% | 4.17% | 27.74% | -6.52% | 9.07% |
VIMSX Vanguard Mid Cap Index Fund | 12.33% | 11.08% | 14.52% | 16.40% | -18.80% | 24.36% | 18.04% | 30.85% | -9.35% | 19.12% |
Correlation
The correlation between LLSCX and VIMSX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.55 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 21, 1998 | 0.79 |
Over the past year, the correlation between LLSCX and VIMSX has dropped to 0.55 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
LLSCX vs. VIMSX — Risk / Return Rank
LLSCX
VIMSX
LLSCX vs. VIMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Longleaf Partners Small-Cap Fund (LLSCX) and Vanguard Mid Cap Index Fund (VIMSX). 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.
| LLSCX | VIMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.78 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.79 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.31 | 6.80 | -7.11 |
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Drawdowns
LLSCX vs. VIMSX - Drawdown Comparison
The maximum LLSCX drawdown since its inception was -63.97%, which is greater than VIMSX's maximum drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for LLSCX and VIMSX.
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Drawdown Indicators
| LLSCX | VIMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.97% | -58.96% | -5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -11.44% | -8.14% | -3.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.40% | -19.31% | +3.91% |
Max Drawdown (5Y)Largest decline over 5 years | -26.67% | -27.63% | +0.96% |
Max Drawdown (10Y)Largest decline over 10 years | -42.23% | -39.29% | -2.94% |
Current DrawdownCurrent decline from peak | -7.56% | -0.45% | -7.11% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -8.03% | -0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.62% | 2.13% | +3.49% |
Volatility
LLSCX vs. VIMSX - Volatility Comparison
Longleaf Partners Small-Cap Fund (LLSCX) has a higher volatility of 5.13% compared to Vanguard Mid Cap Index Fund (VIMSX) at 2.10%. This indicates that LLSCX's price experiences larger fluctuations and is considered to be riskier than VIMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLSCX | VIMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 2.10% | +3.03% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 9.49% | +0.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 12.60% | +0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.03% | 17.64% | -0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.58% | 18.84% | +5.74% |
LLSCX vs. VIMSX - Expense Ratio Comparison
LLSCX has a 0.95% expense ratio, which is higher than VIMSX's 0.17% expense ratio.
Dividends
LLSCX vs. VIMSX - Dividend Comparison
LLSCX's dividend yield for the trailing twelve months is around 1.21%, which matches VIMSX's 1.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLSCX Longleaf Partners Small-Cap Fund | 1.21% | 1.17% | 0.11% | 0.94% | 1.20% | 0.82% | 5.85% | 14.89% | 18.13% | 8.43% | 18.01% | 5.91% |
VIMSX Vanguard Mid Cap Index Fund | 1.20% | 1.03% | 1.37% | 1.39% | 1.46% | 1.00% | 1.34% | 1.37% | 1.68% | 1.24% | 1.34% | 1.33% |
Frequently Asked Questions
LLSCX and VIMSX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLSCX has higher volatility (5.13%) compared to VIMSX (2.10%). In terms of maximum drawdown, LLSCX dropped -63.97% vs VIMSX's -58.96%.
VIMSX currently has the higher Sharpe Ratio (1.15 vs -0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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