LSVQX vs. VSIAX
LSVQX (LSV Small Cap Value Fund) and VSIAX (Vanguard Small-Cap Value Index Fund Admiral Shares) are both Small Cap Value Equities funds. Over the past 10 years, LSVQX returned 9.14%/yr vs 10.63%/yr for VSIAX. Their 0.97 correlation means they have historically moved very closely together. LSVQX charges 0.83%/yr vs 0.07%/yr for VSIAX.
Performance
LSVQX vs. VSIAX - Performance Comparison
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Returns By Period
In the year-to-date period, LSVQX achieves a 21.19% return, which is significantly higher than VSIAX's 16.88% return. Over the past 10 years, LSVQX has underperformed VSIAX with an annualized return of 9.14%, while VSIAX has yielded a comparatively higher 10.63% annualized return.
LSVQX
- 1D
- -0.58%
- 1M
- 2.52%
- 6M
- 16.34%
- YTD
- 21.19%
- 1Y
- 33.57%
- 3Y*
- 12.69%
- 5Y*
- 10.19%
- 10Y*
- 9.14%
- ALL TIME*
- 9.45%
VSIAX
- 1D
- 0.01%
- 1M
- 0.76%
- 6M
- 10.97%
- YTD
- 16.88%
- 1Y
- 27.89%
- 3Y*
- 14.38%
- 5Y*
- 9.78%
- 10Y*
- 10.63%
- ALL TIME*
- 12.39%
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 |
LSVQX vs. VSIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 21.19% | 7.31% | 4.23% | 19.02% | -6.24% | 34.54% | -5.98% | 20.59% | -17.41% | 6.12% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 16.88% | 9.09% | 11.34% | 17.06% | -9.31% | 28.10% | 5.80% | 22.76% | -12.24% | 11.80% |
Correlation
The correlation between LSVQX and VSIAX is 0.94, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.94 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Mar 1, 2013 | 0.97 |
The correlation between LSVQX and VSIAX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
LSVQX vs. VSIAX — Risk / Return Rank
LSVQX
VSIAX
LSVQX vs. VSIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LSV Small Cap Value Fund (LSVQX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.
| LSVQX | VSIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.37 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.81 | +0.81 |
| Martin ratioReturn relative to average drawdown | 11.13 | 10.31 | +0.82 |
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Drawdowns
LSVQX vs. VSIAX - Drawdown Comparison
The maximum LSVQX drawdown since its inception was -54.77%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for LSVQX and VSIAX.
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Drawdown Indicators
| LSVQX | VSIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.77% | -45.39% | -9.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.48% | -8.87% | +0.39% |
Max Drawdown (3Y)Largest decline over 3 years | -25.76% | -24.09% | -1.67% |
Max Drawdown (5Y)Largest decline over 5 years | -25.76% | -24.09% | -1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -54.77% | -45.39% | -9.38% |
Current DrawdownCurrent decline from peak | -1.37% | -1.21% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -7.37% | -5.44% | -1.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 2.42% | +0.34% |
Volatility
LSVQX vs. VSIAX - Volatility Comparison
LSV Small Cap Value Fund (LSVQX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 3.49% and 3.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSVQX | VSIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.33% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.12% | 10.26% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.17% | 14.95% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.12% | 19.57% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.23% | 22.38% | +1.85% |
LSVQX vs. VSIAX - Expense Ratio Comparison
LSVQX has a 0.83% expense ratio, which is higher than VSIAX's 0.07% expense ratio.
Dividends
LSVQX vs. VSIAX - Dividend Comparison
LSVQX's dividend yield for the trailing twelve months is around 6.70%, more than VSIAX's 1.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSVQX LSV Small Cap Value Fund | 6.70% | 8.13% | 1.78% | 4.73% | 2.02% | 1.45% | 1.83% | 2.04% | 7.00% | 4.78% | 2.35% | 3.59% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.75% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
With a correlation of 0.94, LSVQX and VSIAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
LSVQX has higher volatility (3.49%) compared to VSIAX (3.33%). In terms of maximum drawdown, LSVQX dropped -54.77% vs VSIAX's -45.39%.
LSVQX currently has the higher Sharpe Ratio (2.04 vs 1.67), 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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