MEFOX vs. VSMPX

Last updated Jun 6, 2026

MEFOX (Meehan Focus Fund) and VSMPX (Vanguard Total Stock Market Index Fund Institutional Plus Shares) are both Large Cap Blend Equities funds. Over the past 10 years, MEFOX returned 16.71%/yr vs 15.05%/yr for VSMPX. Their correlation of 0.95 suggests significant overlap in exposure. MEFOX charges 1.01%/yr vs 0.02%/yr for VSMPX.

Performance

MEFOX vs. VSMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Meehan Focus Fund (MEFOX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with MEFOX having a 12.30% return and VSMPX slightly lower at 11.70%. Over the past 10 years, MEFOX has outperformed VSMPX with an annualized return of 16.71%, while VSMPX has yielded a comparatively lower 15.05% annualized return.

MEFOX

• 1D: -0.40%
• 1M: 1.74%
• YTD: 12.30%
• 6M: 10.47%
• 1Y: 34.29%
• 3Y*: 26.12%
• 5Y*: 16.21%
• 10Y*: 16.71%

VSMPX

• 1D: 0.51%
• 1M: 2.85%
• YTD: 11.70%
• 6M: 11.24%
• 1Y: 28.00%
• 3Y*: 22.38%
• 5Y*: 12.81%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MEFOX vs. VSMPX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MEFOX Meehan Focus Fund	12.30%	21.08%	26.12%	35.45%	-20.75%	35.58%	20.45%	33.19%	-7.53%	21.89%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	11.70%	17.15%	23.26%	26.53%	-19.50%	25.74%	21.01%	30.79%	-5.16%	21.19%

Correlation

The correlation between MEFOX and VSMPX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016	0.95

The correlation between MEFOX and VSMPX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.

Return for Risk

MEFOX vs. VSMPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEFOX

MEFOX Risk / Return Rank: 72
MEFOX Sharpe Ratio Rank: 75
MEFOX Sortino Ratio Rank: 68
MEFOX Omega Ratio Rank: 65
MEFOX Calmar Ratio Rank: 73
MEFOX Martin Ratio Rank: 78

VSMPX

VSMPX Risk / Return Rank: 71
VSMPX Sharpe Ratio Rank: 70
VSMPX Sortino Ratio Rank: 63
VSMPX Omega Ratio Rank: 63
VSMPX Calmar Ratio Rank: 75
VSMPX Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MEFOX vs. VSMPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Meehan Focus Fund (MEFOX) and Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX). 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.

	MEFOX	VSMPX	Difference
Sharpe ratio: Return per unit of total volatility	2.45	2.37	+0.09
Sortino ratio: Return per unit of downside risk	3.33	3.23	+0.10
Omega ratio: Gain probability vs. loss probability	1.43	1.42	+0.01
Calmar ratio: Return relative to maximum drawdown	3.21	3.24	-0.03
Martin ratio: Return relative to average drawdown	14.12	14.95	-0.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MEFOX vs. VSMPX - Sharpe Ratio Comparison

The current MEFOX Sharpe Ratio is 2.45, which is comparable to the VSMPX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of MEFOX and VSMPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MEFOX	VSMPX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.45	2.37	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.74	+0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.82	+0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.82	-0.40

Drawdowns

MEFOX vs. VSMPX - Drawdown Comparison

The maximum MEFOX drawdown since its inception was -54.83%, which is greater than VSMPX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for MEFOX and VSMPX.

Drawdown Indicators

	MEFOX	VSMPX	Difference
Max Drawdown Largest peak-to-trough decline	-54.83%	-34.97%	-19.86%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-8.92%	-1.96%
Max Drawdown (3Y) Largest decline over 3 years	-20.12%	-19.36%	-0.76%
Max Drawdown (5Y) Largest decline over 5 years	-26.19%	-25.35%	-0.84%
Max Drawdown (10Y) Largest decline over 10 years	-36.38%	-34.97%	-1.41%
Current Drawdown Current decline from peak	-0.47%	-0.25%	-0.22%
Average Drawdown Average peak-to-trough decline	-9.12%	-4.59%	-4.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.47%	1.93%	+0.54%

Volatility

MEFOX vs. VSMPX - Volatility Comparison

Meehan Focus Fund (MEFOX) has a higher volatility of 3.61% compared to Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) at 3.00%. This indicates that MEFOX's price experiences larger fluctuations and is considered to be riskier than VSMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MEFOX	VSMPX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.61%	3.00%	+0.61%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	9.21%	+1.76%
Volatility (1Y) Calculated over the trailing 1-year period	14.24%	12.21%	+2.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.63%	17.36%	+1.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.60%	18.41%	+1.19%

MEFOX vs. VSMPX - Expense Ratio Comparison

MEFOX has a 1.01% expense ratio, which is higher than VSMPX's 0.02% expense ratio.

Dividends

MEFOX vs. VSMPX - Dividend Comparison

MEFOX's dividend yield for the trailing twelve months is around 0.14%, less than VSMPX's 1.02% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
MEFOX Meehan Focus Fund	0.14%	0.16%	0.94%	0.37%	0.80%	3.55%	1.09%	3.55%	2.84%	0.57%	0.37%
VSMPX Vanguard Total Stock Market Index Fund Institutional Plus Shares	1.02%	1.13%	1.27%	1.43%	1.67%	1.22%	1.43%	1.78%	2.05%	1.73%	1.95%

Frequently Asked Questions

Can I hold both MEFOX and VSMPX in my portfolio?

MEFOX and VSMPX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, MEFOX or VSMPX?

MEFOX has higher volatility (3.61%) compared to VSMPX (3.00%). In terms of maximum drawdown, MEFOX dropped -54.83% vs VSMPX's -34.97%.

Which has better risk-adjusted returns?

MEFOX currently has the higher Sharpe Ratio (2.45 vs 2.37), 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.