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MSVVX vs. VSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSVVX vs. VSCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mesirow Small Company Sustainability Fund (MSVVX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). The values are adjusted to include any dividend payments, if applicable.

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MSVVX vs. VSCPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MSVVX
Mesirow Small Company Sustainability Fund
-6.97%-59.78%13.89%12.04%-5.18%26.12%7.06%22.95%-2.26%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
-1.20%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%0.00%

Returns By Period

In the year-to-date period, MSVVX achieves a -6.97% return, which is significantly lower than VSCPX's -1.20% return.


MSVVX

1D
-1.06%
1M
-10.54%
YTD
-6.97%
6M
-64.97%
1Y
-60.36%
3Y*
-22.92%
5Y*
-13.36%
10Y*

VSCPX

1D
-0.97%
1M
-8.08%
YTD
-1.20%
6M
0.60%
1Y
16.10%
3Y*
11.87%
5Y*
5.04%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSVVX vs. VSCPX - Expense Ratio Comparison

MSVVX has a 3.06% expense ratio, which is higher than VSCPX's 0.03% expense ratio.


Return for Risk

MSVVX vs. VSCPX — Risk / Return Rank

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

MSVVX
MSVVX Risk / Return Rank: 00
Overall Rank
MSVVX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MSVVX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSVVX Omega Ratio Rank: 00
Omega Ratio Rank
MSVVX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSVVX Martin Ratio Rank: 11
Martin Ratio Rank

VSCPX
VSCPX Risk / Return Rank: 3737
Overall Rank
VSCPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 4141
Martin Ratio Rank
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.

MSVVX vs. VSCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesirow Small Company Sustainability Fund (MSVVX) and Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). 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.


MSVVXVSCPXDifference

Sharpe ratio

Return per unit of total volatility

-0.91

0.75

-1.66

Sortino ratio

Return per unit of downside risk

-0.84

1.19

-2.03

Omega ratio

Gain probability vs. loss probability

0.69

1.16

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.92

0.97

-1.89

Martin ratio

Return relative to average drawdown

-1.85

4.21

-6.05

MSVVX vs. VSCPX - Sharpe Ratio Comparison

The current MSVVX Sharpe Ratio is -0.91, which is lower than the VSCPX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MSVVX and VSCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSVVXVSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.75

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.24

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.49

-0.61

Correlation

The correlation between MSVVX and VSCPX is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MSVVX vs. VSCPX - Dividend Comparison

MSVVX has not paid dividends to shareholders, while VSCPX's dividend yield for the trailing twelve months is around 1.40%.


TTM20252024202320222021202020192018201720162015
MSVVX
Mesirow Small Company Sustainability Fund
0.00%0.00%7.98%4.49%2.89%23.76%0.44%7.93%0.45%0.00%0.00%0.00%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.40%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%

Drawdowns

MSVVX vs. VSCPX - Drawdown Comparison

The maximum MSVVX drawdown since its inception was -66.28%, which is greater than VSCPX's maximum drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for MSVVX and VSCPX.


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Drawdown Indicators


MSVVXVSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-66.28%

-41.81%

-24.47%

Max Drawdown (1Y)

Largest decline over 1 year

-66.28%

-14.29%

-51.99%

Max Drawdown (5Y)

Largest decline over 5 years

-66.28%

-28.13%

-38.15%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

Current Drawdown

Current decline from peak

-66.28%

-8.97%

-57.31%

Average Drawdown

Average peak-to-trough decline

-8.69%

-6.55%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.09%

3.29%

+29.80%

Volatility

MSVVX vs. VSCPX - Volatility Comparison

The current volatility for Mesirow Small Company Sustainability Fund (MSVVX) is 5.39%, while Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) has a volatility of 5.90%. This indicates that MSVVX experiences smaller price fluctuations and is considered to be less risky than VSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSVVXVSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

5.90%

-0.51%

Volatility (6M)

Calculated over the trailing 6-month period

100.01%

12.22%

+87.79%

Volatility (1Y)

Calculated over the trailing 1-year period

66.73%

21.62%

+45.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.69%

20.70%

+13.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.66%

21.53%

+12.13%