NAESX vs. VFIAX
Compare and contrast key facts about Vanguard Small Cap Index Fund (NAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
NAESX is managed by Vanguard. It was launched on Oct 3, 1960. VFIAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAESX or VFIAX.
Performance
NAESX vs. VFIAX - Performance Comparison
Returns By Period
In the year-to-date period, NAESX achieves a 16.96% return, which is significantly lower than VFIAX's 25.02% return. Over the past 10 years, NAESX has underperformed VFIAX with an annualized return of 9.38%, while VFIAX has yielded a comparatively higher 13.09% annualized return.
NAESX
16.96%
1.98%
10.19%
30.71%
10.55%
9.38%
VFIAX
25.02%
0.59%
11.73%
32.35%
15.47%
13.09%
Key characteristics
| NAESX | VFIAX | |
|---|---|---|
| Sharpe Ratio | 1.87 | 2.65 |
| Sortino Ratio | 2.63 | 3.55 |
| Omega Ratio | 1.32 | 1.49 |
| Calmar Ratio | 1.80 | 3.85 |
| Martin Ratio | 10.28 | 17.34 |
| Ulcer Index | 3.12% | 1.88% |
| Daily Std Dev | 17.15% | 12.27% |
| Max Drawdown | -59.77% | -55.20% |
| Current Drawdown | -3.48% | -1.75% |
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NAESX vs. VFIAX - Expense Ratio Comparison
NAESX has a 0.17% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between NAESX and VFIAX is 0.89, 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.
Risk-Adjusted Performance
NAESX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.
Dividends
NAESX vs. VFIAX - Dividend Comparison
NAESX's dividend yield for the trailing twelve months is around 1.23%, which matches VFIAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | 1.23% | 1.44% | 1.41% | 1.12% | 1.05% | 1.28% | 1.53% | 1.24% | 1.39% | 1.35% | 1.27% | 1.17% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
NAESX vs. VFIAX - Drawdown Comparison
The maximum NAESX drawdown since its inception was -59.77%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for NAESX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
NAESX vs. VFIAX - Volatility Comparison
Vanguard Small Cap Index Fund (NAESX) has a higher volatility of 5.74% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.05%. This indicates that NAESX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.