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NAESX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


Performance

NAESX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Index Fund (NAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%December2025FebruaryMarchAprilMay
679.66%
550.76%
NAESX
VFIAX

Key characteristics

Sharpe Ratio

NAESX:

0.11

VFIAX:

0.73

Sortino Ratio

NAESX:

0.32

VFIAX:

1.13

Omega Ratio

NAESX:

1.04

VFIAX:

1.17

Calmar Ratio

NAESX:

0.10

VFIAX:

0.75

Martin Ratio

NAESX:

0.32

VFIAX:

2.97

Ulcer Index

NAESX:

7.87%

VFIAX:

4.74%

Daily Std Dev

NAESX:

22.33%

VFIAX:

19.40%

Max Drawdown

NAESX:

-64.56%

VFIAX:

-55.20%

Current Drawdown

NAESX:

-15.52%

VFIAX:

-7.81%

Returns By Period

In the year-to-date period, NAESX achieves a -8.49% return, which is significantly lower than VFIAX's -3.54% return. Over the past 10 years, NAESX has underperformed VFIAX with an annualized return of 7.58%, while VFIAX has yielded a comparatively higher 12.30% annualized return.


NAESX

YTD

-8.49%

1M

9.14%

6M

-8.32%

1Y

0.19%

5Y*

12.38%

10Y*

7.58%

VFIAX

YTD

-3.54%

1M

11.43%

6M

-1.66%

1Y

10.50%

5Y*

16.22%

10Y*

12.30%

*Annualized

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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%.


Risk-Adjusted Performance

NAESX vs. VFIAX — Risk-Adjusted Performance Rank

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

NAESX
The Risk-Adjusted Performance Rank of NAESX is 2323
Overall Rank
The Sharpe Ratio Rank of NAESX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of NAESX is 2424
Sortino Ratio Rank
The Omega Ratio Rank of NAESX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of NAESX is 2424
Calmar Ratio Rank
The Martin Ratio Rank of NAESX is 2222
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 6464
Overall Rank
The Sharpe Ratio Rank of VFIAX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6161
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current NAESX Sharpe Ratio is 0.11, which is lower than the VFIAX Sharpe Ratio of 0.73. The chart below compares the historical Sharpe Ratios of NAESX and VFIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.11
0.67
NAESX
VFIAX

Dividends

NAESX vs. VFIAX - Dividend Comparison

NAESX's dividend yield for the trailing twelve months is around 1.41%, more than VFIAX's 1.34% yield.


TTM20242023202220212020201920182017201620152014
NAESX
Vanguard Small Cap Index Fund
1.41%1.19%1.44%1.41%1.12%1.05%1.27%1.53%1.24%1.39%1.35%1.27%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.34%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

NAESX vs. VFIAX - Drawdown Comparison

The maximum NAESX drawdown since its inception was -64.56%, 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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.52%
-7.81%
NAESX
VFIAX

Volatility

NAESX vs. VFIAX - Volatility Comparison

Vanguard Small Cap Index Fund (NAESX) and Vanguard 500 Index Fund Admiral Shares (VFIAX) have volatilities of 11.86% and 11.38%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.86%
11.38%
NAESX
VFIAX