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

Correlation

The correlation between NAESX and VMGIX 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.


-0.50.00.51.0
Correlation: 0.9

Performance

NAESX vs. VMGIX - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
352.52%
436.86%
NAESX
VMGIX

Key characteristics

Sharpe Ratio

NAESX:

0.03

VMGIX:

0.48

Sortino Ratio

NAESX:

0.20

VMGIX:

0.81

Omega Ratio

NAESX:

1.03

VMGIX:

1.11

Calmar Ratio

NAESX:

0.02

VMGIX:

0.49

Martin Ratio

NAESX:

0.08

VMGIX:

1.81

Ulcer Index

NAESX:

7.42%

VMGIX:

5.83%

Daily Std Dev

NAESX:

22.38%

VMGIX:

21.87%

Max Drawdown

NAESX:

-59.77%

VMGIX:

-60.20%

Current Drawdown

NAESX:

-17.11%

VMGIX:

-10.82%

Returns By Period

In the year-to-date period, NAESX achieves a -10.21% return, which is significantly lower than VMGIX's -2.82% return. Over the past 10 years, NAESX has underperformed VMGIX with an annualized return of 7.49%, while VMGIX has yielded a comparatively higher 9.42% annualized return.


NAESX

YTD

-10.21%

1M

-3.03%

6M

-8.38%

1Y

0.67%

5Y*

12.01%

10Y*

7.49%

VMGIX

YTD

-2.82%

1M

0.92%

6M

-0.26%

1Y

9.27%

5Y*

11.78%

10Y*

9.42%

*Annualized

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NAESX vs. VMGIX - Expense Ratio Comparison

NAESX has a 0.17% expense ratio, which is lower than VMGIX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VMGIX: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMGIX: 0.19%
Expense ratio chart for NAESX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NAESX: 0.17%

Risk-Adjusted Performance

NAESX vs. VMGIX — 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 2525
Overall Rank
The Sharpe Ratio Rank of NAESX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of NAESX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NAESX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NAESX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of NAESX is 2525
Martin Ratio Rank

VMGIX
The Risk-Adjusted Performance Rank of VMGIX is 5858
Overall Rank
The Sharpe Ratio Rank of VMGIX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VMGIX is 5858
Sortino Ratio Rank
The Omega Ratio Rank of VMGIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VMGIX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of VMGIX is 5555
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. VMGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and Vanguard Mid-Cap Growth Index Fund (VMGIX). 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 chart of Sharpe ratio for NAESX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.00
NAESX: 0.03
VMGIX: 0.48
The chart of Sortino ratio for NAESX, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
NAESX: 0.20
VMGIX: 0.81
The chart of Omega ratio for NAESX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
NAESX: 1.03
VMGIX: 1.11
The chart of Calmar ratio for NAESX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.00
NAESX: 0.02
VMGIX: 0.49
The chart of Martin ratio for NAESX, currently valued at 0.08, compared to the broader market0.0010.0020.0030.0040.0050.00
NAESX: 0.08
VMGIX: 1.81

The current NAESX Sharpe Ratio is 0.03, which is lower than the VMGIX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of NAESX and VMGIX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.03
0.48
NAESX
VMGIX

Dividends

NAESX vs. VMGIX - Dividend Comparison

NAESX's dividend yield for the trailing twelve months is around 1.44%, more than VMGIX's 0.59% yield.


TTM20242023202220212020201920182017201620152014
NAESX
Vanguard Small Cap Index Fund
1.44%1.19%1.44%1.41%1.12%1.05%1.28%1.53%1.24%1.39%1.35%1.27%
VMGIX
Vanguard Mid-Cap Growth Index Fund
0.59%0.56%0.60%0.64%0.23%0.46%0.67%0.70%0.61%0.70%0.69%0.64%

Drawdowns

NAESX vs. VMGIX - Drawdown Comparison

The maximum NAESX drawdown since its inception was -59.77%, roughly equal to the maximum VMGIX drawdown of -60.20%. Use the drawdown chart below to compare losses from any high point for NAESX and VMGIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.11%
-10.82%
NAESX
VMGIX

Volatility

NAESX vs. VMGIX - Volatility Comparison

Vanguard Small Cap Index Fund (NAESX) and Vanguard Mid-Cap Growth Index Fund (VMGIX) have volatilities of 14.82% and 15.03%, 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%16.00%NovemberDecember2025FebruaryMarchApril
14.82%
15.03%
NAESX
VMGIX