PESPX vs. VEMPX
Compare and contrast key facts about BNY Mellon MidCap Index Fund (PESPX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
PESPX is managed by BNY Mellon. It was launched on Jun 29, 1998. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Performance
PESPX vs. VEMPX - Performance Comparison
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PESPX vs. VEMPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PESPX BNY Mellon MidCap Index Fund | 2.37% | 6.90% | 11.88% | 14.75% | -13.67% | 24.34% | 13.30% | 40.74% | -10.55% | 15.99% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -1.26% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
Returns By Period
In the year-to-date period, PESPX achieves a 2.37% return, which is significantly higher than VEMPX's -1.26% return. Over the past 10 years, PESPX has underperformed VEMPX with an annualized return of 10.15%, while VEMPX has yielded a comparatively higher 10.95% annualized return.
PESPX
- 1D
- 2.87%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.54%
- 1Y
- 16.05%
- 3Y*
- 10.66%
- 5Y*
- 5.57%
- 10Y*
- 10.15%
VEMPX
- 1D
- 3.43%
- 1M
- -5.35%
- YTD
- -1.26%
- 6M
- -1.36%
- 1Y
- 20.17%
- 3Y*
- 15.09%
- 5Y*
- 4.01%
- 10Y*
- 10.95%
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PESPX vs. VEMPX - Expense Ratio Comparison
PESPX has a 0.50% expense ratio, which is higher than VEMPX's 0.04% expense ratio.
Return for Risk
PESPX vs. VEMPX — Risk / Return Rank
PESPX
VEMPX
PESPX vs. VEMPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon MidCap Index Fund (PESPX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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.
| PESPX | VEMPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.91 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.41 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.19 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.39 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.16 | 5.71 | -0.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PESPX | VEMPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.80 | 0.91 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.18 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.49 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.50 | -0.22 |
Correlation
The correlation between PESPX and VEMPX is 0.96, 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
PESPX vs. VEMPX - Dividend Comparison
PESPX's dividend yield for the trailing twelve months is around 11.96%, more than VEMPX's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PESPX BNY Mellon MidCap Index Fund | 11.96% | 12.24% | 11.73% | 8.19% | 16.04% | 15.10% | 11.21% | 21.60% | 14.61% | 9.22% | 1.09% | 1.34% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.19% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Drawdowns
PESPX vs. VEMPX - Drawdown Comparison
The maximum PESPX drawdown since its inception was -61.56%, which is greater than VEMPX's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for PESPX and VEMPX.
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Drawdown Indicators
| PESPX | VEMPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.56% | -41.62% | -19.94% |
Max Drawdown (1Y)Largest decline over 1 year | -14.12% | -14.63% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -25.18% | -36.32% | +11.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -41.62% | -0.47% |
Current DrawdownCurrent decline from peak | -6.25% | -7.17% | +0.92% |
Average DrawdownAverage peak-to-trough decline | -10.45% | -8.04% | -2.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.57% | -0.29% |
Volatility
PESPX vs. VEMPX - Volatility Comparison
The current volatility for BNY Mellon MidCap Index Fund (PESPX) is 6.50%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 7.02%. This indicates that PESPX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PESPX | VEMPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 7.02% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 11.83% | 13.51% | -1.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.99% | 22.99% | -2.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.67% | 22.38% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.56% | 22.33% | -0.77% |