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SIXS vs. VXF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIXS vs. VXF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in 6 Meridian Small Cap Equity ETF (SIXS) and Vanguard Extended Market ETF (VXF). The values are adjusted to include any dividend payments, if applicable.

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SIXS vs. VXF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SIXS
6 Meridian Small Cap Equity ETF
3.07%4.59%5.85%14.92%-18.52%40.74%43.41%
VXF
Vanguard Extended Market ETF
-1.27%11.40%16.89%25.51%-26.52%12.31%54.49%

Returns By Period

In the year-to-date period, SIXS achieves a 3.07% return, which is significantly higher than VXF's -1.27% return.


SIXS

1D
0.69%
1M
-4.11%
YTD
3.07%
6M
5.53%
1Y
13.19%
3Y*
9.29%
5Y*
3.80%
10Y*

VXF

1D
3.44%
1M
-4.60%
YTD
-1.27%
6M
-1.07%
1Y
20.89%
3Y*
15.08%
5Y*
3.98%
10Y*
10.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIXS vs. VXF - Expense Ratio Comparison

SIXS has a 1.00% expense ratio, which is higher than VXF's 0.06% expense ratio.


Return for Risk

SIXS vs. VXF — Risk / Return Rank

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

SIXS
SIXS Risk / Return Rank: 4343
Overall Rank
SIXS Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SIXS Sortino Ratio Rank: 4444
Sortino Ratio Rank
SIXS Omega Ratio Rank: 3838
Omega Ratio Rank
SIXS Calmar Ratio Rank: 4646
Calmar Ratio Rank
SIXS Martin Ratio Rank: 4646
Martin Ratio Rank

VXF
VXF Risk / Return Rank: 5858
Overall Rank
VXF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 5858
Sortino Ratio Rank
VXF Omega Ratio Rank: 5555
Omega Ratio Rank
VXF Calmar Ratio Rank: 6060
Calmar Ratio Rank
VXF Martin Ratio Rank: 6262
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.

SIXS vs. VXF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for 6 Meridian Small Cap Equity ETF (SIXS) and Vanguard Extended Market ETF (VXF). 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.


SIXSVXFDifference

Sharpe ratio

Return per unit of total volatility

0.80

0.91

-0.11

Sortino ratio

Return per unit of downside risk

1.24

1.41

-0.17

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.04

Calmar ratio

Return relative to maximum drawdown

1.19

1.39

-0.20

Martin ratio

Return relative to average drawdown

4.43

5.72

-1.29

SIXS vs. VXF - Sharpe Ratio Comparison

The current SIXS Sharpe Ratio is 0.80, which is comparable to the VXF Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of SIXS and VXF, 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


SIXSVXFDifference

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

0.21

0.18

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.43

+0.28

Correlation

The correlation between SIXS and VXF is 0.81, 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

SIXS vs. VXF - Dividend Comparison

SIXS's dividend yield for the trailing twelve months is around 1.90%, more than VXF's 1.18% yield.


TTM20252024202320222021202020192018201720162015
SIXS
6 Meridian Small Cap Equity ETF
1.90%1.62%1.09%1.60%1.37%0.94%0.45%0.00%0.00%0.00%0.00%0.00%
VXF
Vanguard Extended Market ETF
1.18%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Drawdowns

SIXS vs. VXF - Drawdown Comparison

The maximum SIXS drawdown since its inception was -27.68%, smaller than the maximum VXF drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for SIXS and VXF.


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Drawdown Indicators


SIXSVXFDifference

Max Drawdown

Largest peak-to-trough decline

-27.68%

-58.03%

+30.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-14.68%

+3.29%

Max Drawdown (5Y)

Largest decline over 5 years

-27.68%

-36.39%

+8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-4.79%

-7.12%

+2.33%

Average Drawdown

Average peak-to-trough decline

-9.16%

-9.61%

+0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.05%

3.56%

-0.51%

Volatility

SIXS vs. VXF - Volatility Comparison

The current volatility for 6 Meridian Small Cap Equity ETF (SIXS) is 4.22%, while Vanguard Extended Market ETF (VXF) has a volatility of 7.00%. This indicates that SIXS experiences smaller price fluctuations and is considered to be less risky than VXF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIXSVXFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

7.00%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.39%

13.49%

-4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

16.64%

23.05%

-6.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.79%

22.36%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.85%

22.26%

-2.41%