SVPIX vs. VSIIX
SVPIX (ProFunds Small Cap Value Fund) and VSIIX (Vanguard Small-Cap Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, SVPIX returned 8.59%/yr vs 11.04%/yr for VSIIX. With a 0.97 correlation, they move nearly in lockstep. SVPIX charges 1.61%/yr vs 0.06%/yr for VSIIX.
Performance
SVPIX vs. VSIIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SVPIX achieves a 16.29% return, which is significantly higher than VSIIX's 13.42% return. Over the past 10 years, SVPIX has underperformed VSIIX with an annualized return of 8.59%, while VSIIX has yielded a comparatively higher 11.04% annualized return.
SVPIX
- 1D
- -0.25%
- 1M
- 3.02%
- YTD
- 16.29%
- 6M
- 14.92%
- 1Y
- 34.87%
- 3Y*
- 12.85%
- 5Y*
- 4.35%
- 10Y*
- 8.59%
VSIIX
- 1D
- 0.19%
- 1M
- 2.68%
- YTD
- 13.42%
- 6M
- 11.91%
- 1Y
- 26.44%
- 3Y*
- 16.95%
- 5Y*
- 8.88%
- 10Y*
- 11.04%
SVPIX vs. VSIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVPIX ProFunds Small Cap Value Fund | 16.29% | 4.52% | 4.54% | 12.43% | -12.84% | 28.86% | 1.05% | 22.26% | -14.02% | 9.52% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 13.42% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Correlation
The correlation between SVPIX and VSIIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.97 |
The correlation between SVPIX and VSIIX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SVPIX vs. VSIIX — Risk / Return Rank
SVPIX
VSIIX
SVPIX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProFunds Small Cap Value Fund (SVPIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SVPIX | VSIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.83 | 3.15 | +0.68 |
| Martin ratioReturn relative to average drawdown | 12.55 | 11.18 | +1.37 |
Loading charts...
Drawdowns
SVPIX vs. VSIIX - Drawdown Comparison
The maximum SVPIX drawdown since its inception was -60.67%, roughly equal to the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for SVPIX and VSIIX.
Loading charts...
Drawdown Indicators
| SVPIX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.67% | -62.05% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -9.55% | -8.87% | -0.68% |
Max Drawdown (3Y)Largest decline over 3 years | -29.67% | -24.09% | -5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -29.67% | -24.09% | -5.58% |
Max Drawdown (10Y)Largest decline over 10 years | -49.17% | -45.38% | -3.79% |
Current DrawdownCurrent decline from peak | -1.44% | -1.02% | -0.42% |
Average DrawdownAverage peak-to-trough decline | -11.50% | -8.50% | -3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.49% | +0.42% |
Volatility
SVPIX vs. VSIIX - Volatility Comparison
ProFunds Small Cap Value Fund (SVPIX) has a higher volatility of 4.78% compared to Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) at 4.01%. This indicates that SVPIX's price experiences larger fluctuations and is considered to be riskier than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SVPIX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.78% | 4.01% | +0.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.84% | 10.66% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.37% | 15.35% | +3.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.96% | 19.73% | +2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.53% | 21.84% | +1.69% |
SVPIX vs. VSIIX - Expense Ratio Comparison
SVPIX has a 1.61% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Dividends
SVPIX vs. VSIIX - Dividend Comparison
SVPIX has not paid dividends to shareholders, while VSIIX's dividend yield for the trailing twelve months is around 1.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVPIX ProFunds Small Cap Value Fund | 0.00% | 0.00% | 0.00% | 0.00% | 1.47% | 0.18% | 0.00% | 0.07% | 13.10% | 0.00% | 0.00% | 0.00% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.74% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Frequently Asked Questions
With a correlation of 0.96, SVPIX and VSIIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
SVPIX has higher volatility (4.78%) compared to VSIIX (4.01%). In terms of maximum drawdown, SVPIX dropped -60.67% vs VSIIX's -62.05%.
SVPIX currently has the higher Sharpe Ratio (2.00 vs 1.82), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for SVPIX and VSIIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer