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VDIPX vs. VIEIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VDIPX and VIEIX is 0.75, 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.


-0.50.00.51.00.7

Performance

VDIPX vs. VIEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
63.06%
177.54%
VDIPX
VIEIX

Key characteristics

Sharpe Ratio

VDIPX:

0.30

VIEIX:

1.15

Sortino Ratio

VDIPX:

0.50

VIEIX:

1.65

Omega Ratio

VDIPX:

1.06

VIEIX:

1.21

Calmar Ratio

VDIPX:

0.36

VIEIX:

1.11

Martin Ratio

VDIPX:

1.16

VIEIX:

6.30

Ulcer Index

VDIPX:

3.36%

VIEIX:

3.32%

Daily Std Dev

VDIPX:

12.78%

VIEIX:

18.13%

Max Drawdown

VDIPX:

-35.61%

VIEIX:

-58.04%

Current Drawdown

VDIPX:

-10.80%

VIEIX:

-6.86%

Returns By Period

In the year-to-date period, VDIPX achieves a 1.09% return, which is significantly lower than VIEIX's 18.34% return. Over the past 10 years, VDIPX has underperformed VIEIX with an annualized return of 5.13%, while VIEIX has yielded a comparatively higher 9.59% annualized return.


VDIPX

YTD

1.09%

1M

-3.43%

6M

-2.73%

1Y

2.28%

5Y*

4.48%

10Y*

5.13%

VIEIX

YTD

18.34%

1M

-3.59%

6M

15.62%

1Y

18.28%

5Y*

10.19%

10Y*

9.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VDIPX vs. VIEIX - Expense Ratio Comparison

VDIPX has a 0.04% expense ratio, which is lower than VIEIX's 0.05% 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%.


VIEIX
Vanguard Extended Market Index Fund Institutional Shares
Expense ratio chart for VIEIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VDIPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VDIPX vs. VIEIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX). 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.


Sharpe ratio
The chart of Sharpe ratio for VDIPX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.301.15
The chart of Sortino ratio for VDIPX, currently valued at 0.50, compared to the broader market-2.000.002.004.006.008.0010.000.501.65
The chart of Omega ratio for VDIPX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.21
The chart of Calmar ratio for VDIPX, currently valued at 0.36, compared to the broader market0.002.004.006.008.0010.0012.0014.000.361.11
The chart of Martin ratio for VDIPX, currently valued at 1.16, compared to the broader market0.0020.0040.0060.001.166.30
VDIPX
VIEIX

The current VDIPX Sharpe Ratio is 0.30, which is lower than the VIEIX Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of VDIPX and VIEIX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.30
1.15
VDIPX
VIEIX

Dividends

VDIPX vs. VIEIX - Dividend Comparison

VDIPX's dividend yield for the trailing twelve months is around 1.88%, more than VIEIX's 0.78% yield.


TTM20232022202120202019201820172016201520142013
VDIPX
Vanguard Developed Markets Index Fund Institutional Plus Shares
1.88%3.16%2.92%3.17%2.05%3.05%3.35%2.79%3.08%2.95%2.57%0.00%
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
0.78%1.28%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%1.34%1.15%

Drawdowns

VDIPX vs. VIEIX - Drawdown Comparison

The maximum VDIPX drawdown since its inception was -35.61%, smaller than the maximum VIEIX drawdown of -58.04%. Use the drawdown chart below to compare losses from any high point for VDIPX and VIEIX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.80%
-6.86%
VDIPX
VIEIX

Volatility

VDIPX vs. VIEIX - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Institutional Plus Shares (VDIPX) is 3.59%, while Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a volatility of 6.34%. This indicates that VDIPX experiences smaller price fluctuations and is considered to be less risky than VIEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.59%
6.34%
VDIPX
VIEIX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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