VEMPX vs. SPY

In the year-to-date period, VEMPX achieves a -2.27% return, which is significantly lower than SPY's 0.56% return. Over the past 10 years, VEMPX has underperformed SPY with an annualized return of 8.66%, while SPY has yielded a comparatively higher 12.67% annualized return.

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VEMPX has a 0.04% expense ratio, which is lower than SPY's 0.09% 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%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and SPDR S&P 500 ETF (SPY). 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 current VEMPX Sharpe Ratio is 0.35, which is lower than the SPY Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of VEMPX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VEMPX's dividend yield for the trailing twelve months is around 1.22%, which matches SPY's 1.22% yield.

The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VEMPX and SPY. For additional features, visit the drawdowns tool.

Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 6.65% compared to SPDR S&P 500 ETF (SPY) at 6.24%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.