VEMPX vs. THPMX
VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, VEMPX returned 11.75%/yr vs 11.14%/yr for THPMX. Their correlation of 0.92 means they have usually moved in the same direction. VEMPX charges 0.04%/yr vs 1.15%/yr for THPMX.
Performance
VEMPX vs. THPMX - Performance Comparison
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Returns By Period
In the year-to-date period, VEMPX achieves a 13.52% return, which is significantly lower than THPMX's 15.89% return. Over the past 10 years, VEMPX has outperformed THPMX with an annualized return of 11.75%, while THPMX has yielded a comparatively lower 11.14% annualized return.
VEMPX
- 1D
- -0.41%
- 1M
- -3.02%
- 6M
- 10.17%
- YTD
- 13.52%
- 1Y
- 23.28%
- 3Y*
- 16.00%
- 5Y*
- 6.12%
- 10Y*
- 11.75%
- ALL TIME*
- 11.34%
THPMX
- 1D
- -0.70%
- 1M
- -0.35%
- 6M
- 11.93%
- YTD
- 15.89%
- 1Y
- 33.96%
- 3Y*
- 15.05%
- 5Y*
- 9.16%
- 10Y*
- 11.14%
- ALL TIME*
- 13.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
VEMPX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 13.52% | 11.43% | 15.50% | 26.98% | -26.45% | 12.48% | 32.24% | 28.06% | -9.35% | 18.13% |
THPMX Thompson MidCap Fund | 15.89% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between VEMPX and THPMX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2010 | 0.92 |
The correlation between VEMPX and THPMX has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.
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Return for Risk
VEMPX vs. THPMX — Risk / Return Rank
VEMPX
THPMX
VEMPX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Thompson MidCap Fund (THPMX). 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.
| VEMPX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.91 | ||
| Sortino ratioReturn per unit of downside risk | -1.22 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.36 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 3.22 | -1.18 |
| Martin ratioReturn relative to average drawdown | 6.89 | 11.86 | -4.97 |
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Drawdowns
VEMPX vs. THPMX - Drawdown Comparison
The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum THPMX drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for VEMPX and THPMX.
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Drawdown Indicators
| VEMPX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.62% | -47.55% | +5.93% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -9.90% | -0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -26.83% | -21.52% | -5.31% |
Max Drawdown (5Y)Largest decline over 5 years | -36.32% | -25.29% | -11.03% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -47.55% | +5.93% |
Current DrawdownCurrent decline from peak | -4.13% | -2.12% | -2.01% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -6.71% | -1.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 2.68% | +0.34% |
Volatility
VEMPX vs. THPMX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Thompson MidCap Fund (THPMX) have volatilities of 3.88% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEMPX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.88% | 3.97% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 13.31% | 11.38% | +1.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.81% | 15.36% | +2.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.40% | 20.47% | +1.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 22.65% | -0.31% |
VEMPX vs. THPMX - Expense Ratio Comparison
VEMPX has a 0.04% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
VEMPX vs. THPMX - Dividend Comparison
VEMPX's dividend yield for the trailing twelve months is around 1.05%, less than THPMX's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THPMX Thompson MidCap Fund | 8.18% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.05% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
Frequently Asked Questions
VEMPX and THPMX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPMX has higher volatility (3.97%) compared to VEMPX (3.88%). In terms of maximum drawdown, VEMPX dropped -41.62% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.08 vs 1.17), 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.
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