PortfoliosLab logo
VEMPX vs. VFWPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEMPX and VFWPX 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VEMPX vs. VFWPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
284.77%
103.06%
VEMPX
VFWPX

Key characteristics

Sharpe Ratio

VEMPX:

0.21

VFWPX:

0.76

Sortino Ratio

VEMPX:

0.47

VFWPX:

1.15

Omega Ratio

VEMPX:

1.06

VFWPX:

1.15

Calmar Ratio

VEMPX:

0.19

VFWPX:

0.91

Martin Ratio

VEMPX:

0.67

VFWPX:

2.83

Ulcer Index

VEMPX:

7.74%

VFWPX:

4.27%

Daily Std Dev

VEMPX:

24.26%

VFWPX:

15.84%

Max Drawdown

VEMPX:

-41.62%

VFWPX:

-34.85%

Current Drawdown

VEMPX:

-17.49%

VFWPX:

-1.56%

Returns By Period

In the year-to-date period, VEMPX achieves a -10.33% return, which is significantly lower than VFWPX's 7.93% return. Over the past 10 years, VEMPX has outperformed VFWPX with an annualized return of 7.70%, while VFWPX has yielded a comparatively lower 4.86% annualized return.


VEMPX

YTD

-10.33%

1M

-6.29%

6M

-7.22%

1Y

3.49%

5Y*

12.82%

10Y*

7.70%

VFWPX

YTD

7.93%

1M

-0.66%

6M

3.49%

1Y

11.00%

5Y*

11.06%

10Y*

4.86%

*Annualized

Compare stocks, funds, or ETFs

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


VEMPX vs. VFWPX - Expense Ratio Comparison

VEMPX has a 0.04% expense ratio, which is lower than VFWPX's 0.06% 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%.


Expense ratio chart for VFWPX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFWPX: 0.06%
Expense ratio chart for VEMPX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMPX: 0.04%

Risk-Adjusted Performance

VEMPX vs. VFWPX — Risk-Adjusted Performance Rank

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

VEMPX
The Risk-Adjusted Performance Rank of VEMPX is 3939
Overall Rank
The Sharpe Ratio Rank of VEMPX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMPX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VEMPX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VEMPX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VEMPX is 3737
Martin Ratio Rank

VFWPX
The Risk-Adjusted Performance Rank of VFWPX is 7373
Overall Rank
The Sharpe Ratio Rank of VFWPX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VFWPX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VFWPX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VFWPX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VFWPX is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEMPX vs. VFWPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX). 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 chart of Sharpe ratio for VEMPX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.00
VEMPX: 0.21
VFWPX: 0.76
The chart of Sortino ratio for VEMPX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
VEMPX: 0.47
VFWPX: 1.15
The chart of Omega ratio for VEMPX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VEMPX: 1.06
VFWPX: 1.15
The chart of Calmar ratio for VEMPX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.00
VEMPX: 0.19
VFWPX: 0.91
The chart of Martin ratio for VEMPX, currently valued at 0.67, compared to the broader market0.0010.0020.0030.0040.0050.00
VEMPX: 0.67
VFWPX: 2.83

The current VEMPX Sharpe Ratio is 0.21, which is lower than the VFWPX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of VEMPX and VFWPX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
0.76
VEMPX
VFWPX

Dividends

VEMPX vs. VFWPX - Dividend Comparison

VEMPX's dividend yield for the trailing twelve months is around 1.33%, less than VFWPX's 2.99% yield.


TTM20242023202220212020201920182017201620152014
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
1.33%1.11%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%
VFWPX
Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares
2.99%3.26%3.33%3.12%3.08%2.01%3.12%3.30%2.70%3.00%2.99%3.57%

Drawdowns

VEMPX vs. VFWPX - Drawdown Comparison

The maximum VEMPX drawdown since its inception was -41.62%, which is greater than VFWPX's maximum drawdown of -34.85%. Use the drawdown chart below to compare losses from any high point for VEMPX and VFWPX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.49%
-1.56%
VEMPX
VFWPX

Volatility

VEMPX vs. VFWPX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 15.84% compared to Vanguard FTSE All-World ex-US Index Fund Institutional Plus Shares (VFWPX) at 10.07%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than VFWPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.84%
10.07%
VEMPX
VFWPX