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VEMPX vs. VSEQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEMPX vs. VSEQX

Last updated Jun 26, 2026

VEMPX (Vanguard Extended Market Index Fund Institutional Plus Shares) and VSEQX (Vanguard Strategic Equity Fund) are both Mid Cap Blend Equities funds from Vanguard. Over the past 10 years, VEMPX returned 12.59%/yr vs 13.70%/yr for VSEQX. With a 0.97 correlation, they move nearly in lockstep. VEMPX charges 0.04%/yr vs 0.17%/yr for VSEQX.

Performance

VEMPX vs. VSEQX - 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 Strategic Equity Fund (VSEQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEMPX achieves a 15.02% return, which is significantly lower than VSEQX's 17.81% return. Over the past 10 years, VEMPX has underperformed VSEQX with an annualized return of 12.59%, while VSEQX has yielded a comparatively higher 13.70% annualized return.

VEMPX

1D
0.35%
1M
2.29%
YTD
15.02%
6M
12.45%
1Y
28.10%
3Y*
20.10%
5Y*
6.00%
10Y*
12.59%

VSEQX

1D
0.55%
1M
2.32%
YTD
17.81%
6M
15.56%
1Y
35.52%
3Y*
21.55%
5Y*
12.08%
10Y*
13.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEMPX vs. VSEQX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares		15.02%11.43%15.50%26.98%-26.45%12.48%32.24%28.06%-9.35%18.13%
VSEQX
Vanguard Strategic Equity Fund		17.81%15.32%16.67%19.31%-11.90%30.83%10.26%26.76%-11.86%12.36%

Correlation

The correlation between VEMPX and VSEQX is 0.95 - 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

0.95

Correlation (3Y)
Calculated over the trailing 3-year period

0.97

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2010

0.97

The correlation between VEMPX and VSEQX has been stable across timeframes, ranging from 0.95 to 0.97 - a consistent structural relationship.

VEMPX vs. VSEQX - Sectors Allocation Comparison

Sectors
VEMPX
VSEQX

Technology

22.8%
17.4%

Industrials

19.3%
16.5%

Financial Services

14.0%
14.8%

Healthcare

12.9%
10.9%

Consumer Cyclical

9.2%
10.4%

Real Estate

5.8%
6.8%

Energy

4.4%
6.0%

Basic Materials

4.2%
4.8%

Communication Services

3.2%
3.3%

Consumer Defensive

2.5%
3.4%

Utilities

1.9%
4.9%

Technology

VEMPX
22.8%
VSEQX
17.4%

Industrials

VEMPX
19.3%
VSEQX
16.5%

Financial Services

VEMPX
14.0%
VSEQX
14.8%

Healthcare

VEMPX
12.9%
VSEQX
10.9%

Consumer Cyclical

VEMPX
9.2%
VSEQX
10.4%

Real Estate

VEMPX
5.8%
VSEQX
6.8%

Energy

VEMPX
4.4%
VSEQX
6.0%

Basic Materials

VEMPX
4.2%
VSEQX
4.8%

Communication Services

VEMPX
3.2%
VSEQX
3.3%

Consumer Defensive

VEMPX
2.5%
VSEQX
3.4%

Utilities

VEMPX
1.9%
VSEQX
4.9%

Compare stocks, funds, or ETFs

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Vanguard Extended Market Index Fund Institutional Plus Shares

Vanguard Strategic Equity Fund

Often compared with VEMPX:
VEMPX vs. VIIIXVEMPX vs. VMVAXVEMPX vs. VTPSXVEMPX vs. SPYVEMPX vs. VEMIXVEMPX vs. VMIAXVEMPX vs. VSIAX
Often compared with VSEQX:
VSEQX vs. SCHMVSEQX vs. VFIAXVSEQX vs. VIMAXVSEQX vs. FOCKXVSEQX vs. VFMFXVSEQX vs. FCNTXVSEQX vs. VTI

Return for Risk

VEMPX vs. VSEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEMPX
VEMPX Risk / Return Rank: 4545
Overall Rank
VEMPX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VEMPX Sortino Ratio Rank: 3737
Sortino Ratio Rank
VEMPX Omega Ratio Rank: 3535
Omega Ratio Rank
VEMPX Calmar Ratio Rank: 6262
Calmar Ratio Rank
VEMPX Martin Ratio Rank: 5252
Martin Ratio Rank
VSEQX
VSEQX Risk / Return Rank: 8383
Overall Rank
VSEQX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
VSEQX Sortino Ratio Rank: 7878
Sortino Ratio Rank
VSEQX Omega Ratio Rank: 7272
Omega Ratio Rank
VSEQX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VSEQX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VEMPX vs. VSEQX - 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 Vanguard Strategic Equity Fund (VSEQX). 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.

VEMPXVSEQXDifference
Sharpe ratioReturn per unit of total volatility
1.52
2.26

-0.74

Sortino ratioReturn per unit of downside risk
2.16
3.14

-0.99

Omega ratioGain probability vs. loss probability

1.26

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.64

4.55

-1.91

Martin ratioReturn relative to average drawdown

9.26

17.45

-8.19

VEMPX vs. VSEQX - Sharpe Ratio Comparison

The current VEMPX Sharpe Ratio is 1.52, which is lower than the VSEQX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of VEMPX and VSEQX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VEMPX vs. VSEQX - Drawdown Comparison

The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum VSEQX drawdown of -63.55%. Use the drawdown chart below to compare losses from any high point for VEMPX and VSEQX.

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Drawdown Indicators

VEMPXVSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-41.62%

-63.55%

+21.93%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-7.60%

-2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-26.83%

-24.73%

-2.10%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-24.73%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-44.08%

+2.46%

Current Drawdown

Current decline from peak

-0.71%

0.00%

-0.71%

Average Drawdown

Average peak-to-trough decline

-7.94%

-9.05%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.98%

+0.94%

Volatility

VEMPX vs. VSEQX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 6.12% compared to Vanguard Strategic Equity Fund (VSEQX) at 4.40%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than VSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VEMPXVSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.40%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

11.09%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

15.30%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.45%

19.97%

+2.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.37%

21.40%

+0.97%

VEMPX vs. VSEQX - Expense Ratio Comparison

VEMPX has a 0.04% expense ratio, which is lower than VSEQX's 0.17% 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%.

Dividends

VEMPX vs. VSEQX - Dividend Comparison

VEMPX's dividend yield for the trailing twelve months is around 1.26%, less than VSEQX's 9.47% yield.

PositionTTM20252024202320222021202020192018201720162015
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares		1.26%1.15%1.11%1.27%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%
VSEQX
Vanguard Strategic Equity Fund		9.47%11.16%11.36%6.11%11.77%21.36%1.77%2.92%10.34%7.05%3.13%12.28%

Frequently Asked Questions

With a correlation of 0.95, VEMPX and VSEQX 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.

VEMPX has higher volatility (6.12%) compared to VSEQX (4.40%). In terms of maximum drawdown, VEMPX dropped -41.62% vs VSEQX's -63.55%.

VSEQX currently has the higher Sharpe Ratio (2.26 vs 1.52), 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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