VEMPX vs. VSIAX
Compare and contrast key facts about Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
VEMPX is managed by Vanguard. It was launched on Jan 14, 2011. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEMPX or VSIAX.
Key characteristics
| VEMPX | VSIAX | |
|---|---|---|
| YTD Return | 21.61% | 19.34% |
| 1Y Return | 45.37% | 39.85% |
| 3Y Return (Ann) | 1.09% | 6.88% |
| 5Y Return (Ann) | 11.83% | 11.86% |
| 10Y Return (Ann) | 10.10% | 9.55% |
| Sharpe Ratio | 2.37 | 2.23 |
| Sortino Ratio | 3.25 | 3.17 |
| Omega Ratio | 1.41 | 1.39 |
| Calmar Ratio | 1.49 | 2.95 |
| Martin Ratio | 13.74 | 13.09 |
| Ulcer Index | 3.16% | 2.92% |
| Daily Std Dev | 18.33% | 17.16% |
| Max Drawdown | -41.62% | -45.39% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between VEMPX and VSIAX is 0.93, 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.
Performance
VEMPX vs. VSIAX - Performance Comparison
In the year-to-date period, VEMPX achieves a 21.61% return, which is significantly higher than VSIAX's 19.34% return. Over the past 10 years, VEMPX has outperformed VSIAX with an annualized return of 10.10%, while VSIAX has yielded a comparatively lower 9.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VEMPX vs. VSIAX - Expense Ratio Comparison
VEMPX has a 0.04% expense ratio, which is lower than VSIAX's 0.07% 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%.
Risk-Adjusted Performance
VEMPX vs. VSIAX - 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 Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.
Dividends
VEMPX vs. VSIAX - Dividend Comparison
VEMPX's dividend yield for the trailing twelve months is around 1.12%, less than VSIAX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.12% | 1.28% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% | 1.36% | 1.17% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.88% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VEMPX vs. VSIAX - Drawdown Comparison
The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VEMPX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
VEMPX vs. VSIAX - Volatility Comparison
Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 5.81% and 5.71%, 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.