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VEMPX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VEMPX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.82%
12.49%
VEMPX
VTSAX

Returns By Period

In the year-to-date period, VEMPX achieves a 20.70% return, which is significantly lower than VTSAX's 24.74% return. Over the past 10 years, VEMPX has underperformed VTSAX with an annualized return of 9.97%, while VTSAX has yielded a comparatively higher 12.63% annualized return.


VEMPX

YTD

20.70%

1M

5.91%

6M

14.82%

1Y

36.62%

5Y (annualized)

11.52%

10Y (annualized)

9.97%

VTSAX

YTD

24.74%

1M

1.75%

6M

12.49%

1Y

32.61%

5Y (annualized)

14.94%

10Y (annualized)

12.63%

Key characteristics


VEMPXVTSAX
Sharpe Ratio1.982.57
Sortino Ratio2.733.44
Omega Ratio1.341.47
Calmar Ratio1.413.76
Martin Ratio11.0916.38
Ulcer Index3.19%1.97%
Daily Std Dev17.91%12.55%
Max Drawdown-41.62%-55.34%
Current Drawdown-2.30%-1.50%

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VEMPX vs. VTSAX - Expense Ratio Comparison

Both VEMPX and VTSAX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
Expense ratio chart for VEMPX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between VEMPX and VTSAX 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.

Risk-Adjusted Performance

VEMPX vs. VTSAX - 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 Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


Sharpe ratio
The chart of Sharpe ratio for VEMPX, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.982.57
The chart of Sortino ratio for VEMPX, currently valued at 2.73, compared to the broader market0.005.0010.002.733.44
The chart of Omega ratio for VEMPX, currently valued at 1.34, compared to the broader market1.002.003.004.001.341.47
The chart of Calmar ratio for VEMPX, currently valued at 1.41, compared to the broader market0.005.0010.0015.0020.0025.001.413.76
The chart of Martin ratio for VEMPX, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.0916.38
VEMPX
VTSAX

The current VEMPX Sharpe Ratio is 1.98, which is comparable to the VTSAX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of VEMPX and VTSAX, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.98
2.57
VEMPX
VTSAX

Dividends

VEMPX vs. VTSAX - Dividend Comparison

VEMPX's dividend yield for the trailing twelve months is around 1.12%, less than VTSAX's 1.27% yield.


TTM20232022202120202019201820172016201520142013
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%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.27%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VEMPX vs. VTSAX - Drawdown Comparison

The maximum VEMPX drawdown since its inception was -41.62%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VEMPX and VTSAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.30%
-1.50%
VEMPX
VTSAX

Volatility

VEMPX vs. VTSAX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a higher volatility of 6.17% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that VEMPX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.17%
4.25%
VEMPX
VTSAX