VEXAX vs. BTC-USD
VEXAX (Vanguard Extended Market Index Fund Admiral Shares) is Mid Cap Blend Equities fund managed by Vanguard, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VEXAX returned 11.69%/yr vs 59.68%/yr for BTC-USD. At a 0.15 correlation, their price movements are largely independent.
Performance
VEXAX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VEXAX achieves a 11.26% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VEXAX has underperformed BTC-USD with an annualized return of 11.69%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VEXAX
- 1D
- -3.30%
- 1M
- 1.02%
- YTD
- 11.26%
- 6M
- 9.73%
- 1Y
- 24.34%
- 3Y*
- 18.43%
- 5Y*
- 6.07%
- 10Y*
- 11.69%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VEXAX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 11.26% | 11.42% | 15.47% | 26.95% | -26.46% | 12.45% | 32.22% | 28.03% | -9.37% | 18.11% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VEXAX and BTC-USD is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.15 |
Over the past year, VEXAX and BTC-USD have become more correlated (0.42) than their long-term average of 0.15, meaning their price movements have been converging.
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Return for Risk
VEXAX vs. BTC-USD — Risk / Return Rank
VEXAX
BTC-USD
VEXAX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Bitcoin (BTC-USD). 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.
| VEXAX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.44 | ||
| Sortino ratioReturn per unit of downside risk | +3.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.86 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | -0.80 | +3.34 |
| Martin ratioReturn relative to average drawdown | 8.96 | -1.42 | +10.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VEXAX | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | -0.95 | +2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.20 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.87 | -0.35 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 1.13 | -0.76 |
Drawdowns
VEXAX vs. BTC-USD - Drawdown Comparison
The maximum VEXAX drawdown since its inception was -58.08%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VEXAX and BTC-USD.
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Drawdown Indicators
| VEXAX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.08% | -85.30% | +27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.25% | -51.21% | +40.96% |
Max Drawdown (3Y)Largest decline over 3 years | -26.84% | -51.21% | +24.37% |
Max Drawdown (5Y)Largest decline over 5 years | -36.33% | -76.67% | +40.34% |
Max Drawdown (10Y)Largest decline over 10 years | -41.62% | -83.80% | +42.18% |
Current DrawdownCurrent decline from peak | -3.30% | -49.86% | +46.56% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -42.32% | +30.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 34.46% | -31.56% |
Volatility
VEXAX vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) is 5.84%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VEXAX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEXAX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 11.59% | -5.75% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 34.53% | -21.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 35.67% | -18.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.39% | 44.95% | -22.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 56.71% | -34.33% |
Frequently Asked Questions
VEXAX and BTC-USD have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to VEXAX (5.84%). In terms of maximum drawdown, VEXAX dropped -58.08% vs BTC-USD's -85.30%.
VEXAX currently has the higher Sharpe Ratio (1.49 vs -0.95), 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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