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VEXAX vs. EPI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VEXAX vs. EPI

Last updated Jun 9, 2026

VEXAX (Vanguard Extended Market Index Fund Admiral Shares) and EPI (WisdomTree India Earnings Fund) are both funds - VEXAX is a Mid Cap Blend Equities fund managed by Vanguard, while EPI is a Asia Pacific Equities fund tracking the WisdomTree India Earnings Index. Over the past 10 years, VEXAX returned 11.69%/yr vs 9.04%/yr for EPI. A 0.56 correlation means they provide meaningful diversification when combined. VEXAX charges 0.06%/yr vs 0.84%/yr for EPI.

Performance

VEXAX vs. EPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and WisdomTree India Earnings Fund (EPI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VEXAX achieves a 11.26% return, which is significantly higher than EPI's -10.46% return. Over the past 10 years, VEXAX has outperformed EPI with an annualized return of 11.69%, while EPI has yielded a comparatively lower 9.04% 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%

EPI

1D
-0.17%
1M
-5.15%
YTD
-10.46%
6M
-7.79%
1Y
-11.22%
3Y*
7.35%
5Y*
5.30%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VEXAX vs. EPI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
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%
EPI
WisdomTree India Earnings Fund		-10.46%2.25%10.70%26.03%-4.74%26.41%18.55%1.53%-9.88%39.14%

Correlation

The correlation between VEXAX and EPI is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

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

0.43

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

0.49

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

0.48

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2008

0.56

The correlation between VEXAX and EPI shifts across timeframes, from 0.39 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

VEXAX vs. EPI - Sectors Allocation Comparison

Sectors
VEXAX
EPI

Technology

19.8%
8.3%

Industrials

19.3%
9.7%

Financial Services

14.6%
23.4%

Healthcare

13.3%
5.5%

Consumer Cyclical

9.7%
7.5%

Real Estate

6.0%
0.9%

Energy

5.1%
17.3%

Basic Materials

4.2%
13.5%

Communication Services

3.3%
2.0%

Consumer Defensive

2.7%
3.5%

Utilities

2.0%
8.4%

Technology

VEXAX
19.8%
EPI
8.3%

Industrials

VEXAX
19.3%
EPI
9.7%

Financial Services

VEXAX
14.6%
EPI
23.4%

Healthcare

VEXAX
13.3%
EPI
5.5%

Consumer Cyclical

VEXAX
9.7%
EPI
7.5%

Real Estate

VEXAX
6.0%
EPI
0.9%

Energy

VEXAX
5.1%
EPI
17.3%

Basic Materials

VEXAX
4.2%
EPI
13.5%

Communication Services

VEXAX
3.3%
EPI
2.0%

Consumer Defensive

VEXAX
2.7%
EPI
3.5%

Utilities

VEXAX
2.0%
EPI
8.4%

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Vanguard Extended Market Index Fund Admiral Shares

WisdomTree India Earnings Fund

Often compared with VEXAX:
VEXAX vs. VIMAXVEXAX vs. VIEIXVEXAX vs. VOOVEXAX vs. VEMAXVEXAX vs. VTIVEXAX vs. VINIXVEXAX vs. VASVX
Often compared with EPI:
EPI vs. INDAEPI vs. FLINEPI vs. INDYEPI vs. SMINEPI vs. NFTYEPI vs. INCOEPI vs. GLIN

Return for Risk

VEXAX vs. EPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VEXAX
VEXAX Risk / Return Rank: 3535
Overall Rank
VEXAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VEXAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
VEXAX Omega Ratio Rank: 2727
Omega Ratio Rank
VEXAX Calmar Ratio Rank: 4848
Calmar Ratio Rank
VEXAX Martin Ratio Rank: 4444
Martin Ratio Rank
EPI
EPI Risk / Return Rank: 33
Overall Rank
EPI Sharpe Ratio Rank: 33
Sharpe Ratio Rank
EPI Sortino Ratio Rank: 33
Sortino Ratio Rank
EPI Omega Ratio Rank: 33
Omega Ratio Rank
EPI Calmar Ratio Rank: 44
Calmar Ratio Rank
EPI Martin Ratio Rank: 11
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.

VEXAX vs. EPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and WisdomTree India Earnings Fund (EPI). 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.

VEXAXEPIDifference
Sharpe ratioReturn per unit of total volatility
1.49
-0.75

+2.24

Sortino ratioReturn per unit of downside risk
2.10
-1.00

+3.10

Omega ratioGain probability vs. loss probability

1.26

0.89

+0.37

Calmar ratioReturn relative to maximum drawdown

2.54

-0.67

+3.21

Martin ratioReturn relative to average drawdown

8.96

-1.61

+10.56

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEXAX vs. EPI - Sharpe Ratio Comparison

The current VEXAX Sharpe Ratio is 1.49, which is higher than the EPI Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of VEXAX and EPI, 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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Sharpe Ratios by Period

VEXAXEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

-0.75

+2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.33

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.45

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.13

+0.24

Drawdowns

VEXAX vs. EPI - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, smaller than the maximum EPI drawdown of -66.21%. Use the drawdown chart below to compare losses from any high point for VEXAX and EPI.

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Drawdown Indicators

VEXAXEPIDifference

Max Drawdown

Largest peak-to-trough decline

-58.08%

-66.21%

+8.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-16.88%

+6.63%

Max Drawdown (3Y)

Largest decline over 3 years

-26.84%

-21.89%

-4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-21.89%

-14.44%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-50.29%

+8.67%

Current Drawdown

Current decline from peak

-3.30%

-18.22%

+14.92%

Average Drawdown

Average peak-to-trough decline

-12.18%

-18.65%

+6.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

7.00%

-4.10%

Volatility

VEXAX vs. EPI - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a higher volatility of 5.84% compared to WisdomTree India Earnings Fund (EPI) at 4.88%. This indicates that VEXAX's price experiences larger fluctuations and is considered to be riskier than EPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VEXAXEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

4.88%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

12.93%

12.90%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

17.53%

15.03%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.39%

16.22%

+6.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.38%

20.36%

+2.02%

VEXAX vs. EPI - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is lower than EPI's 0.84% expense ratio.

Dividends

VEXAX vs. EPI - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.04%, while EPI has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EPI
WisdomTree India Earnings Fund		0.00%0.00%0.27%0.15%6.01%1.18%0.78%1.17%1.18%0.85%1.05%1.20%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares		1.04%1.14%1.09%1.25%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions

VEXAX and EPI have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VEXAX has higher volatility (5.84%) compared to EPI (4.88%). In terms of maximum drawdown, VEXAX dropped -58.08% vs EPI's -66.21%.

VEXAX currently has the higher Sharpe Ratio (1.49 vs -0.75), 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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