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VEXAX vs. VASVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEXAX and VASVX is 0.88, 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.


-0.50.00.51.00.9

Performance

VEXAX vs. VASVX - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
14.80%
-8.40%
VEXAX
VASVX

Key characteristics

Sharpe Ratio

VEXAX:

1.06

VASVX:

-0.53

Sortino Ratio

VEXAX:

1.53

VASVX:

-0.51

Omega Ratio

VEXAX:

1.19

VASVX:

0.90

Calmar Ratio

VEXAX:

1.03

VASVX:

-0.57

Martin Ratio

VEXAX:

5.93

VASVX:

-3.25

Ulcer Index

VEXAX:

3.26%

VASVX:

3.52%

Daily Std Dev

VEXAX:

18.25%

VASVX:

21.54%

Max Drawdown

VEXAX:

-58.09%

VASVX:

-59.04%

Current Drawdown

VEXAX:

-7.75%

VASVX:

-19.98%

Returns By Period

In the year-to-date period, VEXAX achieves a 17.21% return, which is significantly higher than VASVX's -7.16% return. Over the past 10 years, VEXAX has outperformed VASVX with an annualized return of 9.55%, while VASVX has yielded a comparatively lower 0.83% annualized return.


VEXAX

YTD

17.21%

1M

-1.55%

6M

14.42%

1Y

17.51%

5Y*

9.99%

10Y*

9.55%

VASVX

YTD

-7.16%

1M

-16.78%

6M

-8.27%

1Y

-6.71%

5Y*

1.01%

10Y*

0.83%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VEXAX vs. VASVX - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is lower than VASVX's 0.32% expense ratio.


VASVX
Vanguard Selected Value Fund
Expense ratio chart for VASVX: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%
Expense ratio chart for VEXAX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VEXAX vs. VASVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Selected Value Fund (VASVX). 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 VEXAX, currently valued at 1.06, compared to the broader market-1.000.001.002.003.004.001.06-0.53
The chart of Sortino ratio for VEXAX, currently valued at 1.53, compared to the broader market-2.000.002.004.006.008.0010.001.53-0.51
The chart of Omega ratio for VEXAX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.190.90
The chart of Calmar ratio for VEXAX, currently valued at 1.03, compared to the broader market0.005.0010.0015.001.03-0.57
The chart of Martin ratio for VEXAX, currently valued at 5.93, compared to the broader market0.0020.0040.0060.005.93-3.25
VEXAX
VASVX

The current VEXAX Sharpe Ratio is 1.06, which is higher than the VASVX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of VEXAX and VASVX, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.06
-0.53
VEXAX
VASVX

Dividends

VEXAX vs. VASVX - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 0.79%, while VASVX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
0.79%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.13%
VASVX
Vanguard Selected Value Fund
0.00%1.71%1.76%1.28%1.39%1.66%2.25%1.35%1.74%1.71%1.42%1.17%

Drawdowns

VEXAX vs. VASVX - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.09%, roughly equal to the maximum VASVX drawdown of -59.04%. Use the drawdown chart below to compare losses from any high point for VEXAX and VASVX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.75%
-19.98%
VEXAX
VASVX

Volatility

VEXAX vs. VASVX - Volatility Comparison

The current volatility for Vanguard Extended Market Index Fund Admiral Shares (VEXAX) is 6.30%, while Vanguard Selected Value Fund (VASVX) has a volatility of 17.07%. This indicates that VEXAX experiences smaller price fluctuations and is considered to be less risky than VASVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
6.30%
17.07%
VEXAX
VASVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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