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

Correlation

The correlation between VEXAX and VIEIX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VEXAX vs. VIEIX - 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 Extended Market Index Fund Institutional Shares (VIEIX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
565.65%
555.74%
VEXAX
VIEIX

Key characteristics

Sharpe Ratio

VEXAX:

0.21

VIEIX:

0.21

Sortino Ratio

VEXAX:

0.47

VIEIX:

0.47

Omega Ratio

VEXAX:

1.06

VIEIX:

1.06

Calmar Ratio

VEXAX:

0.19

VIEIX:

0.19

Martin Ratio

VEXAX:

0.66

VIEIX:

0.67

Ulcer Index

VEXAX:

7.74%

VIEIX:

7.74%

Daily Std Dev

VEXAX:

24.26%

VIEIX:

24.26%

Max Drawdown

VEXAX:

-58.08%

VIEIX:

-58.03%

Current Drawdown

VEXAX:

-17.50%

VIEIX:

-17.49%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VEXAX at -10.33% and VIEIX at -10.33%. Both investments have delivered pretty close results over the past 10 years, with VEXAX having a 7.68% annualized return and VIEIX not far ahead at 7.69%.


VEXAX

YTD

-10.33%

1M

-6.30%

6M

-7.22%

1Y

3.47%

5Y*

12.80%

10Y*

7.68%

VIEIX

YTD

-10.33%

1M

-6.30%

6M

-7.23%

1Y

3.48%

5Y*

12.81%

10Y*

7.69%

*Annualized

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VEXAX vs. VIEIX - Expense Ratio Comparison

VEXAX has a 0.06% expense ratio, which is higher than VIEIX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for VEXAX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEXAX: 0.06%
Expense ratio chart for VIEIX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIEIX: 0.05%

Risk-Adjusted Performance

VEXAX vs. VIEIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VEXAX
The Risk-Adjusted Performance Rank of VEXAX is 3939
Overall Rank
The Sharpe Ratio Rank of VEXAX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXAX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VEXAX is 3939
Omega Ratio Rank
The Calmar Ratio Rank of VEXAX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VEXAX is 3737
Martin Ratio Rank

VIEIX
The Risk-Adjusted Performance Rank of VIEIX is 3939
Overall Rank
The Sharpe Ratio Rank of VIEIX is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VIEIX is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VIEIX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VIEIX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of VIEIX is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VEXAX vs. VIEIX - 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 Extended Market Index Fund Institutional Shares (VIEIX). 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.


The chart of Sharpe ratio for VEXAX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.00
VEXAX: 0.21
VIEIX: 0.21
The chart of Sortino ratio for VEXAX, currently valued at 0.47, compared to the broader market-2.000.002.004.006.008.00
VEXAX: 0.47
VIEIX: 0.47
The chart of Omega ratio for VEXAX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.00
VEXAX: 1.06
VIEIX: 1.06
The chart of Calmar ratio for VEXAX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.00
VEXAX: 0.19
VIEIX: 0.19
The chart of Martin ratio for VEXAX, currently valued at 0.66, compared to the broader market0.0010.0020.0030.0040.0050.00
VEXAX: 0.66
VIEIX: 0.67

The current VEXAX Sharpe Ratio is 0.21, which is comparable to the VIEIX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of VEXAX and VIEIX, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.21
0.21
VEXAX
VIEIX

Dividends

VEXAX vs. VIEIX - Dividend Comparison

VEXAX's dividend yield for the trailing twelve months is around 1.31%, which matches VIEIX's 1.32% yield.


TTM20242023202220212020201920182017201620152014
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.31%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
1.32%1.10%1.28%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%1.34%

Drawdowns

VEXAX vs. VIEIX - Drawdown Comparison

The maximum VEXAX drawdown since its inception was -58.08%, roughly equal to the maximum VIEIX drawdown of -58.03%. Use the drawdown chart below to compare losses from any high point for VEXAX and VIEIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.50%
-17.49%
VEXAX
VIEIX

Volatility

VEXAX vs. VIEIX - Volatility Comparison

Vanguard Extended Market Index Fund Admiral Shares (VEXAX) and Vanguard Extended Market Index Fund Institutional Shares (VIEIX) have volatilities of 15.84% and 15.84%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.84%
15.84%
VEXAX
VIEIX