VEXMX vs. DISV
Compare and contrast key facts about Vanguard Extended Market Index Fund (VEXMX) and Dimensional International Small Cap Value ETF (DISV).
VEXMX is managed by Vanguard. It was launched on Dec 21, 1987. DISV is an actively managed fund by Dimensional. It was launched on Mar 23, 2022.
Performance
VEXMX vs. DISV - Performance Comparison
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VEXMX vs. DISV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | -4.57% | 10.93% | 15.05% | 26.79% | -19.07% |
DISV Dimensional International Small Cap Value ETF | 3.83% | 47.42% | 5.87% | 19.52% | -9.72% |
Returns By Period
In the year-to-date period, VEXMX achieves a -4.57% return, which is significantly lower than DISV's 3.83% return.
VEXMX
- 1D
- -1.03%
- 1M
- -7.76%
- YTD
- -4.57%
- 6M
- -4.46%
- 1Y
- 16.63%
- 3Y*
- 13.43%
- 5Y*
- 3.40%
- 10Y*
- 10.38%
DISV
- 1D
- 3.14%
- 1M
- -8.65%
- YTD
- 3.83%
- 6M
- 11.28%
- 1Y
- 39.51%
- 3Y*
- 21.72%
- 5Y*
- —
- 10Y*
- —
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VEXMX vs. DISV - Expense Ratio Comparison
VEXMX has a 0.19% expense ratio, which is lower than DISV's 0.42% expense ratio.
Return for Risk
VEXMX vs. DISV — Risk / Return Rank
VEXMX
DISV
VEXMX vs. DISV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Dimensional International Small Cap Value ETF (DISV). 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.
| VEXMX | DISV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 2.29 | -1.58 |
Sortino ratioReturn per unit of downside risk | 1.15 | 2.97 | -1.82 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.47 | -0.31 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 2.97 | -2.03 |
Martin ratioReturn relative to average drawdown | 3.86 | 12.04 | -8.17 |
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
| VEXMX | DISV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 2.29 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.86 | -0.35 |
Correlation
The correlation between VEXMX and DISV is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
VEXMX vs. DISV - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 1.07%, less than DISV's 2.55% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 1.07% | 0.74% | 0.74% | 1.14% | 1.00% | 0.99% | 1.19% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% |
DISV Dimensional International Small Cap Value ETF | 2.55% | 2.69% | 2.77% | 2.73% | 1.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
VEXMX vs. DISV - Drawdown Comparison
The maximum VEXMX drawdown since its inception was -58.17%, which is greater than DISV's maximum drawdown of -26.77%. Use the drawdown chart below to compare losses from any high point for VEXMX and DISV.
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Drawdown Indicators
| VEXMX | DISV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -26.77% | -31.40% |
Max Drawdown (1Y)Largest decline over 1 year | -14.63% | -12.69% | -1.94% |
Max Drawdown (5Y)Largest decline over 5 years | -36.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | — | — |
Current DrawdownCurrent decline from peak | -10.27% | -8.65% | -1.62% |
Average DrawdownAverage peak-to-trough decline | -11.19% | -4.95% | -6.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.55% | 3.13% | +0.42% |
Volatility
VEXMX vs. DISV - Volatility Comparison
The current volatility for Vanguard Extended Market Index Fund (VEXMX) is 6.02%, while Dimensional International Small Cap Value ETF (DISV) has a volatility of 7.19%. This indicates that VEXMX experiences smaller price fluctuations and is considered to be less risky than DISV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VEXMX | DISV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.02% | 7.19% | -1.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.07% | 11.05% | +2.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.79% | 17.38% | +5.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 17.41% | +4.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 17.41% | +4.92% |