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VEXMX vs. VFINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VEXMX vs. VFINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund (VEXMX) and Vanguard 500 Index Fund Investor Shares (VFINX). The values are adjusted to include any dividend payments, if applicable.

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VEXMX vs. VFINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VEXMX
Vanguard Extended Market Index Fund
-4.57%10.93%15.05%26.79%-26.56%12.31%32.43%27.87%-9.48%17.94%
VFINX
Vanguard 500 Index Fund Investor Shares
-4.37%17.71%24.84%26.12%-18.24%28.53%18.20%31.33%-4.55%21.66%

Returns By Period

The year-to-date returns for both investments are quite close, with VEXMX having a -4.57% return and VFINX slightly higher at -4.37%. Over the past 10 years, VEXMX has underperformed VFINX with an annualized return of 10.38%, while VFINX has yielded a comparatively higher 13.92% annualized 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%

VFINX

1D
2.92%
1M
-5.04%
YTD
-4.37%
6M
-2.20%
1Y
17.19%
3Y*
18.15%
5Y*
11.64%
10Y*
13.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VEXMX vs. VFINX - Expense Ratio Comparison

VEXMX has a 0.19% expense ratio, which is higher than VFINX's 0.14% 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%.


Return for Risk

VEXMX vs. VFINX — Risk / Return Rank

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

VEXMX
VEXMX Risk / Return Rank: 3434
Overall Rank
VEXMX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VEXMX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VEXMX Omega Ratio Rank: 3232
Omega Ratio Rank
VEXMX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEXMX Martin Ratio Rank: 3737
Martin Ratio Rank

VFINX
VFINX Risk / Return Rank: 5959
Overall Rank
VFINX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VFINX Sortino Ratio Rank: 5252
Sortino Ratio Rank
VFINX Omega Ratio Rank: 5555
Omega Ratio Rank
VFINX Calmar Ratio Rank: 6363
Calmar Ratio Rank
VFINX Martin Ratio Rank: 7575
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.

VEXMX vs. VFINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Vanguard 500 Index Fund Investor Shares (VFINX). 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.


VEXMXVFINXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.97

-0.25

Sortino ratio

Return per unit of downside risk

1.15

1.48

-0.33

Omega ratio

Gain probability vs. loss probability

1.16

1.23

-0.07

Calmar ratio

Return relative to maximum drawdown

0.94

1.51

-0.57

Martin ratio

Return relative to average drawdown

3.86

7.24

-3.38

VEXMX vs. VFINX - Sharpe Ratio Comparison

The current VEXMX Sharpe Ratio is 0.72, which is comparable to the VFINX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VEXMX and VFINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VEXMXVFINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.97

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.69

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.77

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.60

-0.08

Correlation

The correlation between VEXMX and VFINX is 0.85, 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.


Dividends

VEXMX vs. VFINX - Dividend Comparison

VEXMX's dividend yield for the trailing twelve months is around 1.07%, which matches VFINX's 1.08% yield.


TTM20252024202320222021202020192018201720162015
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%
VFINX
Vanguard 500 Index Fund Investor Shares
1.08%1.02%1.14%1.36%1.57%1.15%1.45%1.77%1.94%1.69%1.92%1.99%

Drawdowns

VEXMX vs. VFINX - Drawdown Comparison

The maximum VEXMX drawdown since its inception was -58.17%, which is greater than VFINX's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VEXMX and VFINX.


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Drawdown Indicators


VEXMXVFINXDifference

Max Drawdown

Largest peak-to-trough decline

-58.17%

-55.25%

-2.92%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-12.12%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-36.38%

-24.59%

-11.79%

Max Drawdown (10Y)

Largest decline over 10 years

-41.63%

-33.83%

-7.80%

Current Drawdown

Current decline from peak

-10.27%

-6.26%

-4.01%

Average Drawdown

Average peak-to-trough decline

-11.19%

-8.31%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.53%

+1.02%

Volatility

VEXMX vs. VFINX - Volatility Comparison

Vanguard Extended Market Index Fund (VEXMX) has a higher volatility of 6.02% compared to Vanguard 500 Index Fund Investor Shares (VFINX) at 5.35%. This indicates that VEXMX's price experiences larger fluctuations and is considered to be riskier than VFINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VEXMXVFINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.35%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

9.53%

+3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

18.32%

+4.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

16.91%

+5.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.33%

18.05%

+4.28%