VEXMX vs. VTIAX
VEXMX (Vanguard Extended Market Index Fund) and VTIAX (Vanguard Total International Stock Index Fund Admiral Shares) are both mutual funds - VEXMX is a Mid Cap Growth Equities fund managed by Vanguard, while VTIAX is a Foreign Large Cap Equities fund tracking the FTSE Global All Cap ex US Index. Over the past 10 years, VEXMX returned 12.01%/yr vs 9.85%/yr for VTIAX. A 0.76 correlation means they provide meaningful diversification when combined. VEXMX charges 0.19%/yr vs 0.09%/yr for VTIAX.
Performance
VEXMX vs. VTIAX - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with VEXMX having a 14.86% return and VTIAX slightly higher at 15.40%. Over the past 10 years, VEXMX has outperformed VTIAX with an annualized return of 12.01%, while VTIAX has yielded a comparatively lower 9.85% annualized return.
VEXMX
- 1D
- 1.07%
- 1M
- 5.79%
- YTD
- 14.86%
- 6M
- 13.58%
- 1Y
- 29.96%
- 3Y*
- 19.77%
- 5Y*
- 6.66%
- 10Y*
- 12.01%
VTIAX
- 1D
- 0.60%
- 1M
- 5.53%
- YTD
- 15.40%
- 6M
- 18.19%
- 1Y
- 33.34%
- 3Y*
- 19.78%
- 5Y*
- 8.81%
- 10Y*
- 9.85%
VEXMX vs. VTIAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 14.86% | 10.93% | 15.05% | 26.79% | -26.56% | 12.31% | 32.43% | 27.87% | -9.48% | 17.94% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 15.40% | 32.18% | 5.34% | 15.28% | -16.02% | 8.59% | 11.27% | 21.52% | -14.46% | 27.54% |
Correlation
The correlation between VEXMX and VTIAX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2010 | 0.76 |
The correlation between VEXMX and VTIAX has been stable across timeframes, ranging from 0.73 to 0.76 - a consistent structural relationship.
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Return for Risk
VEXMX vs. VTIAX — Risk / Return Rank
VEXMX
VTIAX
VEXMX vs. VTIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX). 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 | VTIAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.43 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.91 | +0.20 |
| Martin ratioReturn relative to average drawdown | 10.99 | 11.49 | -0.51 |
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 | VTIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 2.31 | -0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.59 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.62 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.44 | +0.10 |
Drawdowns
VEXMX vs. VTIAX - Drawdown Comparison
The maximum VEXMX drawdown since its inception was -58.17%, which is greater than VTIAX's maximum drawdown of -35.83%. Use the drawdown chart below to compare losses from any high point for VEXMX and VTIAX.
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Drawdown Indicators
| VEXMX | VTIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.17% | -35.83% | -22.34% |
Max Drawdown (1Y)Largest decline over 1 year | -10.27% | -11.28% | +1.01% |
Max Drawdown (3Y)Largest decline over 3 years | -27.09% | -13.13% | -13.96% |
Max Drawdown (5Y)Largest decline over 5 years | -36.38% | -29.56% | -6.82% |
Max Drawdown (10Y)Largest decline over 10 years | -41.63% | -35.83% | -5.80% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -11.15% | -8.08% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.90% | 2.85% | +0.05% |
Volatility
VEXMX vs. VTIAX - Volatility Comparison
Vanguard Extended Market Index Fund (VEXMX) and Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) have volatilities of 4.69% and 4.80%, 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.
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Volatility by Period
| VEXMX | VTIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.69% | 4.80% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.46% | 11.90% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 14.22% | +2.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 15.04% | +7.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.39% | 15.93% | +6.46% |
VEXMX vs. VTIAX - Expense Ratio Comparison
VEXMX has a 0.19% expense ratio, which is higher than VTIAX's 0.09% 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%.
Dividends
VEXMX vs. VTIAX - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 0.89%, less than VTIAX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 0.89% | 0.74% | 0.74% | 1.14% | 1.00% | 0.99% | 1.19% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.60% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
Frequently Asked Questions
VEXMX and VTIAX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTIAX has higher volatility (4.80%) compared to VEXMX (4.69%). In terms of maximum drawdown, VEXMX dropped -58.17% vs VTIAX's -35.83%.
VTIAX currently has the higher Sharpe Ratio (2.31 vs 1.86), 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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