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VEXMX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEXMX and VTSAX is 0.93, 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

VEXMX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund (VEXMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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%AugustSeptemberOctoberNovemberDecember2025
15.04%
7.64%
VEXMX
VTSAX

Key characteristics

Sharpe Ratio

VEXMX:

1.23

VTSAX:

2.05

Sortino Ratio

VEXMX:

1.76

VTSAX:

2.73

Omega Ratio

VEXMX:

1.22

VTSAX:

1.38

Calmar Ratio

VEXMX:

1.17

VTSAX:

3.12

Martin Ratio

VEXMX:

6.39

VTSAX:

12.85

Ulcer Index

VEXMX:

3.47%

VTSAX:

2.08%

Daily Std Dev

VEXMX:

18.02%

VTSAX:

13.01%

Max Drawdown

VEXMX:

-58.17%

VTSAX:

-55.34%

Current Drawdown

VEXMX:

-7.04%

VTSAX:

-3.37%

Returns By Period

In the year-to-date period, VEXMX achieves a 1.31% return, which is significantly higher than VTSAX's 0.57% return. Over the past 10 years, VEXMX has underperformed VTSAX with an annualized return of 9.56%, while VTSAX has yielded a comparatively higher 12.66% annualized return.


VEXMX

YTD

1.31%

1M

-6.64%

6M

15.04%

1Y

19.89%

5Y*

9.83%

10Y*

9.56%

VTSAX

YTD

0.57%

1M

-3.37%

6M

7.64%

1Y

24.84%

5Y*

13.67%

10Y*

12.66%

*Annualized

Compare stocks, funds, or ETFs

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


VEXMX vs. VTSAX - Expense Ratio Comparison

VEXMX has a 0.19% expense ratio, which is higher than VTSAX's 0.04% 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%.


VEXMX
Vanguard Extended Market Index Fund
Expense ratio chart for VEXMX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VEXMX vs. VTSAX — Risk-Adjusted Performance Rank

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

VEXMX
The Risk-Adjusted Performance Rank of VEXMX is 7272
Overall Rank
The Sharpe Ratio Rank of VEXMX is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXMX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of VEXMX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEXMX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of VEXMX is 7474
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 9191
Overall Rank
The Sharpe Ratio Rank of VTSAX is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 9292
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.

VEXMX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 VEXMX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.001.232.05
The chart of Sortino ratio for VEXMX, currently valued at 1.76, compared to the broader market-2.000.002.004.006.008.001.762.73
The chart of Omega ratio for VEXMX, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.38
The chart of Calmar ratio for VEXMX, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.001.173.12
The chart of Martin ratio for VEXMX, currently valued at 6.39, compared to the broader market0.0010.0020.0030.0040.0050.006.3912.85
VEXMX
VTSAX

The current VEXMX Sharpe Ratio is 1.23, which is lower than the VTSAX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VEXMX and VTSAX, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.23
2.05
VEXMX
VTSAX

Dividends

VEXMX vs. VTSAX - Dividend Comparison

VEXMX's dividend yield for the trailing twelve months is around 0.69%, less than VTSAX's 1.25% yield.


TTM20242023202220212020201920182017201620152014
VEXMX
Vanguard Extended Market Index Fund
0.69%0.70%1.15%1.00%0.99%0.97%1.18%1.52%1.12%1.31%1.20%1.17%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.25%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VEXMX vs. VTSAX - Drawdown Comparison

The maximum VEXMX drawdown since its inception was -58.17%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VEXMX and VTSAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-7.04%
-3.37%
VEXMX
VTSAX

Volatility

VEXMX vs. VTSAX - Volatility Comparison

Vanguard Extended Market Index Fund (VEXMX) has a higher volatility of 6.08% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.64%. This indicates that VEXMX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.08%
4.64%
VEXMX
VTSAX
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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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