VEXMX vs. VTSAX
Compare and contrast key facts about Vanguard Extended Market Index Fund (VEXMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VEXMX is managed by Vanguard. It was launched on Dec 21, 1987. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VEXMX or VTSAX.
Key characteristics
| VEXMX | VTSAX | |
|---|---|---|
| YTD Return | 19.87% | 25.21% |
| 1Y Return | 35.23% | 34.00% |
| 3Y Return (Ann) | 0.72% | 8.41% |
| 5Y Return (Ann) | 11.22% | 14.96% |
| 10Y Return (Ann) | 9.86% | 12.80% |
| Sharpe Ratio | 1.99 | 2.75 |
| Sortino Ratio | 2.76 | 3.67 |
| Omega Ratio | 1.34 | 1.51 |
| Calmar Ratio | 1.38 | 4.00 |
| Martin Ratio | 11.23 | 17.55 |
| Ulcer Index | 3.18% | 1.95% |
| Daily Std Dev | 17.90% | 12.47% |
| Max Drawdown | -58.17% | -55.34% |
| Current Drawdown | -2.85% | -1.13% |
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.
Performance
VEXMX vs. VTSAX - Performance Comparison
In the year-to-date period, VEXMX achieves a 19.87% return, which is significantly lower than VTSAX's 25.21% return. Over the past 10 years, VEXMX has underperformed VTSAX with an annualized return of 9.86%, while VTSAX has yielded a comparatively higher 12.80% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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%.
Risk-Adjusted Performance
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.
Dividends
VEXMX vs. VTSAX - Dividend Comparison
VEXMX's dividend yield for the trailing twelve months is around 1.00%, less than VTSAX's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VEXMX Vanguard Extended Market Index Fund | 1.00% | 1.15% | 1.00% | 0.99% | 0.97% | 1.18% | 1.52% | 1.12% | 1.31% | 1.20% | 1.17% | 0.96% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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.
Volatility
VEXMX vs. VTSAX - Volatility Comparison
Vanguard Extended Market Index Fund (VEXMX) has a higher volatility of 6.13% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.01%. 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.