VEXMX vs. WSMDX

In the year-to-date period, VEXMX achieves a -14.45% return, which is significantly higher than WSMDX's -16.70% return. Over the past 10 years, VEXMX has outperformed WSMDX with an annualized return of 6.98%, while WSMDX has yielded a comparatively lower 1.01% annualized return.

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VEXMX has a 0.19% expense ratio, which is lower than WSMDX's 1.10% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund (VEXMX) and William Blair Small-Mid Cap Growth Fund (WSMDX). 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.

The current VEXMX Sharpe Ratio is 0.00, which is higher than the WSMDX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of VEXMX and WSMDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VEXMX's dividend yield for the trailing twelve months is around 1.22%, while WSMDX has not paid dividends to shareholders.

The maximum VEXMX drawdown since its inception was -58.17%, roughly equal to the maximum WSMDX drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for VEXMX and WSMDX. For additional features, visit the drawdowns tool.

Vanguard Extended Market Index Fund (VEXMX) has a higher volatility of 15.26% compared to William Blair Small-Mid Cap Growth Fund (WSMDX) at 13.88%. This indicates that VEXMX's price experiences larger fluctuations and is considered to be riskier than WSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.