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

Correlation

The correlation between VEXPX and VTSAX is 0.92, 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

VEXPX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Explorer Fund Investor Shares (VEXPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.24%
8.77%
VEXPX
VTSAX

Key characteristics

Sharpe Ratio

VEXPX:

0.76

VTSAX:

1.90

Sortino Ratio

VEXPX:

1.14

VTSAX:

2.54

Omega Ratio

VEXPX:

1.14

VTSAX:

1.35

Calmar Ratio

VEXPX:

0.40

VTSAX:

2.87

Martin Ratio

VEXPX:

4.19

VTSAX:

12.36

Ulcer Index

VEXPX:

3.00%

VTSAX:

1.99%

Daily Std Dev

VEXPX:

16.62%

VTSAX:

12.93%

Max Drawdown

VEXPX:

-61.17%

VTSAX:

-55.34%

Current Drawdown

VEXPX:

-21.40%

VTSAX:

-4.05%

Returns By Period

In the year-to-date period, VEXPX achieves a 10.28% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VEXPX has underperformed VTSAX with an annualized return of 3.13%, while VTSAX has yielded a comparatively higher 12.46% annualized return.


VEXPX

YTD

10.28%

1M

-2.31%

6M

6.78%

1Y

11.08%

5Y*

3.44%

10Y*

3.13%

VTSAX

YTD

23.58%

1M

-0.42%

6M

8.49%

1Y

23.68%

5Y*

13.88%

10Y*

12.46%

Compare stocks, funds, or ETFs

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


VEXPX vs. VTSAX - Expense Ratio Comparison

VEXPX has a 0.40% expense ratio, which is higher than VTSAX's 0.04% expense ratio.


VEXPX
Vanguard Explorer Fund Investor Shares
Expense ratio chart for VEXPX: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
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

VEXPX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Investor Shares (VEXPX) 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 VEXPX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.761.90
The chart of Sortino ratio for VEXPX, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.0010.001.142.54
The chart of Omega ratio for VEXPX, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.003.501.141.35
The chart of Calmar ratio for VEXPX, currently valued at 0.40, compared to the broader market0.002.004.006.008.0010.0012.0014.000.402.87
The chart of Martin ratio for VEXPX, currently valued at 4.19, compared to the broader market0.0020.0040.0060.004.1912.36
VEXPX
VTSAX

The current VEXPX Sharpe Ratio is 0.76, which is lower than the VTSAX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of VEXPX 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.76
1.90
VEXPX
VTSAX

Dividends

VEXPX vs. VTSAX - Dividend Comparison

VEXPX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.28%.


TTM20232022202120202019201820172016201520142013
VEXPX
Vanguard Explorer Fund Investor Shares
0.00%0.52%0.39%0.22%0.12%0.28%0.34%0.50%0.37%0.34%0.16%0.04%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VEXPX vs. VTSAX - Drawdown Comparison

The maximum VEXPX drawdown since its inception was -61.17%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VEXPX and VTSAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-21.40%
-4.05%
VEXPX
VTSAX

Volatility

VEXPX vs. VTSAX - Volatility Comparison

Vanguard Explorer Fund Investor Shares (VEXPX) has a higher volatility of 5.37% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.93%. This indicates that VEXPX'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%JulyAugustSeptemberOctoberNovemberDecember
5.37%
3.93%
VEXPX
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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