VEXRX vs. OTCFX
VEXRX (Vanguard Explorer Fund Admiral Shares) and OTCFX (T. Rowe Price Small-Cap Stock Fund) are both Small Cap Growth Equities funds. Over the past 10 years, VEXRX returned 13.09%/yr vs 11.57%/yr for OTCFX. With a 0.97 correlation, they move nearly in lockstep. VEXRX charges 0.29%/yr vs 0.85%/yr for OTCFX.
Performance
VEXRX vs. OTCFX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with VEXRX having a 15.89% return and OTCFX slightly lower at 15.23%. Over the past 10 years, VEXRX has outperformed OTCFX with an annualized return of 13.09%, while OTCFX has yielded a comparatively lower 11.57% annualized return.
VEXRX
- 1D
- -1.33%
- 1M
- 0.43%
- 6M
- 9.80%
- YTD
- 15.89%
- 1Y
- 23.93%
- 3Y*
- 15.30%
- 5Y*
- 7.09%
- 10Y*
- 13.09%
OTCFX
- 1D
- -1.09%
- 1M
- 1.58%
- 6M
- 8.61%
- YTD
- 15.23%
- 1Y
- 22.45%
- 3Y*
- 13.89%
- 5Y*
- 5.48%
- 10Y*
- 11.57%
VEXRX vs. OTCFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VEXRX Vanguard Explorer Fund Admiral Shares | 15.89% | 7.19% | 17.40% | 19.90% | -23.23% | 16.07% | 31.51% | 31.42% | -2.34% | 22.64% |
OTCFX T. Rowe Price Small-Cap Stock Fund | 15.23% | 8.37% | 11.48% | 17.56% | -23.47% | 17.07% | 25.05% | 33.61% | -3.39% | 15.13% |
Correlation
The correlation between VEXRX and OTCFX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2001 | 0.97 |
The correlation between VEXRX and OTCFX has been stable across timeframes, ranging from 0.91 to 0.97 - a consistent structural relationship.
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Return for Risk
VEXRX vs. OTCFX — Risk / Return Rank
VEXRX
OTCFX
VEXRX vs. OTCFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Admiral Shares (VEXRX) and T. Rowe Price Small-Cap Stock Fund (OTCFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VEXRX | OTCFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.42 | 2.21 | +0.21 |
| Martin ratioReturn relative to average drawdown | 9.24 | 8.25 | +1.00 |
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Drawdowns
VEXRX vs. OTCFX - Drawdown Comparison
The maximum VEXRX drawdown since its inception was -57.26%, roughly equal to the maximum OTCFX drawdown of -56.37%. Use the drawdown chart below to compare losses from any high point for VEXRX and OTCFX.
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Drawdown Indicators
| VEXRX | OTCFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.26% | -56.37% | -0.89% |
Max Drawdown (1Y)Largest decline over 1 year | -10.16% | -10.75% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -24.35% | -23.51% | -0.84% |
Max Drawdown (5Y)Largest decline over 5 years | -32.67% | -32.44% | -0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -39.86% | -37.71% | -2.15% |
Current DrawdownCurrent decline from peak | -3.75% | -4.12% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -9.90% | -8.21% | -1.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.66% | 2.85% | -0.19% |
Volatility
VEXRX vs. OTCFX - Volatility Comparison
Vanguard Explorer Fund Admiral Shares (VEXRX) and T. Rowe Price Small-Cap Stock Fund (OTCFX) have volatilities of 5.84% and 5.77%, 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
| VEXRX | OTCFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 5.77% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.74% | 14.67% | -0.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.94% | 18.68% | -0.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.46% | 20.17% | +1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.79% | 20.40% | +1.39% |
VEXRX vs. OTCFX - Expense Ratio Comparison
VEXRX has a 0.29% expense ratio, which is lower than OTCFX's 0.85% expense ratio.
Dividends
VEXRX vs. OTCFX - Dividend Comparison
VEXRX's dividend yield for the trailing twelve months is around 6.51%, more than OTCFX's 6.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OTCFX T. Rowe Price Small-Cap Stock Fund | 6.18% | 7.13% | 16.00% | 3.80% | 4.12% | 7.08% | 2.28% | 5.35% | 12.43% | 8.39% | 1.89% | 10.93% |
VEXRX Vanguard Explorer Fund Admiral Shares | 6.51% | 7.54% | 12.72% | 0.89% | 5.22% | 16.17% | 6.76% | 5.08% | 11.13% | 11.46% | 4.63% | 10.89% |
Frequently Asked Questions
With a correlation of 0.91, VEXRX and OTCFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VEXRX has higher volatility (5.84%) compared to OTCFX (5.77%). In terms of maximum drawdown, VEXRX dropped -57.26% vs OTCFX's -56.37%.
VEXRX currently has the higher Sharpe Ratio (1.37 vs 1.27), 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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