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VEXRX vs. VSGAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VEXRX and VSGAX is 0.98, 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VEXRX vs. VSGAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Explorer Fund Admiral Shares (VEXRX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
49.91%
254.04%
VEXRX
VSGAX

Key characteristics

Sharpe Ratio

VEXRX:

-0.91

VSGAX:

-0.49

Sortino Ratio

VEXRX:

-1.12

VSGAX:

-0.53

Omega Ratio

VEXRX:

0.85

VSGAX:

0.93

Calmar Ratio

VEXRX:

-0.48

VSGAX:

-0.42

Martin Ratio

VEXRX:

-2.28

VSGAX:

-1.64

Ulcer Index

VEXRX:

8.11%

VSGAX:

6.40%

Daily Std Dev

VEXRX:

20.25%

VSGAX:

21.37%

Max Drawdown

VEXRX:

-61.00%

VSGAX:

-38.70%

Current Drawdown

VEXRX:

-38.73%

VSGAX:

-25.07%

Returns By Period

In the year-to-date period, VEXRX achieves a -17.52% return, which is significantly higher than VSGAX's -18.74% return. Over the past 10 years, VEXRX has underperformed VSGAX with an annualized return of 0.02%, while VSGAX has yielded a comparatively higher 6.20% annualized return.


VEXRX

YTD

-17.52%

1M

-13.50%

6M

-22.40%

1Y

-17.66%

5Y*

6.43%

10Y*

0.02%

VSGAX

YTD

-18.74%

1M

-14.88%

6M

-14.97%

1Y

-9.42%

5Y*

10.81%

10Y*

6.20%

*Annualized

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VEXRX vs. VSGAX - Expense Ratio Comparison

VEXRX has a 0.29% expense ratio, which is higher than VSGAX's 0.07% expense ratio.


Expense ratio chart for VEXRX: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEXRX: 0.29%
Expense ratio chart for VSGAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSGAX: 0.07%

Risk-Adjusted Performance

VEXRX vs. VSGAX — Risk-Adjusted Performance Rank

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

VEXRX
The Risk-Adjusted Performance Rank of VEXRX is 22
Overall Rank
The Sharpe Ratio Rank of VEXRX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXRX is 11
Sortino Ratio Rank
The Omega Ratio Rank of VEXRX is 33
Omega Ratio Rank
The Calmar Ratio Rank of VEXRX is 66
Calmar Ratio Rank
The Martin Ratio Rank of VEXRX is 00
Martin Ratio Rank

VSGAX
The Risk-Adjusted Performance Rank of VSGAX is 1111
Overall Rank
The Sharpe Ratio Rank of VSGAX is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of VSGAX is 1313
Sortino Ratio Rank
The Omega Ratio Rank of VSGAX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of VSGAX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of VSGAX is 66
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.

VEXRX vs. VSGAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Explorer Fund Admiral Shares (VEXRX) and Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX). 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 chart of Sharpe ratio for VEXRX, currently valued at -0.91, compared to the broader market-1.000.001.002.003.004.00
VEXRX: -0.91
VSGAX: -0.49
The chart of Sortino ratio for VEXRX, currently valued at -1.12, compared to the broader market-2.000.002.004.006.008.0010.00
VEXRX: -1.12
VSGAX: -0.53
The chart of Omega ratio for VEXRX, currently valued at 0.85, compared to the broader market0.501.001.502.002.503.003.50
VEXRX: 0.85
VSGAX: 0.93
The chart of Calmar ratio for VEXRX, currently valued at -0.48, compared to the broader market0.005.0010.0015.00
VEXRX: -0.48
VSGAX: -0.42
The chart of Martin ratio for VEXRX, currently valued at -2.28, compared to the broader market0.0020.0040.0060.00
VEXRX: -2.28
VSGAX: -1.64

The current VEXRX Sharpe Ratio is -0.91, which is lower than the VSGAX Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VEXRX and VSGAX, 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.91
-0.49
VEXRX
VSGAX

Dividends

VEXRX vs. VSGAX - Dividend Comparison

VEXRX's dividend yield for the trailing twelve months is around 0.66%, which matches VSGAX's 0.66% yield.


TTM20242023202220212020201920182017201620152014
VEXRX
Vanguard Explorer Fund Admiral Shares
0.66%0.55%0.62%0.51%0.36%0.23%0.39%0.51%0.50%0.50%0.51%0.37%
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.66%0.54%0.68%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%1.01%

Drawdowns

VEXRX vs. VSGAX - Drawdown Comparison

The maximum VEXRX drawdown since its inception was -61.00%, which is greater than VSGAX's maximum drawdown of -38.70%. Use the drawdown chart below to compare losses from any high point for VEXRX and VSGAX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-38.73%
-25.07%
VEXRX
VSGAX

Volatility

VEXRX vs. VSGAX - Volatility Comparison

The current volatility for Vanguard Explorer Fund Admiral Shares (VEXRX) is 10.55%, while Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a volatility of 11.28%. This indicates that VEXRX experiences smaller price fluctuations and is considered to be less risky than VSGAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.55%
11.28%
VEXRX
VSGAX