VFSAX vs. VSIAX
Compare and contrast key facts about Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
VFSAX is managed by Vanguard. It was launched on Feb 7, 2019. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFSAX or VSIAX.
Key characteristics
| VFSAX | VSIAX | |
|---|---|---|
| YTD Return | 4.31% | 19.09% |
| 1Y Return | 16.44% | 38.31% |
| 3Y Return (Ann) | -2.57% | 6.85% |
| 5Y Return (Ann) | 4.77% | 11.95% |
| Sharpe Ratio | 1.31 | 2.21 |
| Sortino Ratio | 1.84 | 3.15 |
| Omega Ratio | 1.24 | 1.39 |
| Calmar Ratio | 0.75 | 3.13 |
| Martin Ratio | 7.07 | 13.01 |
| Ulcer Index | 2.29% | 2.92% |
| Daily Std Dev | 12.39% | 17.17% |
| Max Drawdown | -39.86% | -45.39% |
| Current Drawdown | -8.80% | -1.24% |
Correlation
The correlation between VFSAX and VSIAX is 0.74, 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
VFSAX vs. VSIAX - Performance Comparison
In the year-to-date period, VFSAX achieves a 4.31% return, which is significantly lower than VSIAX's 19.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFSAX vs. VSIAX - Expense Ratio Comparison
VFSAX has a 0.16% expense ratio, which is higher than VSIAX's 0.07% 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
VFSAX vs. VSIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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
VFSAX vs. VSIAX - Dividend Comparison
VFSAX's dividend yield for the trailing twelve months is around 2.82%, more than VSIAX's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 2.82% | 3.05% | 2.22% | 2.67% | 1.85% | 3.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.89% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VFSAX vs. VSIAX - Drawdown Comparison
The maximum VFSAX drawdown since its inception was -39.86%, smaller than the maximum VSIAX drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VFSAX and VSIAX. For additional features, visit the drawdowns tool.
Volatility
VFSAX vs. VSIAX - Volatility Comparison
The current volatility for Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares (VFSAX) is 3.22%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 5.81%. This indicates that VFSAX experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.