VIEIX vs. IWN

In the year-to-date period, VIEIX achieves a -2.86% return, which is significantly higher than IWN's -5.91% return. Over the past 10 years, VIEIX has outperformed IWN with an annualized return of 8.58%, while IWN has yielded a comparatively lower 6.23% annualized return.

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VIEIX has a 0.05% expense ratio, which is lower than IWN's 0.24% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and iShares Russell 2000 Value ETF (IWN). 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 VIEIX Sharpe Ratio is 0.37, which is higher than the IWN Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of VIEIX and IWN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VIEIX's dividend yield for the trailing twelve months is around 1.22%, less than IWN's 1.88% yield.

The maximum VIEIX drawdown since its inception was -58.03%, smaller than the maximum IWN drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for VIEIX and IWN. For additional features, visit the drawdowns tool.

Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a higher volatility of 6.68% compared to iShares Russell 2000 Value ETF (IWN) at 5.41%. This indicates that VIEIX's price experiences larger fluctuations and is considered to be riskier than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.