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VIEIX vs. VRTVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIEIX vs. VRTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIEIX achieves a 14.93% return, which is significantly lower than VRTVX's 18.94% return. Over the past 10 years, VIEIX has outperformed VRTVX with an annualized return of 12.20%, while VRTVX has yielded a comparatively lower 10.48% annualized return.


VIEIX

1D
1.07%
1M
5.81%
YTD
14.93%
6M
13.66%
1Y
30.15%
3Y*
20.15%
5Y*
6.92%
10Y*
12.20%

VRTVX

1D
0.95%
1M
4.04%
YTD
18.94%
6M
18.07%
1Y
43.21%
3Y*
18.32%
5Y*
6.89%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIEIX vs. VRTVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
14.93%11.42%15.49%26.97%-26.46%12.46%32.24%28.05%-9.36%18.12%
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
18.94%12.21%8.07%14.71%-14.52%28.06%4.81%22.40%-12.83%7.91%

Correlation

The correlation between VIEIX and VRTVX 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

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2010

0.92

The correlation between VIEIX and VRTVX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

VIEIX vs. VRTVX — Risk / Return Rank

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

VIEIX
VIEIX Risk / Return Rank: 4747
Overall Rank
VIEIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VIEIX Sortino Ratio Rank: 3939
Sortino Ratio Rank
VIEIX Omega Ratio Rank: 3636
Omega Ratio Rank
VIEIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
VIEIX Martin Ratio Rank: 5555
Martin Ratio Rank

VRTVX
VRTVX Risk / Return Rank: 7878
Overall Rank
VRTVX Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
VRTVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
VRTVX Omega Ratio Rank: 5959
Omega Ratio Rank
VRTVX Calmar Ratio Rank: 9494
Calmar Ratio Rank
VRTVX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VIEIX vs. VRTVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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.


VIEIXVRTVXDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.93

Omega ratioGain probability vs. loss probability

1.32

1.43

-0.11

Calmar ratioReturn relative to maximum drawdown

3.13

5.34

-2.21

Martin ratioReturn relative to average drawdown

11.08

18.14

-7.06

VIEIX vs. VRTVX - Sharpe Ratio Comparison

The current VIEIX Sharpe Ratio is 1.87, which is comparable to the VRTVX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of VIEIX and VRTVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VIEIXVRTVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.54

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.32

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.44

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.48

-0.07

Drawdowns

VIEIX vs. VRTVX - Drawdown Comparison

The maximum VIEIX drawdown since its inception was -58.03%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for VIEIX and VRTVX.


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Drawdown Indicators


VIEIXVRTVXDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-45.98%

-12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-10.25%

-8.54%

-1.71%

Max Drawdown (3Y)

Largest decline over 3 years

-26.84%

-26.85%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-26.85%

-9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-45.98%

+4.36%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

-13.84%

-7.78%

-6.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

2.51%

+0.38%

Volatility

VIEIX vs. VRTVX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) have volatilities of 4.69% and 4.90%, 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


VIEIXVRTVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.69%

4.90%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.46%

11.98%

+0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

17.95%

-0.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.34%

21.67%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.36%

23.71%

-1.35%

VIEIX vs. VRTVX - Expense Ratio Comparison

VIEIX has a 0.05% expense ratio, which is lower than VRTVX's 0.08% 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%.


Dividends

VIEIX vs. VRTVX - Dividend Comparison

VIEIX's dividend yield for the trailing twelve months is around 1.01%, less than VRTVX's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
1.01%1.14%1.10%1.26%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
1.58%1.49%1.84%2.08%2.15%1.56%1.54%1.87%2.17%1.74%1.52%2.16%

Frequently Asked Questions


With a correlation of 0.91, VIEIX and VRTVX 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.

VRTVX has higher volatility (4.90%) compared to VIEIX (4.69%). In terms of maximum drawdown, VIEIX dropped -58.03% vs VRTVX's -45.98%.

VRTVX currently has the higher Sharpe Ratio (2.54 vs 1.87), 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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