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VIEIX vs. VSCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIEIX vs. VSCIX - 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 Small-Cap Index Fund Institutional Shares (VSCIX). The values are adjusted to include any dividend payments, if applicable.

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VIEIX vs. VSCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
-4.54%11.42%15.49%26.97%-26.46%12.46%32.24%28.05%-9.36%18.12%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-1.21%8.85%12.96%19.52%-17.60%17.74%19.07%27.40%-9.33%16.25%

Returns By Period

In the year-to-date period, VIEIX achieves a -4.54% return, which is significantly lower than VSCIX's -1.21% return. Both investments have delivered pretty close results over the past 10 years, with VIEIX having a 10.56% annualized return and VSCIX not far behind at 10.16%.


VIEIX

1D
-1.04%
1M
-7.75%
YTD
-4.54%
6M
-4.39%
1Y
16.80%
3Y*
13.79%
5Y*
3.66%
10Y*
10.56%

VSCIX

1D
-0.97%
1M
-8.09%
YTD
-1.21%
6M
0.59%
1Y
16.09%
3Y*
11.86%
5Y*
5.03%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VIEIX vs. VSCIX - Expense Ratio Comparison

VIEIX has a 0.05% expense ratio, which is higher than VSCIX's 0.04% 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%.


Return for Risk

VIEIX vs. VSCIX — Risk / Return Rank

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

VIEIX
VIEIX Risk / Return Rank: 3535
Overall Rank
VIEIX Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
VIEIX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VIEIX Omega Ratio Rank: 3232
Omega Ratio Rank
VIEIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VIEIX Martin Ratio Rank: 3737
Martin Ratio Rank

VSCIX
VSCIX Risk / Return Rank: 3737
Overall Rank
VSCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSCIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSCIX Martin Ratio Rank: 4141
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. VSCIX - 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 Small-Cap Index Fund Institutional Shares (VSCIX). 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.


VIEIXVSCIXDifference

Sharpe ratio

Return per unit of total volatility

0.72

0.75

-0.03

Sortino ratio

Return per unit of downside risk

1.16

1.19

-0.03

Omega ratio

Gain probability vs. loss probability

1.16

1.16

0.00

Calmar ratio

Return relative to maximum drawdown

0.95

0.97

-0.02

Martin ratio

Return relative to average drawdown

3.91

4.21

-0.29

VIEIX vs. VSCIX - Sharpe Ratio Comparison

The current VIEIX Sharpe Ratio is 0.72, which is comparable to the VSCIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VIEIX and VSCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIEIXVSCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.75

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.24

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.38

-0.01

Correlation

The correlation between VIEIX and VSCIX 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.


Dividends

VIEIX vs. VSCIX - Dividend Comparison

VIEIX's dividend yield for the trailing twelve months is around 1.22%, less than VSCIX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
1.22%1.14%1.10%1.26%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.39%1.34%1.31%1.55%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%

Drawdowns

VIEIX vs. VSCIX - Drawdown Comparison

The maximum VIEIX drawdown since its inception was -58.03%, roughly equal to the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for VIEIX and VSCIX.


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Drawdown Indicators


VIEIXVSCIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-59.66%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-14.63%

-14.30%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-36.32%

-28.13%

-8.19%

Max Drawdown (10Y)

Largest decline over 10 years

-41.62%

-41.81%

+0.19%

Current Drawdown

Current decline from peak

-10.25%

-8.97%

-1.28%

Average Drawdown

Average peak-to-trough decline

-13.91%

-10.18%

-3.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.29%

+0.25%

Volatility

VIEIX vs. VSCIX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Shares (VIEIX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) have volatilities of 6.02% and 5.90%, 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


VIEIXVSCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

5.90%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

13.07%

12.22%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

22.79%

21.62%

+1.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

20.70%

+1.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.30%

21.53%

+0.77%