PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VIEIX vs. VSCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.01.0

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.

800.00%900.00%1,000.00%1,100.00%JulyAugustSeptemberOctoberNovemberDecember
915.95%
1,027.87%
VIEIX
VSCIX

Key characteristics

Sharpe Ratio

VIEIX:

1.15

VSCIX:

1.01

Sortino Ratio

VIEIX:

1.65

VSCIX:

1.47

Omega Ratio

VIEIX:

1.21

VSCIX:

1.18

Calmar Ratio

VIEIX:

1.11

VSCIX:

1.50

Martin Ratio

VIEIX:

6.30

VSCIX:

5.30

Ulcer Index

VIEIX:

3.32%

VSCIX:

3.25%

Daily Std Dev

VIEIX:

18.13%

VSCIX:

17.02%

Max Drawdown

VIEIX:

-58.04%

VSCIX:

-59.66%

Current Drawdown

VIEIX:

-6.86%

VSCIX:

-7.12%

Returns By Period

In the year-to-date period, VIEIX achieves a 18.34% return, which is significantly higher than VSCIX's 14.92% return. Both investments have delivered pretty close results over the past 10 years, with VIEIX having a 9.59% annualized return and VSCIX not far behind at 9.14%.


VIEIX

YTD

18.34%

1M

-3.59%

6M

15.62%

1Y

18.28%

5Y*

10.19%

10Y*

9.59%

VSCIX

YTD

14.92%

1M

-4.36%

6M

12.00%

1Y

14.77%

5Y*

9.43%

10Y*

9.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VIEIX
Vanguard Extended Market Index Fund Institutional Shares
Expense ratio chart for VIEIX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VSCIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VIEIX vs. VSCIX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VIEIX, currently valued at 1.15, compared to the broader market-1.000.001.002.003.004.001.151.01
The chart of Sortino ratio for VIEIX, currently valued at 1.65, compared to the broader market-2.000.002.004.006.008.0010.001.651.47
The chart of Omega ratio for VIEIX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.003.501.211.18
The chart of Calmar ratio for VIEIX, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.0012.0014.001.111.50
The chart of Martin ratio for VIEIX, currently valued at 6.30, compared to the broader market0.0020.0040.0060.006.305.30
VIEIX
VSCIX

The current VIEIX Sharpe Ratio is 1.15, which is comparable to the VSCIX Sharpe Ratio of 1.01. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.15
1.01
VIEIX
VSCIX

Dividends

VIEIX vs. VSCIX - Dividend Comparison

VIEIX's dividend yield for the trailing twelve months is around 0.78%, less than VSCIX's 0.92% yield.


TTM20232022202120202019201820172016201520142013
VIEIX
Vanguard Extended Market Index Fund Institutional Shares
0.78%1.28%1.16%1.14%1.08%1.31%1.67%1.27%1.45%1.37%1.34%1.15%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
0.92%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%1.31%

Drawdowns

VIEIX vs. VSCIX - Drawdown Comparison

The maximum VIEIX drawdown since its inception was -58.04%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.86%
-7.12%
VIEIX
VSCIX

Volatility

VIEIX vs. VSCIX - Volatility Comparison

Vanguard Extended Market Index Fund Institutional Shares (VIEIX) has a higher volatility of 6.34% compared to Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) at 5.64%. This indicates that VIEIX's price experiences larger fluctuations and is considered to be riskier than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
6.34%
5.64%
VIEIX
VSCIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab