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VIMAX vs. VMNIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VIMAX vs. VMNIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VIMAX achieves a 0.32% return, which is significantly lower than VMNIX's 6.05% return. Over the past 10 years, VIMAX has outperformed VMNIX with an annualized return of 10.84%, while VMNIX has yielded a comparatively lower 4.05% annualized return.


VIMAX

1D
0.39%
1M
-3.13%
YTD
0.32%
6M
-1.01%
1Y
25.69%
3Y*
13.03%
5Y*
6.86%
10Y*
10.84%

VMNIX

1D
-0.40%
1M
3.02%
YTD
6.05%
6M
10.80%
1Y
16.63%
3Y*
11.81%
5Y*
12.51%
10Y*
4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIMAX vs. VMNIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
0.32%11.67%14.66%16.53%-18.70%24.51%18.18%31.03%-9.24%19.26%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
6.05%9.36%5.84%12.33%13.47%23.39%-11.58%-9.48%0.66%-4.83%

Correlation

The correlation between VIMAX and VMNIX is 0.01, meaning there is essentially no relationship between their price movements. They neither move together nor in opposition — each responds to its own set of market drivers. This independence makes them strong candidates for combining in a diversified portfolio.


VIMAX vs. VMNIX - Expense Ratio Comparison

VIMAX has a 0.05% expense ratio, which is lower than VMNIX's 1.25% expense ratio.


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Return for Risk

VIMAX vs. VMNIX — Risk / Return Rank

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

VIMAX
VIMAX Risk / Return Rank: 2525
Overall Rank
VIMAX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
VIMAX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VIMAX Omega Ratio Rank: 2222
Omega Ratio Rank
VIMAX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VIMAX Martin Ratio Rank: 3636
Martin Ratio Rank

VMNIX
VMNIX Risk / Return Rank: 8888
Overall Rank
VMNIX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VMNIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VMNIX Omega Ratio Rank: 8484
Omega Ratio Rank
VMNIX Calmar Ratio Rank: 9393
Calmar Ratio Rank
VMNIX Martin Ratio Rank: 7878
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.

VIMAX vs. VMNIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and Vanguard Market Neutral Fund Institutional Shares (VMNIX). 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.


VIMAXVMNIXDifference

Sharpe ratio

Return per unit of total volatility

0.70

2.05

-1.35

Sortino ratio

Return per unit of downside risk

1.09

3.04

-1.95

Omega ratio

Gain probability vs. loss probability

1.16

1.37

-0.21

Calmar ratio

Return relative to maximum drawdown

1.05

3.17

-2.11

Martin ratio

Return relative to average drawdown

4.79

9.02

-4.24

VIMAX vs. VMNIX - Sharpe Ratio Comparison

The current VIMAX Sharpe Ratio is 0.70, which is lower than the VMNIX Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of VIMAX and VMNIX, 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


VIMAXVMNIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.05

-1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

1.74

-1.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.31

+0.17

Drawdowns

VIMAX vs. VMNIX - Drawdown Comparison

The maximum VIMAX drawdown since its inception was -58.88%, which is greater than VMNIX's maximum drawdown of -27.90%. Use the drawdown chart below to compare losses from any high point for VIMAX and VMNIX.


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Drawdown Indicators


VIMAXVMNIXDifference

Max Drawdown

Largest peak-to-trough decline

-58.88%

-27.90%

-30.98%

Max Drawdown (1Y)

Largest decline over 1 year

-8.13%

-4.95%

-3.18%

Max Drawdown (5Y)

Largest decline over 5 years

-27.55%

-6.69%

-20.86%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-24.95%

-14.35%

Current Drawdown

Current decline from peak

-5.18%

-0.40%

-4.78%

Average Drawdown

Average peak-to-trough decline

-8.17%

-8.81%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.74%

+1.07%

Volatility

VIMAX vs. VMNIX - Volatility Comparison

Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) has a higher volatility of 4.86% compared to Vanguard Market Neutral Fund Institutional Shares (VMNIX) at 1.77%. This indicates that VIMAX's price experiences larger fluctuations and is considered to be riskier than VMNIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VIMAXVMNIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.86%

1.77%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.69%

5.76%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

7.63%

+10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.64%

7.20%

+10.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.91%

6.36%

+12.55%

Dividends

VIMAX vs. VMNIX - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.48%, less than VMNIX's 3.37% yield.


TTM20252024202320222021202020192018201720162015
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.48%1.51%1.48%1.50%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%
VMNIX
Vanguard Market Neutral Fund Institutional Shares
3.37%3.59%5.67%5.15%0.78%0.20%0.86%3.23%1.00%1.16%0.45%0.10%