VIMAX vs. VSMAX
Compare and contrast key facts about Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
VIMAX is managed by Vanguard. It was launched on Nov 12, 2001. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIMAX or VSMAX.
Performance
VIMAX vs. VSMAX - Performance Comparison
Returns By Period
In the year-to-date period, VIMAX achieves a 21.38% return, which is significantly higher than VSMAX's 20.15% return. Both investments have delivered pretty close results over the past 10 years, with VIMAX having a 10.14% annualized return and VSMAX not far behind at 9.70%.
VIMAX
21.38%
4.65%
15.02%
31.61%
11.78%
10.14%
VSMAX
20.15%
6.56%
15.93%
33.95%
11.31%
9.70%
Key characteristics
| VIMAX | VSMAX | |
|---|---|---|
| Sharpe Ratio | 2.61 | 2.03 |
| Sortino Ratio | 3.57 | 2.82 |
| Omega Ratio | 1.45 | 1.35 |
| Calmar Ratio | 2.18 | 2.04 |
| Martin Ratio | 15.71 | 11.17 |
| Ulcer Index | 2.05% | 3.11% |
| Daily Std Dev | 12.36% | 17.12% |
| Max Drawdown | -58.88% | -59.68% |
| Current Drawdown | 0.00% | -0.95% |
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VIMAX vs. VSMAX - Expense Ratio Comparison
Both VIMAX and VSMAX have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between VIMAX and VSMAX is 0.96, 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.
Risk-Adjusted Performance
VIMAX vs. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.
Dividends
VIMAX vs. VSMAX - Dividend Comparison
VIMAX's dividend yield for the trailing twelve months is around 1.44%, more than VSMAX's 1.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.44% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.30% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
VIMAX vs. VSMAX - Drawdown Comparison
The maximum VIMAX drawdown since its inception was -58.88%, roughly equal to the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VIMAX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
VIMAX vs. VSMAX - Volatility Comparison
The current volatility for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) is 3.94%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.62%. This indicates that VIMAX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.