PortfoliosLab logo
VIMAX vs. VSMAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIMAX and VSMAX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VIMAX vs. VSMAX - 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 Small-Cap Index Fund Admiral Shares (VSMAX). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%850.00%900.00%NovemberDecember2025FebruaryMarchApril
787.19%
699.46%
VIMAX
VSMAX

Key characteristics

Sharpe Ratio

VIMAX:

0.49

VSMAX:

0.11

Sortino Ratio

VIMAX:

0.81

VSMAX:

0.31

Omega Ratio

VIMAX:

1.11

VSMAX:

1.04

Calmar Ratio

VIMAX:

0.48

VSMAX:

0.09

Martin Ratio

VIMAX:

1.85

VSMAX:

0.32

Ulcer Index

VIMAX:

4.87%

VSMAX:

7.32%

Daily Std Dev

VIMAX:

18.22%

VSMAX:

22.43%

Max Drawdown

VIMAX:

-58.88%

VSMAX:

-59.68%

Current Drawdown

VIMAX:

-9.92%

VSMAX:

-16.96%

Returns By Period

In the year-to-date period, VIMAX achieves a -3.32% return, which is significantly higher than VSMAX's -10.07% return. Over the past 10 years, VIMAX has outperformed VSMAX with an annualized return of 8.65%, while VSMAX has yielded a comparatively lower 7.42% annualized return.


VIMAX

YTD

-3.32%

1M

-3.63%

6M

-3.73%

1Y

7.72%

5Y*

13.52%

10Y*

8.65%

VSMAX

YTD

-10.07%

1M

-6.10%

6M

-8.63%

1Y

0.90%

5Y*

13.22%

10Y*

7.42%

*Annualized

Compare stocks, funds, or ETFs

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


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%.


Expense ratio chart for VIMAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VIMAX: 0.05%
Expense ratio chart for VSMAX: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSMAX: 0.05%

Risk-Adjusted Performance

VIMAX vs. VSMAX — Risk-Adjusted Performance Rank

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

VIMAX
The Risk-Adjusted Performance Rank of VIMAX is 5959
Overall Rank
The Sharpe Ratio Rank of VIMAX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VIMAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VIMAX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of VIMAX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VIMAX is 5757
Martin Ratio Rank

VSMAX
The Risk-Adjusted Performance Rank of VSMAX is 3333
Overall Rank
The Sharpe Ratio Rank of VSMAX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VSMAX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VSMAX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VSMAX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VSMAX is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VIMAX, currently valued at 0.49, compared to the broader market-1.000.001.002.003.00
VIMAX: 0.49
VSMAX: 0.11
The chart of Sortino ratio for VIMAX, currently valued at 0.81, compared to the broader market-2.000.002.004.006.008.00
VIMAX: 0.81
VSMAX: 0.31
The chart of Omega ratio for VIMAX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
VIMAX: 1.11
VSMAX: 1.04
The chart of Calmar ratio for VIMAX, currently valued at 0.48, compared to the broader market0.002.004.006.008.0010.00
VIMAX: 0.48
VSMAX: 0.09
The chart of Martin ratio for VIMAX, currently valued at 1.85, compared to the broader market0.0010.0020.0030.0040.0050.00
VIMAX: 1.85
VSMAX: 0.32

The current VIMAX Sharpe Ratio is 0.49, which is higher than the VSMAX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of VIMAX and VSMAX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.11
VIMAX
VSMAX

Dividends

VIMAX vs. VSMAX - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.62%, more than VSMAX's 1.57% yield.


TTM20242023202220212020201920182017201620152014
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.62%1.48%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.57%1.30%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.92%
-16.96%
VIMAX
VSMAX

Volatility

VIMAX vs. VSMAX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) is 13.15%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 14.82%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.15%
14.82%
VIMAX
VSMAX