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VINIX vs. VSIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VINIX and VSIAX is 0.84, 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.


-0.50.00.51.00.8

Performance

VINIX vs. VSIAX - Performance Comparison

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

300.00%350.00%400.00%450.00%500.00%550.00%JulyAugustSeptemberOctoberNovemberDecember
546.76%
353.74%
VINIX
VSIAX

Key characteristics

Sharpe Ratio

VINIX:

2.23

VSIAX:

0.88

Sortino Ratio

VINIX:

2.96

VSIAX:

1.33

Omega Ratio

VINIX:

1.42

VSIAX:

1.16

Calmar Ratio

VINIX:

3.30

VSIAX:

1.61

Martin Ratio

VINIX:

14.60

VSIAX:

4.61

Ulcer Index

VINIX:

1.91%

VSIAX:

3.16%

Daily Std Dev

VINIX:

12.52%

VSIAX:

16.45%

Max Drawdown

VINIX:

-55.19%

VSIAX:

-45.39%

Current Drawdown

VINIX:

-2.57%

VSIAX:

-8.09%

Returns By Period

In the year-to-date period, VINIX achieves a 25.98% return, which is significantly higher than VSIAX's 12.55% return. Over the past 10 years, VINIX has outperformed VSIAX with an annualized return of 13.07%, while VSIAX has yielded a comparatively lower 8.67% annualized return.


VINIX

YTD

25.98%

1M

-0.19%

6M

9.23%

1Y

26.41%

5Y*

14.77%

10Y*

13.07%

VSIAX

YTD

12.55%

1M

-5.46%

6M

10.09%

1Y

12.46%

5Y*

9.95%

10Y*

8.67%

Compare stocks, funds, or ETFs

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


VINIX vs. VSIAX - Expense Ratio Comparison

VINIX has a 0.04% expense ratio, which is lower than VSIAX's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Expense ratio chart for VSIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VINIX: 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

VINIX vs. VSIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Index Fund Institutional Shares (VINIX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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 VINIX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.230.88
The chart of Sortino ratio for VINIX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.961.33
The chart of Omega ratio for VINIX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.16
The chart of Calmar ratio for VINIX, currently valued at 3.30, compared to the broader market0.002.004.006.008.0010.0012.0014.003.301.61
The chart of Martin ratio for VINIX, currently valued at 14.60, compared to the broader market0.0020.0040.0060.0014.604.61
VINIX
VSIAX

The current VINIX Sharpe Ratio is 2.23, which is higher than the VSIAX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of VINIX and VSIAX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.23
0.88
VINIX
VSIAX

Dividends

VINIX vs. VSIAX - Dividend Comparison

VINIX's dividend yield for the trailing twelve months is around 1.25%, less than VSIAX's 1.42% yield.


TTM20232022202120202019201820172016201520142013
VINIX
Vanguard Institutional Index Fund Institutional Shares
1.25%1.47%1.74%1.28%1.59%1.91%2.13%1.82%2.07%2.45%1.88%1.85%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.42%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

VINIX vs. VSIAX - Drawdown Comparison

The maximum VINIX drawdown since its inception was -55.19%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VINIX and VSIAX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.57%
-8.09%
VINIX
VSIAX

Volatility

VINIX vs. VSIAX - Volatility Comparison

The current volatility for Vanguard Institutional Index Fund Institutional Shares (VINIX) is 3.79%, while Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a volatility of 5.24%. This indicates that VINIX experiences smaller price fluctuations and is considered to be less risky than VSIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
3.79%
5.24%
VINIX
VSIAX
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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.

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