PortfoliosLab logo
VLACX vs. VEXAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLACX and VEXAX is 0.90, 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

VLACX vs. VEXAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large Cap Index Fund (VLACX) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). The values are adjusted to include any dividend payments, if applicable.

450.00%500.00%550.00%600.00%650.00%700.00%NovemberDecember2025FebruaryMarchApril
643.69%
514.93%
VLACX
VEXAX

Key characteristics

Sharpe Ratio

VLACX:

0.54

VEXAX:

0.14

Sortino Ratio

VLACX:

0.88

VEXAX:

0.37

Omega Ratio

VLACX:

1.13

VEXAX:

1.05

Calmar Ratio

VLACX:

0.56

VEXAX:

0.13

Martin Ratio

VLACX:

2.29

VEXAX:

0.44

Ulcer Index

VLACX:

4.65%

VEXAX:

7.82%

Daily Std Dev

VLACX:

19.62%

VEXAX:

24.26%

Max Drawdown

VLACX:

-54.82%

VEXAX:

-58.08%

Current Drawdown

VLACX:

-9.97%

VEXAX:

-17.34%

Returns By Period

In the year-to-date period, VLACX achieves a -5.65% return, which is significantly higher than VEXAX's -10.16% return. Over the past 10 years, VLACX has outperformed VEXAX with an annualized return of 11.86%, while VEXAX has yielded a comparatively lower 7.68% annualized return.


VLACX

YTD

-5.65%

1M

-3.10%

6M

-4.01%

1Y

11.11%

5Y*

15.80%

10Y*

11.86%

VEXAX

YTD

-10.16%

1M

-4.82%

6M

-6.65%

1Y

4.20%

5Y*

12.83%

10Y*

7.68%

*Annualized

Compare stocks, funds, or ETFs

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


VLACX vs. VEXAX - Expense Ratio Comparison

VLACX has a 0.17% expense ratio, which is higher than VEXAX's 0.06% 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%.


Expense ratio chart for VLACX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VLACX: 0.17%
Expense ratio chart for VEXAX: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEXAX: 0.06%

Risk-Adjusted Performance

VLACX vs. VEXAX — Risk-Adjusted Performance Rank

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

VLACX
The Risk-Adjusted Performance Rank of VLACX is 6262
Overall Rank
The Sharpe Ratio Rank of VLACX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of VLACX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of VLACX is 6262
Omega Ratio Rank
The Calmar Ratio Rank of VLACX is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VLACX is 6262
Martin Ratio Rank

VEXAX
The Risk-Adjusted Performance Rank of VEXAX is 3131
Overall Rank
The Sharpe Ratio Rank of VEXAX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VEXAX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VEXAX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VEXAX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VEXAX is 3030
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.

VLACX vs. VEXAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large Cap Index Fund (VLACX) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). 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 VLACX, currently valued at 0.54, compared to the broader market-1.000.001.002.003.00
VLACX: 0.54
VEXAX: 0.14
The chart of Sortino ratio for VLACX, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
VLACX: 0.88
VEXAX: 0.37
The chart of Omega ratio for VLACX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.00
VLACX: 1.13
VEXAX: 1.05
The chart of Calmar ratio for VLACX, currently valued at 0.56, compared to the broader market0.002.004.006.008.0010.00
VLACX: 0.56
VEXAX: 0.13
The chart of Martin ratio for VLACX, currently valued at 2.29, compared to the broader market0.0010.0020.0030.0040.0050.00
VLACX: 2.29
VEXAX: 0.44

The current VLACX Sharpe Ratio is 0.54, which is higher than the VEXAX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VLACX and VEXAX, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.54
0.14
VLACX
VEXAX

Dividends

VLACX vs. VEXAX - Dividend Comparison

VLACX's dividend yield for the trailing twelve months is around 1.21%, less than VEXAX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
VLACX
Vanguard Large Cap Index Fund
1.21%1.12%1.30%1.51%1.07%1.35%1.72%1.95%1.64%1.87%1.84%1.63%
VEXAX
Vanguard Extended Market Index Fund Admiral Shares
1.31%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%

Drawdowns

VLACX vs. VEXAX - Drawdown Comparison

The maximum VLACX drawdown since its inception was -54.82%, smaller than the maximum VEXAX drawdown of -58.08%. Use the drawdown chart below to compare losses from any high point for VLACX and VEXAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-9.97%
-17.34%
VLACX
VEXAX

Volatility

VLACX vs. VEXAX - Volatility Comparison

The current volatility for Vanguard Large Cap Index Fund (VLACX) is 14.32%, while Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a volatility of 15.81%. This indicates that VLACX experiences smaller price fluctuations and is considered to be less risky than VEXAX 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%16.00%NovemberDecember2025FebruaryMarchApril
14.32%
15.81%
VLACX
VEXAX