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VMCPX vs. SWMCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMCPX vs. SWMCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). The values are adjusted to include any dividend payments, if applicable.

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VMCPX vs. SWMCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
-2.79%11.70%14.68%16.55%-18.68%24.54%18.20%31.06%-9.23%0.24%
SWMCX
Schwab U.S. Mid-Cap Index Fund
-1.32%10.54%15.28%17.20%-17.31%22.55%17.03%30.46%-9.16%0.40%

Returns By Period

In the year-to-date period, VMCPX achieves a -2.79% return, which is significantly lower than SWMCX's -1.32% return.


VMCPX

1D
-0.66%
1M
-7.87%
YTD
-2.79%
6M
-3.58%
1Y
10.32%
3Y*
11.80%
5Y*
6.52%
10Y*
10.44%

SWMCX

1D
-0.70%
1M
-7.73%
YTD
-1.32%
6M
-1.19%
1Y
12.94%
3Y*
12.30%
5Y*
6.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMCPX vs. SWMCX - Expense Ratio Comparison

VMCPX has a 0.03% expense ratio, which is lower than SWMCX's 0.04% 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%.


Return for Risk

VMCPX vs. SWMCX — Risk / Return Rank

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

VMCPX
VMCPX Risk / Return Rank: 2828
Overall Rank
VMCPX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VMCPX Sortino Ratio Rank: 2727
Sortino Ratio Rank
VMCPX Omega Ratio Rank: 2727
Omega Ratio Rank
VMCPX Calmar Ratio Rank: 2525
Calmar Ratio Rank
VMCPX Martin Ratio Rank: 3232
Martin Ratio Rank

SWMCX
SWMCX Risk / Return Rank: 3434
Overall Rank
SWMCX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SWMCX Sortino Ratio Rank: 3333
Sortino Ratio Rank
SWMCX Omega Ratio Rank: 3333
Omega Ratio Rank
SWMCX Calmar Ratio Rank: 3131
Calmar Ratio Rank
SWMCX Martin Ratio Rank: 3939
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.

VMCPX vs. SWMCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) and Schwab U.S. Mid-Cap Index Fund (SWMCX). 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.


VMCPXSWMCXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.72

-0.08

Sortino ratio

Return per unit of downside risk

0.99

1.12

-0.13

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.73

0.86

-0.13

Martin ratio

Return relative to average drawdown

3.40

4.04

-0.64

VMCPX vs. SWMCX - Sharpe Ratio Comparison

The current VMCPX Sharpe Ratio is 0.63, which is comparable to the SWMCX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VMCPX and SWMCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VMCPXSWMCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.72

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.37

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.45

+0.14

Correlation

The correlation between VMCPX and SWMCX is 0.99, 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.


Dividends

VMCPX vs. SWMCX - Dividend Comparison

VMCPX's dividend yield for the trailing twelve months is around 1.55%, less than SWMCX's 2.15% yield.


TTM20252024202320222021202020192018201720162015
VMCPX
Vanguard Mid-Cap Index Fund Institutional Plus Shares
1.55%1.53%1.50%1.52%1.61%1.13%1.45%1.49%1.84%1.37%1.47%1.50%
SWMCX
Schwab U.S. Mid-Cap Index Fund
2.15%2.13%2.60%1.49%1.59%2.93%1.45%2.44%1.41%0.00%0.00%0.00%

Drawdowns

VMCPX vs. SWMCX - Drawdown Comparison

The maximum VMCPX drawdown since its inception was -39.30%, roughly equal to the maximum SWMCX drawdown of -40.34%. Use the drawdown chart below to compare losses from any high point for VMCPX and SWMCX.


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Drawdown Indicators


VMCPXSWMCXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-40.34%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-13.43%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-27.54%

-26.09%

-1.45%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

Current Drawdown

Current decline from peak

-8.13%

-8.15%

+0.02%

Average Drawdown

Average peak-to-trough decline

-5.26%

-6.75%

+1.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

2.87%

-0.13%

Volatility

VMCPX vs. SWMCX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) is 4.23%, while Schwab U.S. Mid-Cap Index Fund (SWMCX) has a volatility of 4.80%. This indicates that VMCPX experiences smaller price fluctuations and is considered to be less risky than SWMCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMCPXSWMCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

4.80%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

10.19%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

18.96%

-1.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

18.23%

-0.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

20.76%

-1.86%