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VMCPX vs. VSCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMCPX vs. VSCPX - 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 Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). The values are adjusted to include any dividend payments, if applicable.

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VMCPX vs. VSCPX - 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%19.28%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
-1.20%8.86%12.98%19.52%-17.59%17.75%19.09%27.40%-9.31%16.27%

Returns By Period

In the year-to-date period, VMCPX achieves a -2.79% return, which is significantly lower than VSCPX's -1.20% return. Both investments have delivered pretty close results over the past 10 years, with VMCPX having a 10.44% annualized return and VSCPX not far behind at 10.17%.


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%

VSCPX

1D
-0.97%
1M
-8.08%
YTD
-1.20%
6M
0.60%
1Y
16.10%
3Y*
11.87%
5Y*
5.04%
10Y*
10.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMCPX vs. VSCPX - Expense Ratio Comparison

Both VMCPX and VSCPX have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

VMCPX vs. VSCPX — 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

VSCPX
VSCPX Risk / Return Rank: 3737
Overall Rank
VSCPX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VSCPX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCPX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCPX Calmar Ratio Rank: 3636
Calmar Ratio Rank
VSCPX Martin Ratio Rank: 4141
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. VSCPX - 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 Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX). 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.


VMCPXVSCPXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.75

-0.12

Sortino ratio

Return per unit of downside risk

0.99

1.19

-0.20

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.73

0.97

-0.24

Martin ratio

Return relative to average drawdown

3.40

4.21

-0.81

VMCPX vs. VSCPX - Sharpe Ratio Comparison

The current VMCPX Sharpe Ratio is 0.63, which is comparable to the VSCPX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VMCPX and VSCPX, 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


VMCPXVSCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.75

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.24

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

0.47

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.49

+0.09

Correlation

The correlation between VMCPX and VSCPX 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.


Dividends

VMCPX vs. VSCPX - Dividend Comparison

VMCPX's dividend yield for the trailing twelve months is around 1.55%, more than VSCPX's 1.40% 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%
VSCPX
Vanguard Small-Cap Index Fund Institutional Plus Shares
1.40%1.35%1.32%1.56%1.56%1.26%1.16%1.41%1.69%1.37%1.52%1.51%

Drawdowns

VMCPX vs. VSCPX - Drawdown Comparison

The maximum VMCPX drawdown since its inception was -39.30%, smaller than the maximum VSCPX drawdown of -41.81%. Use the drawdown chart below to compare losses from any high point for VMCPX and VSCPX.


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Drawdown Indicators


VMCPXVSCPXDifference

Max Drawdown

Largest peak-to-trough decline

-39.30%

-41.81%

+2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.77%

-14.29%

+1.52%

Max Drawdown (5Y)

Largest decline over 5 years

-27.54%

-28.13%

+0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-39.30%

-41.81%

+2.51%

Current Drawdown

Current decline from peak

-8.13%

-8.97%

+0.84%

Average Drawdown

Average peak-to-trough decline

-5.26%

-6.55%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

3.29%

-0.55%

Volatility

VMCPX vs. VSCPX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Index Fund Institutional Plus Shares (VMCPX) is 4.23%, while Vanguard Small-Cap Index Fund Institutional Plus Shares (VSCPX) has a volatility of 5.90%. This indicates that VMCPX experiences smaller price fluctuations and is considered to be less risky than VSCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMCPXVSCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.90%

-1.67%

Volatility (6M)

Calculated over the trailing 6-month period

9.43%

12.22%

-2.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.58%

21.62%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.63%

20.70%

-3.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

21.53%

-2.63%