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VMFVX vs. VIHAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VMFVX vs. VIHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VMFVX achieves a 13.52% return, which is significantly lower than VIHAX's 18.05% return. Over the past 10 years, VMFVX has underperformed VIHAX with an annualized return of 10.61%, while VIHAX has yielded a comparatively higher 11.25% annualized return.


VMFVX

1D
0.11%
1M
1.00%
6M
9.03%
YTD
13.52%
1Y
23.10%
3Y*
12.01%
5Y*
9.25%
10Y*
10.61%
ALL TIME*
10.87%

VIHAX

1D
2.01%
1M
4.98%
6M
11.54%
YTD
18.05%
1Y
35.31%
3Y*
21.69%
5Y*
14.15%
10Y*
11.25%
ALL TIME*
11.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

VMFVX vs. VIHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
13.52%7.57%10.59%16.49%-7.03%30.54%3.68%26.18%-11.90%12.27%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
18.05%38.01%6.96%16.81%-6.88%15.01%-0.73%20.03%-12.38%22.40%

Correlation

The correlation between VMFVX and VIHAX is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.70

Correlation (10Y)
Provides a long-term view across more market conditions.

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2016

0.71

The correlation between VMFVX and VIHAX has been stable across timeframes, ranging from 0.61 to 0.71 - a consistent structural relationship.

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Return for Risk

VMFVX vs. VIHAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VMFVX
VMFVX Risk / Return Rank: 5454
Overall Rank
VMFVX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VMFVX Sortino Ratio Rank: 5959
Sortino Ratio Rank
VMFVX Omega Ratio Rank: 5050
Omega Ratio Rank
VMFVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
VMFVX Martin Ratio Rank: 5151
Martin Ratio Rank

VIHAX
VIHAX Risk / Return Rank: 9494
Overall Rank
VIHAX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIHAX Sortino Ratio Rank: 9595
Sortino Ratio Rank
VIHAX Omega Ratio Rank: 9292
Omega Ratio Rank
VIHAX Calmar Ratio Rank: 9292
Calmar Ratio Rank
VIHAX Martin Ratio Rank: 9393
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VMFVX vs. VIHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VMFVXVIHAXDifference
Sharpe ratioReturn per unit of total volatility

-1.49

Sortino ratioReturn per unit of downside risk

-1.85

Omega ratioGain probability vs. loss probability

1.24

1.52

-0.28

Calmar ratioReturn relative to maximum drawdown

1.92

3.62

-1.70

Martin ratioReturn relative to average drawdown

6.84

13.83

-7.00

VMFVX vs. VIHAX - Sharpe Ratio Comparison

The current VMFVX Sharpe Ratio is 1.35, which is lower than the VIHAX Sharpe Ratio of 2.85. The chart below compares the historical Sharpe Ratios of VMFVX and VIHAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VMFVX vs. VIHAX - Drawdown Comparison

The maximum VMFVX drawdown since its inception was -45.79%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for VMFVX and VIHAX.


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Drawdown Indicators


VMFVXVIHAXDifference

Max Drawdown

Largest peak-to-trough decline

-45.79%

-38.80%

-6.99%

Max Drawdown (1Y)

Largest decline over 1 year

-10.52%

-9.53%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-22.46%

-12.29%

-10.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.46%

-23.92%

+1.46%

Max Drawdown (10Y)

Largest decline over 10 years

-45.79%

-38.80%

-6.99%

Current Drawdown

Current decline from peak

-1.01%

0.00%

-1.01%

Average Drawdown

Average peak-to-trough decline

-5.43%

-5.94%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.49%

+0.47%

Volatility

VMFVX vs. VIHAX - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) have volatilities of 3.41% and 3.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMFVXVIHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.41%

3.47%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.33%

10.27%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

14.96%

12.15%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.27%

13.77%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

15.55%

+6.26%

VMFVX vs. VIHAX - Expense Ratio Comparison

VMFVX has a 0.08% expense ratio, which is lower than VIHAX's 0.16% 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%.


Dividends

VMFVX vs. VIHAX - Dividend Comparison

VMFVX's dividend yield for the trailing twelve months is around 1.66%, less than VIHAX's 3.43% yield.


PositionTTM20252024202320222021202020192018201720162015
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
3.43%3.69%4.85%4.58%4.70%4.30%3.22%5.63%4.28%3.16%2.37%0.00%
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.66%1.88%1.81%1.58%2.04%1.81%2.48%1.94%2.01%1.56%1.42%1.73%

Frequently Asked Questions


VMFVX and VIHAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIHAX has higher volatility (3.47%) compared to VMFVX (3.41%). In terms of maximum drawdown, VMFVX dropped -45.79% vs VIHAX's -38.80%.

VIHAX currently has the higher Sharpe Ratio (2.85 vs 1.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VMFVX and VIHAX

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