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VMFVX vs. VIHAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMFVX and VIHAX is 0.73, 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.


-0.50.00.51.00.7

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.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.68%
3.57%
VMFVX
VIHAX

Key characteristics

Sharpe Ratio

VMFVX:

1.23

VIHAX:

1.51

Sortino Ratio

VMFVX:

1.81

VIHAX:

2.04

Omega Ratio

VMFVX:

1.23

VIHAX:

1.26

Calmar Ratio

VMFVX:

2.23

VIHAX:

2.08

Martin Ratio

VMFVX:

5.48

VIHAX:

5.20

Ulcer Index

VMFVX:

3.50%

VIHAX:

3.26%

Daily Std Dev

VMFVX:

15.55%

VIHAX:

11.24%

Max Drawdown

VMFVX:

-45.78%

VIHAX:

-39.72%

Current Drawdown

VMFVX:

-4.95%

VIHAX:

-0.68%

Returns By Period

In the year-to-date period, VMFVX achieves a 2.52% return, which is significantly lower than VIHAX's 6.76% return.


VMFVX

YTD

2.52%

1M

-0.91%

6M

7.68%

1Y

16.69%

5Y*

10.81%

10Y*

9.03%

VIHAX

YTD

6.76%

1M

5.57%

6M

3.57%

1Y

14.66%

5Y*

7.76%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


VMFVX vs. VIHAX - Expense Ratio Comparison

VMFVX has a 0.08% expense ratio, which is lower than VIHAX's 0.22% 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%.


VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
Expense ratio chart for VIHAX: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
Expense ratio chart for VMFVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

VMFVX vs. VIHAX — Risk-Adjusted Performance Rank

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

VMFVX
The Risk-Adjusted Performance Rank of VMFVX is 6464
Overall Rank
The Sharpe Ratio Rank of VMFVX is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of VMFVX is 6060
Sortino Ratio Rank
The Omega Ratio Rank of VMFVX is 5656
Omega Ratio Rank
The Calmar Ratio Rank of VMFVX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VMFVX is 6363
Martin Ratio Rank

VIHAX
The Risk-Adjusted Performance Rank of VIHAX is 7070
Overall Rank
The Sharpe Ratio Rank of VIHAX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of VIHAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VIHAX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of VIHAX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VIHAX is 6161
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.

VMFVX vs. VIHAX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for VMFVX, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.005.001.231.51
The chart of Sortino ratio for VMFVX, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.001.812.04
The chart of Omega ratio for VMFVX, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.26
The chart of Calmar ratio for VMFVX, currently valued at 2.23, compared to the broader market0.005.0010.0015.0020.002.232.08
The chart of Martin ratio for VMFVX, currently valued at 5.48, compared to the broader market0.0020.0040.0060.0080.005.485.20
VMFVX
VIHAX

The current VMFVX Sharpe Ratio is 1.23, which is comparable to the VIHAX Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VMFVX and VIHAX, 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.23
1.51
VMFVX
VIHAX

Dividends

VMFVX vs. VIHAX - Dividend Comparison

VMFVX's dividend yield for the trailing twelve months is around 1.76%, less than VIHAX's 4.54% yield.


TTM20242023202220212020201920182017201620152014
VMFVX
Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares
1.76%1.81%1.60%2.04%1.81%2.48%1.97%2.01%1.56%1.42%1.73%1.57%
VIHAX
Vanguard International High Dividend Yield Index Fund Admiral Shares
4.54%4.85%4.59%4.70%4.30%3.22%4.20%4.28%3.16%2.37%0.00%0.00%

Drawdowns

VMFVX vs. VIHAX - Drawdown Comparison

The maximum VMFVX drawdown since its inception was -45.78%, which is greater than VIHAX's maximum drawdown of -39.72%. Use the drawdown chart below to compare losses from any high point for VMFVX and VIHAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.95%
-0.68%
VMFVX
VIHAX

Volatility

VMFVX vs. VIHAX - Volatility Comparison

Vanguard S&P Mid-Cap 400 Value Index Fund Institutional Shares (VMFVX) has a higher volatility of 3.57% compared to Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) at 2.81%. This indicates that VMFVX's price experiences larger fluctuations and is considered to be riskier than VIHAX 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%SeptemberOctoberNovemberDecember2025February
3.57%
2.81%
VMFVX
VIHAX
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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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