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VMLTX vs. VSMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VMLTX vs. VSMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) and Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX). The values are adjusted to include any dividend payments, if applicable.

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VMLTX vs. VSMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
-0.14%5.39%3.14%4.19%-2.98%0.83%3.30%4.11%1.56%2.02%
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
0.71%6.04%7.20%17.57%-16.19%26.72%11.46%22.73%-8.51%13.39%

Returns By Period

In the year-to-date period, VMLTX achieves a -0.14% return, which is significantly lower than VSMSX's 0.71% return. Over the past 10 years, VMLTX has underperformed VSMSX with an annualized return of 2.03%, while VSMSX has yielded a comparatively higher 9.58% annualized return.


VMLTX

1D
0.00%
1M
-1.53%
YTD
-0.14%
6M
0.55%
1Y
3.78%
3Y*
3.68%
5Y*
1.96%
10Y*
2.03%

VSMSX

1D
-0.71%
1M
-6.66%
YTD
0.71%
6M
2.43%
1Y
17.27%
3Y*
9.49%
5Y*
3.87%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VMLTX vs. VSMSX - Expense Ratio Comparison

VMLTX has a 0.17% expense ratio, which is higher than VSMSX's 0.08% 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%.


Return for Risk

VMLTX vs. VSMSX — Risk / Return Rank

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

VMLTX
VMLTX Risk / Return Rank: 9292
Overall Rank
VMLTX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
VMLTX Sortino Ratio Rank: 9393
Sortino Ratio Rank
VMLTX Omega Ratio Rank: 9797
Omega Ratio Rank
VMLTX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VMLTX Martin Ratio Rank: 8989
Martin Ratio Rank

VSMSX
VSMSX Risk / Return Rank: 3939
Overall Rank
VSMSX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VSMSX Sortino Ratio Rank: 4141
Sortino Ratio Rank
VSMSX Omega Ratio Rank: 3535
Omega Ratio Rank
VSMSX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSMSX Martin Ratio Rank: 4040
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.

VMLTX vs. VSMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) and Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX). 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.


VMLTXVSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.94

0.79

+1.14

Sortino ratio

Return per unit of downside risk

2.89

1.26

+1.63

Omega ratio

Gain probability vs. loss probability

1.64

1.17

+0.48

Calmar ratio

Return relative to maximum drawdown

2.27

1.03

+1.24

Martin ratio

Return relative to average drawdown

9.90

4.20

+5.70

VMLTX vs. VSMSX - Sharpe Ratio Comparison

The current VMLTX Sharpe Ratio is 1.94, which is higher than the VSMSX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of VMLTX and VSMSX, 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


VMLTXVSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

0.79

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.07

0.18

+0.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

0.41

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.92

0.51

+1.41

Correlation

The correlation between VMLTX and VSMSX is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

VMLTX vs. VSMSX - Dividend Comparison

VMLTX's dividend yield for the trailing twelve months is around 3.06%, more than VSMSX's 1.38% yield.


TTM20252024202320222021202020192018201720162015
VMLTX
Vanguard Limited-Term Tax-Exempt Fund Investor Shares
3.06%3.75%3.27%2.30%1.56%1.64%1.62%2.01%1.81%1.55%1.52%1.50%
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
1.38%1.39%1.49%1.47%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%

Drawdowns

VMLTX vs. VSMSX - Drawdown Comparison

The maximum VMLTX drawdown since its inception was -6.41%, smaller than the maximum VSMSX drawdown of -44.42%. Use the drawdown chart below to compare losses from any high point for VMLTX and VSMSX.


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Drawdown Indicators


VMLTXVSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-6.41%

-44.42%

+38.01%

Max Drawdown (1Y)

Largest decline over 1 year

-2.02%

-14.87%

+12.85%

Max Drawdown (5Y)

Largest decline over 5 years

-5.69%

-27.93%

+22.24%

Max Drawdown (10Y)

Largest decline over 10 years

-6.41%

-44.42%

+38.01%

Current Drawdown

Current decline from peak

-1.53%

-8.30%

+6.77%

Average Drawdown

Average peak-to-trough decline

-0.48%

-7.48%

+7.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

3.65%

-3.19%

Volatility

VMLTX vs. VSMSX - Volatility Comparison

The current volatility for Vanguard Limited-Term Tax-Exempt Fund Investor Shares (VMLTX) is 0.50%, while Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) has a volatility of 5.55%. This indicates that VMLTX experiences smaller price fluctuations and is considered to be less risky than VSMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VMLTXVSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

5.55%

-5.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.02%

12.75%

-11.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.33%

22.62%

-20.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.84%

21.55%

-19.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

23.19%

-21.27%