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VMVAX vs. VEMPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VMVAX and VEMPX is 0.87, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

VMVAX vs. VEMPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%NovemberDecember2025FebruaryMarchApril
331.53%
321.74%
VMVAX
VEMPX

Key characteristics

Sharpe Ratio

VMVAX:

0.32

VEMPX:

0.14

Sortino Ratio

VMVAX:

0.56

VEMPX:

0.37

Omega Ratio

VMVAX:

1.08

VEMPX:

1.05

Calmar Ratio

VMVAX:

0.29

VEMPX:

0.13

Martin Ratio

VMVAX:

1.00

VEMPX:

0.45

Ulcer Index

VMVAX:

5.26%

VEMPX:

7.82%

Daily Std Dev

VMVAX:

16.56%

VEMPX:

24.26%

Max Drawdown

VMVAX:

-43.07%

VEMPX:

-41.62%

Current Drawdown

VMVAX:

-11.21%

VEMPX:

-17.34%

Returns By Period

In the year-to-date period, VMVAX achieves a -3.91% return, which is significantly higher than VEMPX's -10.17% return. Both investments have delivered pretty close results over the past 10 years, with VMVAX having a 7.70% annualized return and VEMPX not far ahead at 7.71%.


VMVAX

YTD

-3.91%

1M

-4.46%

6M

-6.22%

1Y

5.12%

5Y*

14.53%

10Y*

7.70%

VEMPX

YTD

-10.17%

1M

-4.82%

6M

-6.64%

1Y

4.22%

5Y*

12.86%

10Y*

7.71%

*Annualized

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VMVAX vs. VEMPX - Expense Ratio Comparison

VMVAX has a 0.07% expense ratio, which is higher than VEMPX's 0.04% 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%.


Expense ratio chart for VMVAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VMVAX: 0.07%
Expense ratio chart for VEMPX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMPX: 0.04%

Risk-Adjusted Performance

VMVAX vs. VEMPX — Risk-Adjusted Performance Rank

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

VMVAX
The Risk-Adjusted Performance Rank of VMVAX is 4242
Overall Rank
The Sharpe Ratio Rank of VMVAX is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of VMVAX is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VMVAX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VMVAX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of VMVAX is 4040
Martin Ratio Rank

VEMPX
The Risk-Adjusted Performance Rank of VEMPX is 3131
Overall Rank
The Sharpe Ratio Rank of VEMPX is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMPX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VEMPX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VEMPX is 3232
Calmar Ratio Rank
The Martin Ratio Rank of VEMPX is 3030
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.

VMVAX vs. VEMPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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.


The chart of Sharpe ratio for VMVAX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.00
VMVAX: 0.32
VEMPX: 0.14
The chart of Sortino ratio for VMVAX, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.00
VMVAX: 0.56
VEMPX: 0.37
The chart of Omega ratio for VMVAX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.00
VMVAX: 1.08
VEMPX: 1.05
The chart of Calmar ratio for VMVAX, currently valued at 0.28, compared to the broader market0.002.004.006.008.0010.00
VMVAX: 0.29
VEMPX: 0.13
The chart of Martin ratio for VMVAX, currently valued at 1.00, compared to the broader market0.0010.0020.0030.0040.0050.00
VMVAX: 1.00
VEMPX: 0.45

The current VMVAX Sharpe Ratio is 0.32, which is higher than the VEMPX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VMVAX and VEMPX, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.32
0.14
VMVAX
VEMPX

Dividends

VMVAX vs. VEMPX - Dividend Comparison

VMVAX's dividend yield for the trailing twelve months is around 2.42%, more than VEMPX's 1.33% yield.


TTM20242023202220212020201920182017201620152014
VMVAX
Vanguard Mid-Cap Value Index Fund Admiral Shares
2.42%2.11%2.27%2.27%1.78%2.36%2.05%2.75%1.86%1.91%2.04%1.67%
VEMPX
Vanguard Extended Market Index Fund Institutional Plus Shares
1.33%1.11%1.28%1.17%1.15%1.09%1.32%1.68%1.27%1.46%1.39%1.36%

Drawdowns

VMVAX vs. VEMPX - Drawdown Comparison

The maximum VMVAX drawdown since its inception was -43.07%, roughly equal to the maximum VEMPX drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for VMVAX and VEMPX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.21%
-17.34%
VMVAX
VEMPX

Volatility

VMVAX vs. VEMPX - Volatility Comparison

The current volatility for Vanguard Mid-Cap Value Index Fund Admiral Shares (VMVAX) is 11.85%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 15.80%. This indicates that VMVAX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.85%
15.80%
VMVAX
VEMPX