VSCIX vs. ^GSPC
Compare and contrast key facts about Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and S&P 500 (^GSPC).
VSCIX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCIX or ^GSPC.
Performance
VSCIX vs. ^GSPC - Performance Comparison
Returns By Period
In the year-to-date period, VSCIX achieves a 20.16% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, VSCIX has underperformed ^GSPC with an annualized return of 9.70%, while ^GSPC has yielded a comparatively higher 11.16% annualized return.
VSCIX
20.16%
6.56%
15.94%
33.97%
11.30%
9.70%
^GSPC
24.72%
1.67%
12.93%
30.55%
13.88%
11.16%
Key characteristics
| VSCIX | ^GSPC | |
|---|---|---|
| Sharpe Ratio | 2.03 | 2.54 |
| Sortino Ratio | 2.82 | 3.40 |
| Omega Ratio | 1.35 | 1.47 |
| Calmar Ratio | 2.04 | 3.66 |
| Martin Ratio | 11.17 | 16.26 |
| Ulcer Index | 3.11% | 1.91% |
| Daily Std Dev | 17.12% | 12.23% |
| Max Drawdown | -59.66% | -56.78% |
| Current Drawdown | -0.95% | -0.88% |
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Correlation
The correlation between VSCIX and ^GSPC is 0.86, 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.
Risk-Adjusted Performance
VSCIX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and S&P 500 (^GSPC). 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.
Drawdowns
VSCIX vs. ^GSPC - Drawdown Comparison
The maximum VSCIX drawdown since its inception was -59.66%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VSCIX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
VSCIX vs. ^GSPC - Volatility Comparison
Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 5.62% compared to S&P 500 (^GSPC) at 3.96%. This indicates that VSCIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.