PortfoliosLab logo
VSCIX vs. VMCIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSCIX and VMCIX 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

VSCIX vs. VMCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). The values are adjusted to include any dividend payments, if applicable.

900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%NovemberDecember2025FebruaryMarchApril
961.58%
1,276.57%
VSCIX
VMCIX

Key characteristics

Sharpe Ratio

VSCIX:

0.11

VMCIX:

0.50

Sortino Ratio

VSCIX:

0.31

VMCIX:

0.81

Omega Ratio

VSCIX:

1.04

VMCIX:

1.11

Calmar Ratio

VSCIX:

0.09

VMCIX:

0.48

Martin Ratio

VSCIX:

0.32

VMCIX:

1.86

Ulcer Index

VSCIX:

7.32%

VMCIX:

4.87%

Daily Std Dev

VSCIX:

22.36%

VMCIX:

18.22%

Max Drawdown

VSCIX:

-59.66%

VMCIX:

-58.86%

Current Drawdown

VSCIX:

-16.97%

VMCIX:

-9.91%

Returns By Period

In the year-to-date period, VSCIX achieves a -10.07% return, which is significantly lower than VMCIX's -3.31% return. Over the past 10 years, VSCIX has underperformed VMCIX with an annualized return of 7.43%, while VMCIX has yielded a comparatively higher 8.67% annualized return.


VSCIX

YTD

-10.07%

1M

-6.11%

6M

-8.63%

1Y

0.91%

5Y*

13.23%

10Y*

7.43%

VMCIX

YTD

-3.31%

1M

-3.62%

6M

-3.73%

1Y

7.73%

5Y*

13.54%

10Y*

8.67%

*Annualized

Compare stocks, funds, or ETFs

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


VSCIX vs. VMCIX - Expense Ratio Comparison

Both VSCIX and VMCIX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for VSCIX: 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%
VSCIX: 0.04%
Expense ratio chart for VMCIX: 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%
VMCIX: 0.04%

Risk-Adjusted Performance

VSCIX vs. VMCIX — Risk-Adjusted Performance Rank

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

VSCIX
The Risk-Adjusted Performance Rank of VSCIX is 3333
Overall Rank
The Sharpe Ratio Rank of VSCIX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCIX is 3434
Sortino Ratio Rank
The Omega Ratio Rank of VSCIX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VSCIX is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VSCIX is 3232
Martin Ratio Rank

VMCIX
The Risk-Adjusted Performance Rank of VMCIX is 5858
Overall Rank
The Sharpe Ratio Rank of VMCIX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VMCIX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VMCIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VMCIX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VMCIX is 5757
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.

VSCIX vs. VMCIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX). 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 VSCIX, currently valued at 0.11, compared to the broader market-1.000.001.002.003.00
VSCIX: 0.11
VMCIX: 0.50
The chart of Sortino ratio for VSCIX, currently valued at 0.31, compared to the broader market-2.000.002.004.006.008.00
VSCIX: 0.31
VMCIX: 0.81
The chart of Omega ratio for VSCIX, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.00
VSCIX: 1.04
VMCIX: 1.11
The chart of Calmar ratio for VSCIX, currently valued at 0.09, compared to the broader market0.002.004.006.008.0010.00
VSCIX: 0.09
VMCIX: 0.48
The chart of Martin ratio for VSCIX, currently valued at 0.32, compared to the broader market0.0010.0020.0030.0040.0050.00
VSCIX: 0.32
VMCIX: 1.86

The current VSCIX Sharpe Ratio is 0.11, which is lower than the VMCIX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of VSCIX and VMCIX, 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
0.11
0.50
VSCIX
VMCIX

Dividends

VSCIX vs. VMCIX - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 1.58%, less than VMCIX's 1.63% yield.


TTM20242023202220212020201920182017201620152014
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.58%1.31%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%
VMCIX
Vanguard Mid-Cap Index Fund Institutional Shares
1.63%1.49%1.52%1.60%1.12%1.45%1.48%1.83%1.36%1.46%1.48%1.29%

Drawdowns

VSCIX vs. VMCIX - Drawdown Comparison

The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum VMCIX drawdown of -58.86%. Use the drawdown chart below to compare losses from any high point for VSCIX and VMCIX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.97%
-9.91%
VSCIX
VMCIX

Volatility

VSCIX vs. VMCIX - Volatility Comparison

Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 14.82% compared to Vanguard Mid-Cap Index Fund Institutional Shares (VMCIX) at 13.15%. This indicates that VSCIX's price experiences larger fluctuations and is considered to be riskier than VMCIX 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%NovemberDecember2025FebruaryMarchApril
14.82%
13.15%
VSCIX
VMCIX