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VSCIX vs. VTMNX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSCIX and VTMNX is 0.75, 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.


Performance

VSCIX vs. VTMNX - 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 Developed Markets Index Fund Institutional Shares (VTMNX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VSCIX:

0.07

VTMNX:

0.63

Sortino Ratio

VSCIX:

0.31

VTMNX:

1.01

Omega Ratio

VSCIX:

1.04

VTMNX:

1.14

Calmar Ratio

VSCIX:

0.09

VTMNX:

0.81

Martin Ratio

VSCIX:

0.28

VTMNX:

2.38

Ulcer Index

VSCIX:

8.01%

VTMNX:

4.50%

Daily Std Dev

VSCIX:

22.35%

VTMNX:

16.37%

Max Drawdown

VSCIX:

-59.66%

VTMNX:

-60.58%

Current Drawdown

VSCIX:

-13.85%

VTMNX:

0.00%

Returns By Period

In the year-to-date period, VSCIX achieves a -6.69% return, which is significantly lower than VTMNX's 12.74% return. Over the past 10 years, VSCIX has outperformed VTMNX with an annualized return of 7.93%, while VTMNX has yielded a comparatively lower 5.71% annualized return.


VSCIX

YTD

-6.69%

1M

5.38%

6M

-11.09%

1Y

1.51%

5Y*

12.21%

10Y*

7.93%

VTMNX

YTD

12.74%

1M

10.36%

6M

8.84%

1Y

10.16%

5Y*

11.67%

10Y*

5.71%

*Annualized

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VSCIX vs. VTMNX - Expense Ratio Comparison

VSCIX has a 0.04% expense ratio, which is lower than VTMNX's 0.05% 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%.


Risk-Adjusted Performance

VSCIX vs. VTMNX — 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 2828
Overall Rank
The Sharpe Ratio Rank of VSCIX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of VSCIX is 3030
Sortino Ratio Rank
The Omega Ratio Rank of VSCIX is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VSCIX is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VSCIX is 2727
Martin Ratio Rank

VTMNX
The Risk-Adjusted Performance Rank of VTMNX is 6969
Overall Rank
The Sharpe Ratio Rank of VTMNX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VTMNX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VTMNX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VTMNX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of VTMNX is 6767
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. VTMNX - 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 Developed Markets Index Fund Institutional Shares (VTMNX). 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 current VSCIX Sharpe Ratio is 0.07, which is lower than the VTMNX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of VSCIX and VTMNX, 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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Dividends

VSCIX vs. VTMNX - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 1.52%, less than VTMNX's 2.91% yield.


TTM20242023202220212020201920182017201620152014
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.52%1.31%1.56%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%1.44%
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
2.91%3.36%3.15%2.91%3.15%2.04%3.05%3.34%2.77%3.06%2.92%3.71%

Drawdowns

VSCIX vs. VTMNX - Drawdown Comparison

The maximum VSCIX drawdown since its inception was -59.66%, roughly equal to the maximum VTMNX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for VSCIX and VTMNX. For additional features, visit the drawdowns tool.


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Volatility

VSCIX vs. VTMNX - Volatility Comparison


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