VSCIX vs. VTMNX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) and Vanguard Developed Markets Index Fund Institutional Shares (VTMNX).
VSCIX is managed by Vanguard. It was launched on Jul 7, 1997. VTMNX is managed by Vanguard. It was launched on Jan 4, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSCIX or VTMNX.
Performance
VSCIX vs. VTMNX - Performance Comparison
Returns By Period
In the year-to-date period, VSCIX achieves a 20.16% return, which is significantly higher than VTMNX's 4.63% return. Over the past 10 years, VSCIX has outperformed VTMNX with an annualized return of 9.70%, while VTMNX has yielded a comparatively lower 5.22% annualized return.
VSCIX
20.16%
6.56%
15.94%
33.97%
11.30%
9.70%
VTMNX
4.63%
-3.29%
-0.79%
11.56%
5.92%
5.22%
Key characteristics
| VSCIX | VTMNX | |
|---|---|---|
| Sharpe Ratio | 2.03 | 0.93 |
| Sortino Ratio | 2.82 | 1.34 |
| Omega Ratio | 1.35 | 1.16 |
| Calmar Ratio | 2.04 | 1.35 |
| Martin Ratio | 11.17 | 4.25 |
| Ulcer Index | 3.11% | 2.76% |
| Daily Std Dev | 17.12% | 12.63% |
| Max Drawdown | -59.66% | -60.58% |
| Current Drawdown | -0.95% | -7.63% |
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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%.
Correlation
The correlation between VSCIX and VTMNX is 0.72, 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. 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.
Dividends
VSCIX vs. VTMNX - Dividend Comparison
VSCIX's dividend yield for the trailing twelve months is around 1.31%, less than VTMNX's 3.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.31% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% | 1.31% |
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 3.05% | 3.15% | 2.91% | 3.15% | 2.04% | 3.05% | 3.34% | 2.77% | 3.06% | 2.92% | 3.71% | 2.62% |
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.
Volatility
VSCIX vs. VTMNX - Volatility Comparison
Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 5.62% compared to Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) at 3.53%. This indicates that VSCIX's price experiences larger fluctuations and is considered to be riskier than VTMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.