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

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.


-0.50.00.51.00.7

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.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
813.00%
237.16%
VSCIX
VTMNX

Key characteristics

Sharpe Ratio

VSCIX:

1.01

VTMNX:

0.30

Sortino Ratio

VSCIX:

1.47

VTMNX:

0.49

Omega Ratio

VSCIX:

1.18

VTMNX:

1.06

Calmar Ratio

VSCIX:

1.50

VTMNX:

0.35

Martin Ratio

VSCIX:

5.30

VTMNX:

1.14

Ulcer Index

VSCIX:

3.25%

VTMNX:

3.35%

Daily Std Dev

VSCIX:

17.02%

VTMNX:

12.80%

Max Drawdown

VSCIX:

-59.66%

VTMNX:

-60.58%

Current Drawdown

VSCIX:

-7.12%

VTMNX:

-10.83%

Returns By Period

In the year-to-date period, VSCIX achieves a 14.92% return, which is significantly higher than VTMNX's 1.01% return. Over the past 10 years, VSCIX has outperformed VTMNX with an annualized return of 9.14%, while VTMNX has yielded a comparatively lower 5.12% annualized return.


VSCIX

YTD

14.92%

1M

-4.36%

6M

12.00%

1Y

14.77%

5Y*

9.43%

10Y*

9.14%

VTMNX

YTD

1.01%

1M

-3.47%

6M

-2.77%

1Y

2.20%

5Y*

4.46%

10Y*

5.12%

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. 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%.


VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
Expense ratio chart for VTMNX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VSCIX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.


Sharpe ratio
The chart of Sharpe ratio for VSCIX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.010.30
The chart of Sortino ratio for VSCIX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.470.49
The chart of Omega ratio for VSCIX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.06
The chart of Calmar ratio for VSCIX, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.500.35
The chart of Martin ratio for VSCIX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.005.301.14
VSCIX
VTMNX

The current VSCIX Sharpe Ratio is 1.01, which is higher than the VTMNX Sharpe Ratio of 0.30. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
0.30
VSCIX
VTMNX

Dividends

VSCIX vs. VTMNX - Dividend Comparison

VSCIX's dividend yield for the trailing twelve months is around 0.92%, less than VTMNX's 1.87% yield.


TTM20232022202120202019201820172016201520142013
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
0.92%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
1.87%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.12%
-10.83%
VSCIX
VTMNX

Volatility

VSCIX vs. VTMNX - Volatility Comparison

Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a higher volatility of 5.64% compared to Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) at 3.58%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
3.58%
VSCIX
VTMNX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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