PortfoliosLab logoPortfoliosLab logo
VSFAX vs. VSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSFAX vs. VSMAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes Clover Small Value Fund (VSFAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSFAX vs. VSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSFAX
Federated Hermes Clover Small Value Fund
-2.42%7.53%20.49%10.43%-8.82%30.14%9.13%19.67%-18.43%12.06%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
-1.21%8.83%14.23%18.17%-17.61%17.74%19.06%27.36%-9.33%16.24%

Returns By Period

In the year-to-date period, VSFAX achieves a -2.42% return, which is significantly lower than VSMAX's -1.21% return. Over the past 10 years, VSFAX has underperformed VSMAX with an annualized return of 9.30%, while VSMAX has yielded a comparatively higher 10.15% annualized return.


VSFAX

1D
-1.05%
1M
-8.86%
YTD
-2.42%
6M
0.36%
1Y
11.12%
3Y*
11.44%
5Y*
6.75%
10Y*
9.30%

VSMAX

1D
-0.98%
1M
-8.09%
YTD
-1.21%
6M
0.58%
1Y
16.07%
3Y*
11.85%
5Y*
5.02%
10Y*
10.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VSFAX vs. VSMAX - Expense Ratio Comparison

VSFAX has a 1.14% expense ratio, which is higher than VSMAX's 0.05% expense ratio.


Return for Risk

VSFAX vs. VSMAX — Risk / Return Rank

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

VSFAX
VSFAX Risk / Return Rank: 1919
Overall Rank
VSFAX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
VSFAX Sortino Ratio Rank: 1919
Sortino Ratio Rank
VSFAX Omega Ratio Rank: 1919
Omega Ratio Rank
VSFAX Calmar Ratio Rank: 2020
Calmar Ratio Rank
VSFAX Martin Ratio Rank: 2121
Martin Ratio Rank

VSMAX
VSMAX Risk / Return Rank: 3737
Overall Rank
VSMAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSMAX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSMAX Omega Ratio Rank: 3434
Omega Ratio Rank
VSMAX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSMAX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSFAX vs. VSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes Clover Small Value Fund (VSFAX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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.


VSFAXVSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.47

0.75

-0.28

Sortino ratio

Return per unit of downside risk

0.81

1.19

-0.38

Omega ratio

Gain probability vs. loss probability

1.12

1.16

-0.05

Calmar ratio

Return relative to maximum drawdown

0.59

0.97

-0.38

Martin ratio

Return relative to average drawdown

2.23

4.20

-1.97

VSFAX vs. VSMAX - Sharpe Ratio Comparison

The current VSFAX Sharpe Ratio is 0.47, which is lower than the VSMAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VSFAX and VSMAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VSFAXVSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

0.75

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.24

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.47

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.37

-0.13

Correlation

The correlation between VSFAX and VSMAX is 0.92, 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.


Dividends

VSFAX vs. VSMAX - Dividend Comparison

VSFAX's dividend yield for the trailing twelve months is around 3.54%, more than VSMAX's 1.38% yield.


TTM20252024202320222021202020192018201720162015
VSFAX
Federated Hermes Clover Small Value Fund
3.54%3.45%20.39%2.91%9.15%8.62%0.11%0.35%23.83%16.53%2.33%2.20%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
1.38%1.33%1.30%1.56%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%

Drawdowns

VSFAX vs. VSMAX - Drawdown Comparison

The maximum VSFAX drawdown since its inception was -78.14%, which is greater than VSMAX's maximum drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VSFAX and VSMAX.


Loading graphics...

Drawdown Indicators


VSFAXVSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-78.14%

-59.68%

-18.46%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-14.30%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-30.07%

-28.14%

-1.93%

Max Drawdown (10Y)

Largest decline over 10 years

-48.57%

-41.82%

-6.75%

Current Drawdown

Current decline from peak

-9.87%

-8.97%

-0.90%

Average Drawdown

Average peak-to-trough decline

-20.96%

-9.75%

-11.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.99%

3.30%

+0.69%

Volatility

VSFAX vs. VSMAX - Volatility Comparison

The current volatility for Federated Hermes Clover Small Value Fund (VSFAX) is 5.18%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.91%. This indicates that VSFAX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VSFAXVSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

5.91%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.92%

12.22%

+0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

20.12%

21.62%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.38%

20.69%

+2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.02%

21.52%

+2.50%