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VSGAX vs. VSMAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSGAX vs. VSMAX - Performance Comparison

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

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VSGAX vs. VSMAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
-3.92%8.44%14.94%23.04%-28.39%5.70%35.26%32.76%-5.69%21.92%
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, VSGAX achieves a -3.92% return, which is significantly lower than VSMAX's -1.21% return. Both investments have delivered pretty close results over the past 10 years, with VSGAX having a 9.98% annualized return and VSMAX not far ahead at 10.15%.


VSGAX

1D
-1.76%
1M
-9.44%
YTD
-3.92%
6M
-2.46%
1Y
15.66%
3Y*
10.85%
5Y*
1.69%
10Y*
9.98%

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)

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VSGAX vs. VSMAX - Expense Ratio Comparison

VSGAX has a 0.07% expense ratio, which is higher than VSMAX's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

VSGAX vs. VSMAX — Risk / Return Rank

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

VSGAX
VSGAX Risk / Return Rank: 3030
Overall Rank
VSGAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VSGAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VSGAX Omega Ratio Rank: 2626
Omega Ratio Rank
VSGAX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VSGAX Martin Ratio Rank: 3333
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.

VSGAX vs. VSMAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) 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.


VSGAXVSMAXDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.75

-0.12

Sortino ratio

Return per unit of downside risk

1.04

1.19

-0.15

Omega ratio

Gain probability vs. loss probability

1.14

1.16

-0.02

Calmar ratio

Return relative to maximum drawdown

0.87

0.97

-0.10

Martin ratio

Return relative to average drawdown

3.51

4.20

-0.69

VSGAX vs. VSMAX - Sharpe Ratio Comparison

The current VSGAX Sharpe Ratio is 0.63, which is comparable to the VSMAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of VSGAX 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.


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Sharpe Ratios by Period


VSGAXVSMAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.63

0.75

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.24

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.47

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.37

+0.14

Correlation

The correlation between VSGAX and VSMAX is 0.96, 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

VSGAX vs. VSMAX - Dividend Comparison

VSGAX's dividend yield for the trailing twelve months is around 0.54%, less than VSMAX's 1.38% yield.


TTM20252024202320222021202020192018201720162015
VSGAX
Vanguard Small-Cap Growth Index Fund Admiral Shares
0.54%0.54%0.54%0.67%0.55%0.36%0.44%0.57%0.79%0.81%1.08%0.98%
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

VSGAX vs. VSMAX - Drawdown Comparison

The maximum VSGAX drawdown since its inception was -38.70%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VSGAX and VSMAX.


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Drawdown Indicators


VSGAXVSMAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.70%

-59.68%

+20.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.50%

-14.30%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-38.36%

-28.14%

-10.22%

Max Drawdown (10Y)

Largest decline over 10 years

-38.70%

-41.82%

+3.12%

Current Drawdown

Current decline from peak

-11.37%

-8.97%

-2.40%

Average Drawdown

Average peak-to-trough decline

-8.64%

-9.75%

+1.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.30%

+0.29%

Volatility

VSGAX vs. VSMAX - Volatility Comparison

Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a higher volatility of 7.60% compared to Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) at 5.91%. This indicates that VSGAX's price experiences larger fluctuations and is considered to be riskier than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSGAXVSMAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.60%

5.91%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

15.11%

12.22%

+2.89%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

21.62%

+2.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

20.69%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

21.52%

+1.38%