VSIAX vs. VEMPX
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011. VEMPX is managed by Vanguard. It was launched on Jan 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIAX or VEMPX.
Performance
VSIAX vs. VEMPX - Performance Comparison
Returns By Period
In the year-to-date period, VSIAX achieves a 16.74% return, which is significantly lower than VEMPX's 18.48% return. Over the past 10 years, VSIAX has underperformed VEMPX with an annualized return of 9.32%, while VEMPX has yielded a comparatively higher 9.82% annualized return.
VSIAX
16.74%
1.09%
10.02%
30.76%
11.39%
9.32%
VEMPX
18.48%
2.93%
11.96%
35.20%
11.09%
9.82%
Key characteristics
| VSIAX | VEMPX | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.88 |
| Sortino Ratio | 2.52 | 2.61 |
| Omega Ratio | 1.31 | 1.32 |
| Calmar Ratio | 3.28 | 1.31 |
| Martin Ratio | 9.97 | 10.61 |
| Ulcer Index | 2.94% | 3.18% |
| Daily Std Dev | 16.68% | 17.96% |
| Max Drawdown | -45.39% | -41.62% |
| Current Drawdown | -3.19% | -4.10% |
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VSIAX vs. VEMPX - Expense Ratio Comparison
VSIAX has a 0.07% expense ratio, which is higher than VEMPX's 0.04% 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%.
Correlation
The correlation between VSIAX and VEMPX is 0.93, 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
VSIAX vs. VEMPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX). 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
VSIAX vs. VEMPX - Dividend Comparison
VSIAX's dividend yield for the trailing twelve months is around 1.92%, more than VEMPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.14% | 1.28% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% | 1.36% | 1.17% |
Drawdowns
VSIAX vs. VEMPX - Drawdown Comparison
The maximum VSIAX drawdown since its inception was -45.39%, which is greater than VEMPX's maximum drawdown of -41.62%. Use the drawdown chart below to compare losses from any high point for VSIAX and VEMPX. For additional features, visit the drawdowns tool.
Volatility
VSIAX vs. VEMPX - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) is 5.89%, while Vanguard Extended Market Index Fund Institutional Plus Shares (VEMPX) has a volatility of 6.31%. This indicates that VSIAX experiences smaller price fluctuations and is considered to be less risky than VEMPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.