VSIAX vs. VIOV
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011. VIOV is a passively managed fund by Vanguard that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIAX or VIOV.
Performance
VSIAX vs. VIOV - Performance Comparison
Returns By Period
In the year-to-date period, VSIAX achieves a 16.74% return, which is significantly higher than VIOV's 10.30% return. Over the past 10 years, VSIAX has outperformed VIOV with an annualized return of 9.32%, while VIOV has yielded a comparatively lower 8.71% annualized return.
VSIAX
16.74%
1.09%
10.02%
30.76%
11.39%
9.32%
VIOV
10.30%
2.34%
11.16%
27.18%
9.41%
8.71%
Key characteristics
| VSIAX | VIOV | |
|---|---|---|
| Sharpe Ratio | 1.75 | 1.19 |
| Sortino Ratio | 2.52 | 1.81 |
| Omega Ratio | 1.31 | 1.22 |
| Calmar Ratio | 3.28 | 1.57 |
| Martin Ratio | 9.97 | 5.37 |
| Ulcer Index | 2.94% | 4.67% |
| Daily Std Dev | 16.68% | 21.13% |
| Max Drawdown | -45.39% | -47.36% |
| Current Drawdown | -3.19% | -4.39% |
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VSIAX vs. VIOV - Expense Ratio Comparison
VSIAX has a 0.07% expense ratio, which is lower than VIOV's 0.15% 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 VSIAX and VIOV 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. VIOV - 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 S&P Small-Cap 600 Value ETF (VIOV). 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. VIOV - Dividend Comparison
VSIAX's dividend yield for the trailing twelve months is around 1.92%, less than VIOV's 2.22% 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% |
VIOV Vanguard S&P Small-Cap 600 Value ETF | 2.22% | 2.18% | 1.81% | 1.59% | 1.42% | 1.60% | 1.76% | 1.43% | 1.17% | 1.32% | 1.27% | 0.91% |
Drawdowns
VSIAX vs. VIOV - Drawdown Comparison
The maximum VSIAX drawdown since its inception was -45.39%, roughly equal to the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for VSIAX and VIOV. For additional features, visit the drawdowns tool.
Volatility
VSIAX vs. VIOV - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) is 5.89%, while Vanguard S&P Small-Cap 600 Value ETF (VIOV) has a volatility of 7.87%. This indicates that VSIAX experiences smaller price fluctuations and is considered to be less risky than VIOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.