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VSIIX vs. TASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSIIX vs. TASCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Third Avenue Small Cap Value Fund (TASCX). The values are adjusted to include any dividend payments, if applicable.

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VSIIX vs. TASCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSIIX
Vanguard Small-Cap Value Index Fund Institutional Shares
0.79%9.10%11.37%17.06%-9.31%28.12%5.81%22.81%-12.24%11.80%
TASCX
Third Avenue Small Cap Value Fund
6.59%14.79%3.04%22.49%-1.87%25.92%-2.96%22.92%-12.55%8.89%

Returns By Period

In the year-to-date period, VSIIX achieves a 0.79% return, which is significantly lower than TASCX's 6.59% return. Both investments have delivered pretty close results over the past 10 years, with VSIIX having a 9.85% annualized return and TASCX not far ahead at 10.22%.


VSIIX

1D
-0.41%
1M
-7.11%
YTD
0.79%
6M
2.85%
1Y
16.28%
3Y*
12.52%
5Y*
7.36%
10Y*
9.85%

TASCX

1D
0.00%
1M
-3.17%
YTD
6.59%
6M
11.59%
1Y
27.41%
3Y*
14.03%
5Y*
10.00%
10Y*
10.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSIIX vs. TASCX - Expense Ratio Comparison

VSIIX has a 0.06% expense ratio, which is lower than TASCX's 1.15% expense ratio.


Return for Risk

VSIIX vs. TASCX — Risk / Return Rank

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

VSIIX
VSIIX Risk / Return Rank: 4040
Overall Rank
VSIIX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VSIIX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VSIIX Omega Ratio Rank: 3838
Omega Ratio Rank
VSIIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
VSIIX Martin Ratio Rank: 4242
Martin Ratio Rank

TASCX
TASCX Risk / Return Rank: 8181
Overall Rank
TASCX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
TASCX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TASCX Omega Ratio Rank: 7474
Omega Ratio Rank
TASCX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TASCX Martin Ratio Rank: 8686
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.

VSIIX vs. TASCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Third Avenue Small Cap Value Fund (TASCX). 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.


VSIIXTASCXDifference

Sharpe ratio

Return per unit of total volatility

0.82

1.47

-0.65

Sortino ratio

Return per unit of downside risk

1.28

2.15

-0.87

Omega ratio

Gain probability vs. loss probability

1.17

1.28

-0.11

Calmar ratio

Return relative to maximum drawdown

1.04

2.09

-1.05

Martin ratio

Return relative to average drawdown

4.29

8.93

-4.64

VSIIX vs. TASCX - Sharpe Ratio Comparison

The current VSIIX Sharpe Ratio is 0.82, which is lower than the TASCX Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VSIIX and TASCX, 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


VSIIXTASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

1.47

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.39

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.42

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.46

-0.03

Correlation

The correlation between VSIIX and TASCX is 0.90, 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

VSIIX vs. TASCX - Dividend Comparison

VSIIX's dividend yield for the trailing twelve months is around 1.96%, less than TASCX's 3.54% yield.


TTM20252024202320222021202020192018201720162015
VSIIX
Vanguard Small-Cap Value Index Fund Institutional Shares
1.96%1.96%1.99%2.10%2.04%1.76%1.69%2.07%2.36%1.80%1.77%1.99%
TASCX
Third Avenue Small Cap Value Fund
3.54%3.78%11.87%14.38%5.40%8.55%1.50%7.75%12.67%13.61%9.15%14.70%

Drawdowns

VSIIX vs. TASCX - Drawdown Comparison

The maximum VSIIX drawdown since its inception was -62.05%, which is greater than TASCX's maximum drawdown of -58.55%. Use the drawdown chart below to compare losses from any high point for VSIIX and TASCX.


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Drawdown Indicators


VSIIXTASCXDifference

Max Drawdown

Largest peak-to-trough decline

-62.05%

-58.55%

-3.50%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-12.12%

-2.04%

Max Drawdown (5Y)

Largest decline over 5 years

-24.09%

-30.26%

+6.17%

Max Drawdown (10Y)

Largest decline over 10 years

-45.38%

-40.45%

-4.93%

Current Drawdown

Current decline from peak

-8.24%

-4.60%

-3.64%

Average Drawdown

Average peak-to-trough decline

-8.57%

-8.66%

+0.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.83%

+0.59%

Volatility

VSIIX vs. TASCX - Volatility Comparison

Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) has a higher volatility of 4.89% compared to Third Avenue Small Cap Value Fund (TASCX) at 3.87%. This indicates that VSIIX's price experiences larger fluctuations and is considered to be riskier than TASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSIIXTASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

3.87%

+1.02%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

10.66%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

20.61%

18.59%

+2.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

25.47%

-5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.81%

24.17%

-2.36%