VSIIX vs. VRTIX
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX).
VSIIX is managed by Vanguard. It was launched on Dec 7, 1999. VRTIX is managed by Vanguard. It was launched on Dec 22, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSIIX or VRTIX.
Key characteristics
| VSIIX | VRTIX | |
|---|---|---|
| YTD Return | 19.11% | 19.40% |
| 1Y Return | 38.34% | 42.32% |
| 3Y Return (Ann) | 6.88% | 1.23% |
| 5Y Return (Ann) | 11.98% | 10.09% |
| 10Y Return (Ann) | 9.58% | 8.96% |
| Sharpe Ratio | 2.22 | 1.96 |
| Sortino Ratio | 3.16 | 2.81 |
| Omega Ratio | 1.39 | 1.34 |
| Calmar Ratio | 3.13 | 1.51 |
| Martin Ratio | 13.03 | 11.32 |
| Ulcer Index | 2.92% | 3.74% |
| Daily Std Dev | 17.17% | 21.62% |
| Max Drawdown | -62.05% | -41.69% |
| Current Drawdown | -1.23% | -1.77% |
Correlation
The correlation between VSIIX and VRTIX 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.
Performance
VSIIX vs. VRTIX - Performance Comparison
The year-to-date returns for both investments are quite close, with VSIIX having a 19.11% return and VRTIX slightly higher at 19.40%. Over the past 10 years, VSIIX has outperformed VRTIX with an annualized return of 9.58%, while VRTIX has yielded a comparatively lower 8.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSIIX vs. VRTIX - Expense Ratio Comparison
VSIIX has a 0.06% expense ratio, which is lower than VRTIX's 0.08% 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%.
Risk-Adjusted Performance
VSIIX vs. VRTIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX). 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
VSIIX vs. VRTIX - Dividend Comparison
VSIIX's dividend yield for the trailing twelve months is around 1.89%, more than VRTIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.89% | 2.12% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% | 1.78% | 1.88% |
VRTIX Vanguard Russell 2000 Index Fund Institutional Shares | 1.21% | 1.46% | 1.50% | 1.15% | 0.93% | 1.36% | 1.49% | 1.24% | 1.33% | 1.31% | 1.17% | 1.08% |
Drawdowns
VSIIX vs. VRTIX - Drawdown Comparison
The maximum VSIIX drawdown since its inception was -62.05%, which is greater than VRTIX's maximum drawdown of -41.69%. Use the drawdown chart below to compare losses from any high point for VSIIX and VRTIX. For additional features, visit the drawdowns tool.
Volatility
VSIIX vs. VRTIX - Volatility Comparison
The current volatility for Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) is 5.80%, while Vanguard Russell 2000 Index Fund Institutional Shares (VRTIX) has a volatility of 7.41%. This indicates that VSIIX experiences smaller price fluctuations and is considered to be less risky than VRTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.