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VSIIX vs. VSIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VSIIXVSIAX
YTD Return19.11%19.09%
1Y Return38.34%38.31%
3Y Return (Ann)6.88%6.85%
5Y Return (Ann)11.98%11.95%
10Y Return (Ann)9.58%9.56%
Sharpe Ratio2.222.21
Sortino Ratio3.163.15
Omega Ratio1.391.39
Calmar Ratio3.133.13
Martin Ratio13.0313.01
Ulcer Index2.92%2.92%
Daily Std Dev17.17%17.17%
Max Drawdown-62.05%-45.39%
Current Drawdown-1.23%-1.24%

Correlation

-0.50.00.51.01.0

The correlation between VSIIX and VSIAX is 1.00, 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. VSIAX - Performance Comparison

The year-to-date returns for both stocks are quite close, with VSIIX having a 19.11% return and VSIAX slightly lower at 19.09%. Both investments have delivered pretty close results over the past 10 years, with VSIIX having a 9.58% annualized return and VSIAX not far behind at 9.56%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.13%
12.11%
VSIIX
VSIAX

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSIIX vs. VSIAX - Expense Ratio Comparison

VSIIX has a 0.06% expense ratio, which is lower than VSIAX's 0.07% 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%.


VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Expense ratio chart for VSIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VSIIX: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

VSIIX vs. VSIAX - 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 Small-Cap Value Index Fund Admiral Shares (VSIAX). 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.


VSIIX
Sharpe ratio
The chart of Sharpe ratio for VSIIX, currently valued at 2.22, compared to the broader market0.002.004.002.22
Sortino ratio
The chart of Sortino ratio for VSIIX, currently valued at 3.16, compared to the broader market0.005.0010.003.16
Omega ratio
The chart of Omega ratio for VSIIX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VSIIX, currently valued at 3.13, compared to the broader market0.005.0010.0015.0020.0025.003.13
Martin ratio
The chart of Martin ratio for VSIIX, currently valued at 13.03, compared to the broader market0.0020.0040.0060.0080.00100.0013.03
VSIAX
Sharpe ratio
The chart of Sharpe ratio for VSIAX, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for VSIAX, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for VSIAX, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for VSIAX, currently valued at 3.13, compared to the broader market0.005.0010.0015.0020.0025.003.13
Martin ratio
The chart of Martin ratio for VSIAX, currently valued at 13.01, compared to the broader market0.0020.0040.0060.0080.00100.0013.01

VSIIX vs. VSIAX - Sharpe Ratio Comparison

The current VSIIX Sharpe Ratio is 2.22, which is comparable to the VSIAX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of VSIIX and VSIAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
2.22
2.21
VSIIX
VSIAX

Dividends

VSIIX vs. VSIAX - Dividend Comparison

VSIIX's dividend yield for the trailing twelve months is around 1.89%, which matches VSIAX's 1.89% yield.


TTM20232022202120202019201820172016201520142013
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%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
1.89%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%1.87%

Drawdowns

VSIIX vs. VSIAX - Drawdown Comparison

The maximum VSIIX drawdown since its inception was -62.05%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for VSIIX and VSIAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.23%
-1.24%
VSIIX
VSIAX

Volatility

VSIIX vs. VSIAX - Volatility Comparison

Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 5.80% and 5.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.80%
5.81%
VSIIX
VSIAX