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VSMPX vs. VMFGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSMPX and VMFGX is 0.88, 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

VSMPX vs. VMFGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VSMPX:

0.66

VMFGX:

-0.00

Sortino Ratio

VSMPX:

1.09

VMFGX:

0.19

Omega Ratio

VSMPX:

1.16

VMFGX:

1.02

Calmar Ratio

VSMPX:

0.71

VMFGX:

0.01

Martin Ratio

VSMPX:

2.68

VMFGX:

0.04

Ulcer Index

VSMPX:

5.10%

VMFGX:

8.41%

Daily Std Dev

VSMPX:

19.93%

VMFGX:

23.01%

Max Drawdown

VSMPX:

-34.97%

VMFGX:

-39.15%

Current Drawdown

VSMPX:

-4.17%

VMFGX:

-9.57%

Returns By Period

In the year-to-date period, VSMPX achieves a 0.26% return, which is significantly higher than VMFGX's -1.48% return. Over the past 10 years, VSMPX has outperformed VMFGX with an annualized return of 12.10%, while VMFGX has yielded a comparatively lower 8.85% annualized return.


VSMPX

YTD

0.26%

1M

9.61%

6M

-1.59%

1Y

13.05%

5Y*

16.83%

10Y*

12.10%

VMFGX

YTD

-1.48%

1M

11.96%

6M

-6.34%

1Y

-0.05%

5Y*

13.35%

10Y*

8.85%

*Annualized

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VSMPX vs. VMFGX - Expense Ratio Comparison

VSMPX has a 0.02% expense ratio, which is lower than VMFGX'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

VSMPX vs. VMFGX — Risk-Adjusted Performance Rank

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

VSMPX
The Risk-Adjusted Performance Rank of VSMPX is 6868
Overall Rank
The Sharpe Ratio Rank of VSMPX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VSMPX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of VSMPX is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VSMPX is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VSMPX is 6969
Martin Ratio Rank

VMFGX
The Risk-Adjusted Performance Rank of VMFGX is 1919
Overall Rank
The Sharpe Ratio Rank of VMFGX is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of VMFGX is 2121
Sortino Ratio Rank
The Omega Ratio Rank of VMFGX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of VMFGX is 1919
Calmar Ratio Rank
The Martin Ratio Rank of VMFGX is 1919
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VSMPX vs. VMFGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX). 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.


The current VSMPX Sharpe Ratio is 0.66, which is higher than the VMFGX Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of VSMPX and VMFGX, 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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Dividends

VSMPX vs. VMFGX - Dividend Comparison

VSMPX's dividend yield for the trailing twelve months is around 1.30%, more than VMFGX's 0.85% yield.


TTM20242023202220212020201920182017201620152014
VSMPX
Vanguard Total Stock Market Index Fund Institutional Plus Shares
1.30%1.27%1.44%1.67%1.22%1.43%1.78%2.05%1.73%1.95%1.52%0.00%
VMFGX
Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares
0.85%0.84%1.21%1.12%0.53%0.79%1.22%1.18%0.93%1.14%1.14%0.91%

Drawdowns

VSMPX vs. VMFGX - Drawdown Comparison

The maximum VSMPX drawdown since its inception was -34.97%, smaller than the maximum VMFGX drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for VSMPX and VMFGX. For additional features, visit the drawdowns tool.


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Volatility

VSMPX vs. VMFGX - Volatility Comparison

The current volatility for Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) is 6.15%, while Vanguard S&P Mid-Cap 400 Growth Index Fund Institutional Shares (VMFGX) has a volatility of 6.52%. This indicates that VSMPX experiences smaller price fluctuations and is considered to be less risky than VMFGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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