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VSMSX vs. VIOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VSMSX vs. VIOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VSMSX achieves a 16.33% return, which is significantly higher than VIOV's 15.28% return. Over the past 10 years, VSMSX has outperformed VIOV with an annualized return of 10.81%, while VIOV has yielded a comparatively lower 10.23% annualized return.


VSMSX

1D
0.88%
1M
2.59%
YTD
16.33%
6M
15.18%
1Y
32.75%
3Y*
14.78%
5Y*
5.90%
10Y*
10.81%

VIOV

1D
-1.28%
1M
2.26%
YTD
15.28%
6M
14.76%
1Y
37.06%
3Y*
14.29%
5Y*
5.75%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSMSX vs. VIOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
16.33%6.04%7.20%17.57%-16.19%26.72%11.46%22.73%-8.51%13.39%
VIOV
Vanguard S&P Small-Cap 600 Value ETF
15.28%6.63%7.44%15.36%-11.37%30.67%2.81%24.44%-12.85%11.54%

Correlation

The correlation between VSMSX and VIOV is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2012

0.95

The correlation between VSMSX and VIOV has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

VSMSX vs. VIOV — Risk / Return Rank

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

VSMSX
VSMSX Risk / Return Rank: 5858
Overall Rank
VSMSX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
VSMSX Sortino Ratio Rank: 4747
Sortino Ratio Rank
VSMSX Omega Ratio Rank: 4141
Omega Ratio Rank
VSMSX Calmar Ratio Rank: 8585
Calmar Ratio Rank
VSMSX Martin Ratio Rank: 7070
Martin Ratio Rank

VIOV
VIOV Risk / Return Rank: 6464
Overall Rank
VIOV Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VIOV Sortino Ratio Rank: 6161
Sortino Ratio Rank
VIOV Omega Ratio Rank: 5555
Omega Ratio Rank
VIOV Calmar Ratio Rank: 7777
Calmar Ratio Rank
VIOV Martin Ratio Rank: 6969
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.

VSMSX vs. VIOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) 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.


VSMSXVIOVDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.34

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

4.03

3.99

+0.04

Martin ratioReturn relative to average drawdown

13.48

13.00

+0.48

VSMSX vs. VIOV - Sharpe Ratio Comparison

The current VSMSX Sharpe Ratio is 2.00, which is comparable to the VIOV Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VSMSX and VIOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VSMSXVIOVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.03

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.26

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.43

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.53

+0.02

Drawdowns

VSMSX vs. VIOV - Drawdown Comparison

The maximum VSMSX drawdown since its inception was -44.42%, smaller than the maximum VIOV drawdown of -47.36%. Use the drawdown chart below to compare losses from any high point for VSMSX and VIOV.


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Drawdown Indicators


VSMSXVIOVDifference

Max Drawdown

Largest peak-to-trough decline

-44.42%

-47.36%

+2.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.69%

-9.33%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-27.93%

-28.44%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-27.93%

-28.44%

+0.51%

Max Drawdown (10Y)

Largest decline over 10 years

-44.42%

-47.36%

+2.94%

Current Drawdown

Current decline from peak

-0.03%

-1.28%

+1.25%

Average Drawdown

Average peak-to-trough decline

-7.41%

-7.38%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

2.86%

-0.27%

Volatility

VSMSX vs. VIOV - Volatility Comparison

Vanguard S&P Small-Cap 600 Index Fund Institutional Shares (VSMSX) and Vanguard S&P Small-Cap 600 Value ETF (VIOV) have volatilities of 4.48% and 4.54%, 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.


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Volatility by Period


VSMSXVIOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.48%

4.54%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

11.70%

11.57%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

18.41%

-0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.47%

21.95%

-0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

23.89%

-0.68%

VSMSX vs. VIOV - Expense Ratio Comparison

VSMSX has a 0.08% expense ratio, which is lower than VIOV's 0.10% 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%.


Dividends

VSMSX vs. VIOV - Dividend Comparison

VSMSX's dividend yield for the trailing twelve months is around 1.20%, less than VIOV's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
VIOV
Vanguard S&P Small-Cap 600 Value ETF
1.59%1.69%1.78%2.18%1.81%1.59%1.42%1.60%1.76%1.43%1.17%1.32%
VSMSX
Vanguard S&P Small-Cap 600 Index Fund Institutional Shares
1.20%1.39%1.49%1.47%1.52%1.17%1.10%1.38%1.39%1.11%1.00%1.33%

Frequently Asked Questions


With a correlation of 0.97, VSMSX and VIOV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VIOV has higher volatility (4.54%) compared to VSMSX (4.48%). In terms of maximum drawdown, VSMSX dropped -44.42% vs VIOV's -47.36%.

VIOV currently has the higher Sharpe Ratio (2.03 vs 2.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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