PortfoliosLab logoPortfoliosLab logo
VSTCX vs. MNDIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSTCX vs. MNDIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Small-Cap Equity Fund (VSTCX) and MFS New Discovery Fund (MNDIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

VSTCX vs. MNDIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSTCX
Vanguard Strategic Small-Cap Equity Fund
-0.83%15.20%15.40%21.34%-13.00%33.53%8.38%22.18%-11.87%9.21%
MNDIX
MFS New Discovery Fund
-5.84%12.62%6.32%14.30%-29.64%2.03%45.14%41.12%-1.41%26.27%

Returns By Period

In the year-to-date period, VSTCX achieves a -0.83% return, which is significantly higher than MNDIX's -5.84% return. Over the past 10 years, VSTCX has outperformed MNDIX with an annualized return of 10.96%, while MNDIX has yielded a comparatively lower 10.39% annualized return.


VSTCX

1D
-1.06%
1M
-6.50%
YTD
-0.83%
6M
2.92%
1Y
26.01%
3Y*
15.69%
5Y*
9.42%
10Y*
10.96%

MNDIX

1D
-1.91%
1M
-9.78%
YTD
-5.84%
6M
-1.91%
1Y
14.39%
3Y*
6.40%
5Y*
-1.73%
10Y*
10.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


VSTCX vs. MNDIX - Expense Ratio Comparison

VSTCX has a 0.26% expense ratio, which is lower than MNDIX's 0.99% expense ratio.


Return for Risk

VSTCX vs. MNDIX — Risk / Return Rank

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

VSTCX
VSTCX Risk / Return Rank: 6868
Overall Rank
VSTCX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
VSTCX Sortino Ratio Rank: 6969
Sortino Ratio Rank
VSTCX Omega Ratio Rank: 6262
Omega Ratio Rank
VSTCX Calmar Ratio Rank: 7171
Calmar Ratio Rank
VSTCX Martin Ratio Rank: 7474
Martin Ratio Rank

MNDIX
MNDIX Risk / Return Rank: 2424
Overall Rank
MNDIX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MNDIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MNDIX Omega Ratio Rank: 2121
Omega Ratio Rank
MNDIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MNDIX Martin Ratio Rank: 2727
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.

VSTCX vs. MNDIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) and MFS New Discovery Fund (MNDIX). 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.


VSTCXMNDIXDifference

Sharpe ratio

Return per unit of total volatility

1.15

0.59

+0.56

Sortino ratio

Return per unit of downside risk

1.69

0.97

+0.72

Omega ratio

Gain probability vs. loss probability

1.23

1.13

+0.10

Calmar ratio

Return relative to maximum drawdown

1.59

0.81

+0.78

Martin ratio

Return relative to average drawdown

7.00

3.00

+4.00

VSTCX vs. MNDIX - Sharpe Ratio Comparison

The current VSTCX Sharpe Ratio is 1.15, which is higher than the MNDIX Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of VSTCX and MNDIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


VSTCXMNDIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

0.59

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

-0.08

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.41

-0.06

Correlation

The correlation between VSTCX and MNDIX is 0.91, 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

VSTCX vs. MNDIX - Dividend Comparison

VSTCX's dividend yield for the trailing twelve months is around 7.61%, while MNDIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VSTCX
Vanguard Strategic Small-Cap Equity Fund
7.61%7.55%9.66%2.50%7.44%19.92%1.24%4.14%11.74%5.76%1.35%2.33%
MNDIX
MFS New Discovery Fund
0.00%0.00%0.00%0.00%0.09%20.76%9.22%7.01%23.11%9.34%2.24%0.00%

Drawdowns

VSTCX vs. MNDIX - Drawdown Comparison

The maximum VSTCX drawdown since its inception was -62.50%, roughly equal to the maximum MNDIX drawdown of -62.02%. Use the drawdown chart below to compare losses from any high point for VSTCX and MNDIX.


Loading graphics...

Drawdown Indicators


VSTCXMNDIXDifference

Max Drawdown

Largest peak-to-trough decline

-62.50%

-62.02%

-0.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.47%

-14.21%

-0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-27.47%

-42.04%

+14.57%

Max Drawdown (10Y)

Largest decline over 10 years

-48.08%

-42.04%

-6.04%

Current Drawdown

Current decline from peak

-7.95%

-19.69%

+11.74%

Average Drawdown

Average peak-to-trough decline

-10.73%

-16.86%

+6.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.29%

3.82%

-0.53%

Volatility

VSTCX vs. MNDIX - Volatility Comparison

The current volatility for Vanguard Strategic Small-Cap Equity Fund (VSTCX) is 6.04%, while MFS New Discovery Fund (MNDIX) has a volatility of 7.80%. This indicates that VSTCX experiences smaller price fluctuations and is considered to be less risky than MNDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VSTCXMNDIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.04%

7.80%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.99%

14.44%

-1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.55%

23.69%

-1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.01%

22.66%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.44%

21.94%

+1.50%