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VSTCX vs. VFIAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSTCX and VFIAX is 0.87, 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

VSTCX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VSTCX:

-0.24

VFIAX:

0.69

Sortino Ratio

VSTCX:

-0.16

VFIAX:

1.10

Omega Ratio

VSTCX:

0.98

VFIAX:

1.16

Calmar Ratio

VSTCX:

-0.20

VFIAX:

0.73

Martin Ratio

VSTCX:

-0.49

VFIAX:

2.79

Ulcer Index

VSTCX:

13.23%

VFIAX:

4.88%

Daily Std Dev

VSTCX:

26.83%

VFIAX:

19.62%

Max Drawdown

VSTCX:

-62.79%

VFIAX:

-55.20%

Current Drawdown

VSTCX:

-20.80%

VFIAX:

-2.98%

Returns By Period

In the year-to-date period, VSTCX achieves a -6.48% return, which is significantly lower than VFIAX's 1.51% return. Over the past 10 years, VSTCX has underperformed VFIAX with an annualized return of 2.58%, while VFIAX has yielded a comparatively higher 12.77% annualized return.


VSTCX

YTD

-6.48%

1M

13.34%

6M

-16.75%

1Y

-6.36%

3Y*

4.90%

5Y*

8.76%

10Y*

2.58%

VFIAX

YTD

1.51%

1M

15.30%

6M

1.06%

1Y

13.08%

3Y*

16.77%

5Y*

16.76%

10Y*

12.77%

*Annualized

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VSTCX vs. VFIAX - Expense Ratio Comparison

VSTCX has a 0.26% expense ratio, which is higher than VFIAX's 0.04% expense ratio. However, 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

VSTCX vs. VFIAX — Risk-Adjusted Performance Rank

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

VSTCX
The Risk-Adjusted Performance Rank of VSTCX is 88
Overall Rank
The Sharpe Ratio Rank of VSTCX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of VSTCX is 99
Sortino Ratio Rank
The Omega Ratio Rank of VSTCX is 99
Omega Ratio Rank
The Calmar Ratio Rank of VSTCX is 66
Calmar Ratio Rank
The Martin Ratio Rank of VSTCX is 88
Martin Ratio Rank

VFIAX
The Risk-Adjusted Performance Rank of VFIAX is 7070
Overall Rank
The Sharpe Ratio Rank of VFIAX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VFIAX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VFIAX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of VFIAX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VFIAX is 7171
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.

VSTCX vs. VFIAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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 VSTCX Sharpe Ratio is -0.24, which is lower than the VFIAX Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of VSTCX and VFIAX, 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

VSTCX vs. VFIAX - Dividend Comparison

VSTCX's dividend yield for the trailing twelve months is around 1.10%, less than VFIAX's 1.27% yield.


TTM20242023202220212020201920182017201620152014
VSTCX
Vanguard Strategic Small-Cap Equity Fund
1.10%1.02%1.16%1.16%1.30%1.24%1.19%1.34%1.11%1.35%1.17%0.80%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.27%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%

Drawdowns

VSTCX vs. VFIAX - Drawdown Comparison

The maximum VSTCX drawdown since its inception was -62.79%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VSTCX and VFIAX. For additional features, visit the drawdowns tool.


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Volatility

VSTCX vs. VFIAX - Volatility Comparison

Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a higher volatility of 6.32% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 4.58%. This indicates that VSTCX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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