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VXF vs. FZIPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VXF vs. FZIPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market ETF (VXF) and Fidelity ZERO Extended Market Index Fund (FZIPX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.56%
9.22%
VXF
FZIPX

Returns By Period

In the year-to-date period, VXF achieves a 18.37% return, which is significantly higher than FZIPX's 15.10% return.


VXF

YTD

18.37%

1M

2.91%

6M

11.93%

1Y

35.13%

5Y (annualized)

11.05%

10Y (annualized)

9.79%

FZIPX

YTD

15.10%

1M

1.08%

6M

9.30%

1Y

29.33%

5Y (annualized)

10.33%

10Y (annualized)

N/A

Key characteristics


VXFFZIPX
Sharpe Ratio1.871.61
Sortino Ratio2.602.33
Omega Ratio1.321.28
Calmar Ratio1.301.52
Martin Ratio10.638.78
Ulcer Index3.16%3.31%
Daily Std Dev17.97%18.05%
Max Drawdown-58.04%-42.71%
Current Drawdown-4.22%-4.08%

Compare stocks, funds, or ETFs

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VXF vs. FZIPX - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is higher than FZIPX's 0.00% 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%.


VXF
Vanguard Extended Market ETF
Expense ratio chart for VXF: 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%
Expense ratio chart for FZIPX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Correlation

-0.50.00.51.01.0

The correlation between VXF and FZIPX is 0.97, 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.

Risk-Adjusted Performance

VXF vs. FZIPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and Fidelity ZERO Extended Market Index Fund (FZIPX). 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.


Sharpe ratio
The chart of Sharpe ratio for VXF, currently valued at 1.87, compared to the broader market0.002.004.001.871.61
The chart of Sortino ratio for VXF, currently valued at 2.60, compared to the broader market-2.000.002.004.006.008.0010.002.602.33
The chart of Omega ratio for VXF, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.28
The chart of Calmar ratio for VXF, currently valued at 1.30, compared to the broader market0.005.0010.0015.001.301.52
The chart of Martin ratio for VXF, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0080.00100.0010.638.78
VXF
FZIPX

The current VXF Sharpe Ratio is 1.87, which is comparable to the FZIPX Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VXF and FZIPX, 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
1.87
1.61
VXF
FZIPX

Dividends

VXF vs. FZIPX - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.13%, less than FZIPX's 1.24% yield.


TTM20232022202120202019201820172016201520142013
VXF
Vanguard Extended Market ETF
1.13%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.14%
FZIPX
Fidelity ZERO Extended Market Index Fund
1.24%1.43%1.64%1.23%1.24%1.26%0.50%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VXF vs. FZIPX - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, which is greater than FZIPX's maximum drawdown of -42.71%. Use the drawdown chart below to compare losses from any high point for VXF and FZIPX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.22%
-4.08%
VXF
FZIPX

Volatility

VXF vs. FZIPX - Volatility Comparison

Vanguard Extended Market ETF (VXF) and Fidelity ZERO Extended Market Index Fund (FZIPX) have volatilities of 6.33% and 6.10%, 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
6.33%
6.10%
VXF
FZIPX