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

Correlation

The correlation between VXF and IJR is 0.85, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VXF vs. IJR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market ETF (VXF) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
634.10%
577.68%
VXF
IJR

Key characteristics

Sharpe Ratio

VXF:

0.20

IJR:

-0.09

Sortino Ratio

VXF:

0.46

IJR:

0.04

Omega Ratio

VXF:

1.06

IJR:

1.01

Calmar Ratio

VXF:

0.18

IJR:

-0.07

Martin Ratio

VXF:

0.64

IJR:

-0.24

Ulcer Index

VXF:

7.77%

IJR:

8.73%

Daily Std Dev

VXF:

24.20%

IJR:

23.66%

Max Drawdown

VXF:

-58.04%

IJR:

-58.15%

Current Drawdown

VXF:

-17.63%

IJR:

-20.62%

Returns By Period

In the year-to-date period, VXF achieves a -10.46% return, which is significantly higher than IJR's -13.05% return. Over the past 10 years, VXF has outperformed IJR with an annualized return of 7.66%, while IJR has yielded a comparatively lower 7.00% annualized return.


VXF

YTD

-10.46%

1M

-6.37%

6M

-7.29%

1Y

3.46%

5Y*

12.81%

10Y*

7.66%

IJR

YTD

-13.05%

1M

-6.97%

6M

-12.06%

1Y

-3.57%

5Y*

13.00%

10Y*

7.00%

*Annualized

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VXF vs. IJR - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than IJR's 0.07% 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%.


Expense ratio chart for IJR: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IJR: 0.07%
Expense ratio chart for VXF: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VXF: 0.06%

Risk-Adjusted Performance

VXF vs. IJR — Risk-Adjusted Performance Rank

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

VXF
The Risk-Adjusted Performance Rank of VXF is 3939
Overall Rank
The Sharpe Ratio Rank of VXF is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of VXF is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VXF is 4040
Omega Ratio Rank
The Calmar Ratio Rank of VXF is 4040
Calmar Ratio Rank
The Martin Ratio Rank of VXF is 3737
Martin Ratio Rank

IJR
The Risk-Adjusted Performance Rank of IJR is 1818
Overall Rank
The Sharpe Ratio Rank of IJR is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 1919
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 1919
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 1717
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 1818
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.

VXF vs. IJR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and iShares Core S&P Small-Cap ETF (IJR). 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 chart of Sharpe ratio for VXF, currently valued at 0.20, compared to the broader market-1.000.001.002.003.004.00
VXF: 0.20
IJR: -0.09
The chart of Sortino ratio for VXF, currently valued at 0.46, compared to the broader market-2.000.002.004.006.008.00
VXF: 0.46
IJR: 0.04
The chart of Omega ratio for VXF, currently valued at 1.06, compared to the broader market0.501.001.502.002.50
VXF: 1.06
IJR: 1.01
The chart of Calmar ratio for VXF, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.00
VXF: 0.18
IJR: -0.07
The chart of Martin ratio for VXF, currently valued at 0.64, compared to the broader market0.0020.0040.0060.00
VXF: 0.64
IJR: -0.24

The current VXF Sharpe Ratio is 0.20, which is higher than the IJR Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of VXF and IJR, 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.20
-0.09
VXF
IJR

Dividends

VXF vs. IJR - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.31%, less than IJR's 2.36% yield.


TTM20242023202220212020201920182017201620152014
VXF
Vanguard Extended Market ETF
1.31%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%
IJR
iShares Core S&P Small-Cap ETF
2.36%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%

Drawdowns

VXF vs. IJR - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for VXF and IJR. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.63%
-20.62%
VXF
IJR

Volatility

VXF vs. IJR - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 15.88% compared to iShares Core S&P Small-Cap ETF (IJR) at 14.52%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
15.88%
14.52%
VXF
IJR