PortfoliosLab logoPortfoliosLab logo
VXF vs. IPO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXF vs. IPO - Performance Comparison

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

Loading graphics...

VXF vs. IPO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXF
Vanguard Extended Market ETF
-0.59%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%
IPO
Renaissance IPO ETF
-7.91%5.45%15.68%52.55%-57.26%-10.31%107.88%34.11%-17.24%37.16%

Returns By Period

In the year-to-date period, VXF achieves a -0.59% return, which is significantly higher than IPO's -7.91% return. Over the past 10 years, VXF has outperformed IPO with an annualized return of 11.00%, while IPO has yielded a comparatively lower 8.30% annualized return.


VXF

1D
0.69%
1M
-4.65%
YTD
-0.59%
6M
-0.70%
1Y
21.08%
3Y*
15.35%
5Y*
4.13%
10Y*
11.00%

IPO

1D
0.31%
1M
-3.84%
YTD
-7.91%
6M
-14.67%
1Y
11.66%
3Y*
13.11%
5Y*
-7.77%
10Y*
8.30%
*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.


VXF vs. IPO - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than IPO's 0.60% expense ratio.


Return for Risk

VXF vs. IPO — Risk / Return Rank

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

VXF
VXF Risk / Return Rank: 5353
Overall Rank
VXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 5151
Sortino Ratio Rank
VXF Omega Ratio Rank: 4848
Omega Ratio Rank
VXF Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXF Martin Ratio Rank: 5959
Martin Ratio Rank

IPO
IPO Risk / Return Rank: 2222
Overall Rank
IPO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IPO Sortino Ratio Rank: 2424
Sortino Ratio Rank
IPO Omega Ratio Rank: 2222
Omega Ratio Rank
IPO Calmar Ratio Rank: 2222
Calmar Ratio Rank
IPO Martin Ratio Rank: 2020
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.

VXF vs. IPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and Renaissance IPO ETF (IPO). 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.


VXFIPODifference

Sharpe ratio

Return per unit of total volatility

0.92

0.36

+0.56

Sortino ratio

Return per unit of downside risk

1.42

0.74

+0.68

Omega ratio

Gain probability vs. loss probability

1.19

1.09

+0.10

Calmar ratio

Return relative to maximum drawdown

1.48

0.48

+1.01

Martin ratio

Return relative to average drawdown

6.06

1.12

+4.94

VXF vs. IPO - Sharpe Ratio Comparison

The current VXF Sharpe Ratio is 0.92, which is higher than the IPO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VXF and IPO, 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


VXFIPODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.36

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.22

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.27

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.22

+0.21

Correlation

The correlation between VXF and IPO is 0.80, 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

VXF vs. IPO - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.17%, more than IPO's 0.62% yield.


TTM20252024202320222021202020192018201720162015
VXF
Vanguard Extended Market ETF
1.17%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
IPO
Renaissance IPO ETF
0.62%0.66%0.12%0.00%0.00%0.00%0.10%0.26%0.49%0.43%0.40%0.11%

Drawdowns

VXF vs. IPO - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.03%, smaller than the maximum IPO drawdown of -68.76%. Use the drawdown chart below to compare losses from any high point for VXF and IPO.


Loading graphics...

Drawdown Indicators


VXFIPODifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-68.76%

+10.73%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-26.24%

+11.56%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-66.02%

+29.63%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

-68.76%

+27.04%

Current Drawdown

Current decline from peak

-6.47%

-44.36%

+37.89%

Average Drawdown

Average peak-to-trough decline

-9.61%

-22.78%

+13.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

11.10%

-7.51%

Volatility

VXF vs. IPO - Volatility Comparison

The current volatility for Vanguard Extended Market ETF (VXF) is 6.89%, while Renaissance IPO ETF (IPO) has a volatility of 10.53%. This indicates that VXF experiences smaller price fluctuations and is considered to be less risky than IPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


VXFIPODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

10.53%

-3.64%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

22.44%

-8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

32.74%

-9.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

35.80%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

31.26%

-9.01%