PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VXF vs. IWR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VXF vs. IWR - Performance Comparison

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

0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
17.49%
14.17%
VXF
IWR

Returns By Period

In the year-to-date period, VXF achieves a 22.69% return, which is significantly higher than IWR's 21.42% return. Both investments have delivered pretty close results over the past 10 years, with VXF having a 10.04% annualized return and IWR not far ahead at 10.05%.


VXF

YTD

22.69%

1M

8.24%

6M

18.52%

1Y

37.84%

5Y (annualized)

11.88%

10Y (annualized)

10.04%

IWR

YTD

21.42%

1M

5.29%

6M

15.26%

1Y

32.54%

5Y (annualized)

11.70%

10Y (annualized)

10.05%

Key characteristics


VXFIWR
Sharpe Ratio2.162.52
Sortino Ratio2.943.46
Omega Ratio1.371.43
Calmar Ratio1.572.44
Martin Ratio12.2114.45
Ulcer Index3.17%2.30%
Daily Std Dev17.96%13.21%
Max Drawdown-58.04%-58.79%
Current Drawdown-0.72%-0.04%

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. IWR - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than IWR's 0.19% 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%.


IWR
iShares Russell Midcap ETF
Expense ratio chart for IWR: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
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%

Correlation

-0.50.00.51.01.0

The correlation between VXF and IWR is 0.95, 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. IWR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and iShares Russell Midcap ETF (IWR). 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 2.16, compared to the broader market0.002.004.002.162.52
The chart of Sortino ratio for VXF, currently valued at 2.94, compared to the broader market-2.000.002.004.006.008.0010.002.943.46
The chart of Omega ratio for VXF, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.371.43
The chart of Calmar ratio for VXF, currently valued at 1.57, compared to the broader market0.005.0010.0015.001.572.44
The chart of Martin ratio for VXF, currently valued at 12.21, compared to the broader market0.0020.0040.0060.0080.00100.0012.2114.45
VXF
IWR

The current VXF Sharpe Ratio is 2.16, which is comparable to the IWR Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of VXF and IWR, 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.16
2.52
VXF
IWR

Dividends

VXF vs. IWR - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.09%, less than IWR's 1.22% yield.


TTM20232022202120202019201820172016201520142013
VXF
Vanguard Extended Market ETF
1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%1.32%1.14%
IWR
iShares Russell Midcap ETF
1.22%1.43%1.59%1.05%1.28%1.43%1.98%1.52%1.72%1.59%1.45%1.31%

Drawdowns

VXF vs. IWR - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.04%, roughly equal to the maximum IWR drawdown of -58.79%. Use the drawdown chart below to compare losses from any high point for VXF and IWR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.72%
-0.04%
VXF
IWR

Volatility

VXF vs. IWR - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 6.22% compared to iShares Russell Midcap ETF (IWR) at 4.19%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than IWR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.22%
4.19%
VXF
IWR