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VXF vs. SPMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VXF vs. SPMD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market ETF (VXF) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with VXF having a 13.78% return and SPMD slightly higher at 14.16%. Both investments have delivered pretty close results over the past 10 years, with VXF having a 12.08% annualized return and SPMD not far behind at 11.51%.


VXF

1D
-1.02%
1M
4.75%
YTD
13.78%
6M
12.61%
1Y
28.88%
3Y*
19.75%
5Y*
6.53%
10Y*
12.08%

SPMD

1D
-0.08%
1M
3.86%
YTD
14.16%
6M
14.41%
1Y
25.49%
3Y*
16.15%
5Y*
8.20%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VXF vs. SPMD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXF
Vanguard Extended Market ETF
13.78%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
14.16%7.44%13.91%16.48%-13.13%24.76%13.46%25.19%-10.34%15.12%

Correlation

The correlation between VXF and SPMD is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2005

0.91

The correlation between VXF and SPMD has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

VXF vs. SPMD — Risk / Return Rank

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

VXF
VXF Risk / Return Rank: 5050
Overall Rank
VXF Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 4747
Sortino Ratio Rank
VXF Omega Ratio Rank: 4444
Omega Ratio Rank
VXF Calmar Ratio Rank: 5656
Calmar Ratio Rank
VXF Martin Ratio Rank: 5757
Martin Ratio Rank

SPMD
SPMD Risk / Return Rank: 5151
Overall Rank
SPMD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPMD Sortino Ratio Rank: 4848
Sortino Ratio Rank
SPMD Omega Ratio Rank: 4545
Omega Ratio Rank
SPMD Calmar Ratio Rank: 5757
Calmar Ratio Rank
SPMD Martin Ratio Rank: 5959
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. SPMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and SPDR Portfolio S&P 400 Mid Cap ETF (SPMD). 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.


VXFSPMDDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.84

2.89

-0.05

Martin ratioReturn relative to average drawdown

10.07

10.61

-0.54

VXF vs. SPMD - Sharpe Ratio Comparison

The current VXF Sharpe Ratio is 1.69, which is comparable to the SPMD Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of VXF and SPMD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VXFSPMDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.65

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.42

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.55

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.45

0.00

Drawdowns

VXF vs. SPMD - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.03%, roughly equal to the maximum SPMD drawdown of -57.62%. Use the drawdown chart below to compare losses from any high point for VXF and SPMD.


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Drawdown Indicators


VXFSPMDDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-57.62%

-0.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.21%

-8.86%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-26.92%

-24.08%

-2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-24.08%

-12.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

-41.86%

+0.14%

Current Drawdown

Current decline from peak

-1.02%

-0.08%

-0.94%

Average Drawdown

Average peak-to-trough decline

-9.55%

-8.12%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.41%

+0.46%

Volatility

VXF vs. SPMD - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 4.87% compared to SPDR Portfolio S&P 400 Mid Cap ETF (SPMD) at 4.38%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than SPMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXFSPMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

4.38%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

11.37%

+1.07%

Volatility (1Y)

Calculated over the trailing 1-year period

17.22%

15.57%

+1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.33%

19.70%

+2.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.29%

21.18%

+1.11%

VXF vs. SPMD - Expense Ratio Comparison

Both VXF and SPMD have an expense ratio of 0.05%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VXF vs. SPMD - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.02%, less than SPMD's 1.23% yield.


PositionTTM20252024202320222021202020192018201720162015
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.23%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%
VXF
Vanguard Extended Market ETF
1.02%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%

Frequently Asked Questions


With a correlation of 0.94, VXF and SPMD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VXF has higher volatility (4.87%) compared to SPMD (4.38%). In terms of maximum drawdown, VXF dropped -58.03% vs SPMD's -57.62%.

On 10-year performance, VXF leads with 12.08% vs 11.51% for SPMD. Both ETFs have the same 0.05% expense ratio. On volatility, SPMD has been the lower-risk option at 4.38%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VXF has performed better with a 12.08% return vs 11.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VXF and SPMD have the same expense ratio: 0.05% per year.

SPMD has the higher dividend yield at 1.23%, compared with 1.02% for VXF.

VXF tracks S&P Completion Index, while SPMD tracks S&P MidCap 400 Index. They also come from different issuers: Vanguard and State Street.

VXF currently has the higher Sharpe Ratio (1.69 vs 1.65), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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