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VXF vs. TMSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXF vs. TMSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Extended Market ETF (VXF) and T. Rowe Price Small-Mid Cap ETF (TMSL). The values are adjusted to include any dividend payments, if applicable.

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VXF vs. TMSL - Yearly Performance Comparison


2026 (YTD)202520242023
VXF
Vanguard Extended Market ETF
-0.59%11.40%16.89%11.57%
TMSL
T. Rowe Price Small-Mid Cap ETF
2.98%11.95%15.81%11.22%

Returns By Period

In the year-to-date period, VXF achieves a -0.59% return, which is significantly lower than TMSL's 2.98% 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%

TMSL

1D
0.82%
1M
-5.69%
YTD
2.98%
6M
5.94%
1Y
21.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VXF vs. TMSL - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than TMSL's 0.55% expense ratio.


Return for Risk

VXF vs. TMSL — 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

TMSL
TMSL Risk / Return Rank: 5454
Overall Rank
TMSL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
TMSL Sortino Ratio Rank: 5454
Sortino Ratio Rank
TMSL Omega Ratio Rank: 5353
Omega Ratio Rank
TMSL Calmar Ratio Rank: 5454
Calmar Ratio Rank
TMSL Martin Ratio Rank: 5858
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. TMSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and T. Rowe Price Small-Mid Cap ETF (TMSL). 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.


VXFTMSLDifference

Sharpe ratio

Return per unit of total volatility

0.92

0.98

-0.06

Sortino ratio

Return per unit of downside risk

1.42

1.50

-0.08

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.01

Calmar ratio

Return relative to maximum drawdown

1.48

1.50

-0.02

Martin ratio

Return relative to average drawdown

6.06

6.19

-0.12

VXF vs. TMSL - Sharpe Ratio Comparison

The current VXF Sharpe Ratio is 0.92, which is comparable to the TMSL Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of VXF and TMSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VXFTMSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

0.98

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.83

-0.40

Correlation

The correlation between VXF and TMSL 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.


Dividends

VXF vs. TMSL - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.17%, more than TMSL's 0.55% 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%
TMSL
T. Rowe Price Small-Mid Cap ETF
0.55%0.57%0.44%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

VXF vs. TMSL - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.03%, which is greater than TMSL's maximum drawdown of -24.39%. Use the drawdown chart below to compare losses from any high point for VXF and TMSL.


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Drawdown Indicators


VXFTMSLDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-24.39%

-33.64%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-14.61%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

Current Drawdown

Current decline from peak

-6.47%

-6.81%

+0.34%

Average Drawdown

Average peak-to-trough decline

-9.61%

-4.09%

-5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.55%

+0.04%

Volatility

VXF vs. TMSL - Volatility Comparison

The current volatility for Vanguard Extended Market ETF (VXF) is 6.89%, while T. Rowe Price Small-Mid Cap ETF (TMSL) has a volatility of 7.96%. This indicates that VXF experiences smaller price fluctuations and is considered to be less risky than TMSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXFTMSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.89%

7.96%

-1.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.50%

13.36%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

22.17%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.35%

18.36%

+3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.25%

18.36%

+3.89%