VXF vs. USD=X
VXF (Vanguard Extended Market ETF) is Mid Cap Blend Equities fund tracking the S&P Completion Index, while USD=X (USD Cash) is a currency. Over the past 10 years, VXF returned 11.69%/yr vs 0.00%/yr for USD=X.
Performance
VXF vs. USD=X - Performance Comparison
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Returns By Period
VXF
- 1D
- -3.32%
- 1M
- -0.19%
- YTD
- 11.25%
- 6M
- 9.53%
- 1Y
- 25.88%
- 3Y*
- 18.43%
- 5Y*
- 6.05%
- 10Y*
- 11.69%
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
VXF vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXF Vanguard Extended Market ETF | 11.25% | 11.40% | 16.89% | 25.51% | -26.52% | 12.31% | 32.45% | 27.96% | -9.34% | 18.06% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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Return for Risk
VXF vs. USD=X — Risk / Return Rank
VXF
USD=X
VXF vs. USD=X - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and USD Cash (USD=X). 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.
| VXF | USD=X | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.26 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | — | — |
| Martin ratioReturn relative to average drawdown | 9.00 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VXF | USD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | — | — |
Drawdowns
VXF vs. USD=X - Drawdown Comparison
The maximum VXF drawdown since its inception was -58.03%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for VXF and USD=X.
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Drawdown Indicators
| VXF | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.03% | 0.00% | -58.03% |
Max Drawdown (1Y)Largest decline over 1 year | -10.21% | 0.00% | -10.21% |
Max Drawdown (3Y)Largest decline over 3 years | -26.92% | 0.00% | -26.92% |
Max Drawdown (5Y)Largest decline over 5 years | -36.39% | 0.00% | -36.39% |
Max Drawdown (10Y)Largest decline over 10 years | -41.72% | 0.00% | -41.72% |
Current DrawdownCurrent decline from peak | -3.32% | 0.00% | -3.32% |
Average DrawdownAverage peak-to-trough decline | -9.55% | 0.00% | -9.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 0.00% | +2.88% |
Volatility
VXF vs. USD=X - Volatility Comparison
Vanguard Extended Market ETF (VXF) has a higher volatility of 5.88% compared to USD Cash (USD=X) at 0.00%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VXF | USD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | 0.00% | +5.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 0.00% | +12.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.54% | 0.00% | +17.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 0.00% | +22.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.31% | 0.00% | +22.31% |
Frequently Asked Questions
VXF has higher volatility (5.88%) compared to USD=X (0.00%). In terms of maximum drawdown, VXF dropped -58.03% vs USD=X's 0.00%.
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