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VXF vs. VEXMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VXF vs. VEXMX - Performance Comparison

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

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VXF vs. VEXMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VXF
Vanguard Extended Market ETF
-1.27%11.40%16.89%25.51%-26.52%12.31%32.45%27.96%-9.34%18.06%
VEXMX
Vanguard Extended Market Index Fund
-4.57%10.93%15.05%26.79%-26.56%12.31%32.43%27.87%-9.48%17.94%

Returns By Period

In the year-to-date period, VXF achieves a -1.27% return, which is significantly higher than VEXMX's -4.57% return. Both investments have delivered pretty close results over the past 10 years, with VXF having a 10.92% annualized return and VEXMX not far behind at 10.38%.


VXF

1D
3.44%
1M
-4.60%
YTD
-1.27%
6M
-1.07%
1Y
20.89%
3Y*
15.08%
5Y*
3.98%
10Y*
10.92%

VEXMX

1D
-1.03%
1M
-7.76%
YTD
-4.57%
6M
-4.46%
1Y
16.63%
3Y*
13.43%
5Y*
3.40%
10Y*
10.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VXF vs. VEXMX - Expense Ratio Comparison

VXF has a 0.06% expense ratio, which is lower than VEXMX'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%.


Return for Risk

VXF vs. VEXMX — Risk / Return Rank

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

VXF
VXF Risk / Return Rank: 5858
Overall Rank
VXF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
VXF Sortino Ratio Rank: 5858
Sortino Ratio Rank
VXF Omega Ratio Rank: 5555
Omega Ratio Rank
VXF Calmar Ratio Rank: 6060
Calmar Ratio Rank
VXF Martin Ratio Rank: 6262
Martin Ratio Rank

VEXMX
VEXMX Risk / Return Rank: 3434
Overall Rank
VEXMX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VEXMX Sortino Ratio Rank: 3535
Sortino Ratio Rank
VEXMX Omega Ratio Rank: 3232
Omega Ratio Rank
VEXMX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VEXMX Martin Ratio Rank: 3737
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. VEXMX - Risk-Adjusted Trends Comparison

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


VXFVEXMXDifference

Sharpe ratio

Return per unit of total volatility

0.91

0.72

+0.20

Sortino ratio

Return per unit of downside risk

1.41

1.15

+0.26

Omega ratio

Gain probability vs. loss probability

1.19

1.16

+0.04

Calmar ratio

Return relative to maximum drawdown

1.39

0.94

+0.45

Martin ratio

Return relative to average drawdown

5.72

3.86

+1.86

VXF vs. VEXMX - Sharpe Ratio Comparison

The current VXF Sharpe Ratio is 0.91, which is comparable to the VEXMX Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of VXF and VEXMX, 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


VXFVEXMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

0.72

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.15

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.47

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.51

-0.08

Correlation

The correlation between VXF and VEXMX is 0.98, 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. VEXMX - Dividend Comparison

VXF's dividend yield for the trailing twelve months is around 1.18%, more than VEXMX's 1.07% yield.


TTM20252024202320222021202020192018201720162015
VXF
Vanguard Extended Market ETF
1.18%1.14%1.09%1.27%1.15%1.13%1.07%1.30%1.66%1.25%1.43%1.35%
VEXMX
Vanguard Extended Market Index Fund
1.07%0.74%0.74%1.14%1.00%0.99%1.19%1.18%1.52%1.12%1.31%1.20%

Drawdowns

VXF vs. VEXMX - Drawdown Comparison

The maximum VXF drawdown since its inception was -58.03%, roughly equal to the maximum VEXMX drawdown of -58.17%. Use the drawdown chart below to compare losses from any high point for VXF and VEXMX.


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Drawdown Indicators


VXFVEXMXDifference

Max Drawdown

Largest peak-to-trough decline

-58.03%

-58.17%

+0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-14.68%

-14.63%

-0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-36.38%

-0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-41.72%

-41.63%

-0.09%

Current Drawdown

Current decline from peak

-7.12%

-10.27%

+3.15%

Average Drawdown

Average peak-to-trough decline

-9.61%

-11.19%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.55%

+0.01%

Volatility

VXF vs. VEXMX - Volatility Comparison

Vanguard Extended Market ETF (VXF) has a higher volatility of 7.00% compared to Vanguard Extended Market Index Fund (VEXMX) at 6.02%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than VEXMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VXFVEXMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.00%

6.02%

+0.98%

Volatility (6M)

Calculated over the trailing 6-month period

13.49%

13.07%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

23.05%

22.79%

+0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.36%

22.33%

+0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.26%

22.33%

-0.07%