VXF vs. VTI
Compare and contrast key facts about Vanguard Extended Market ETF (VXF) and Vanguard Total Stock Market ETF (VTI).
VXF and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VXF is a passively managed fund by Vanguard that tracks the performance of the S&P Completion Index. It was launched on Dec 27, 2001. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VXF and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VXF or VTI.
Key characteristics
| VXF | VTI | |
|---|---|---|
| YTD Return | 22.19% | 26.21% |
| 1Y Return | 44.49% | 38.35% |
| 3Y Return (Ann) | 1.41% | 8.70% |
| 5Y Return (Ann) | 11.92% | 15.34% |
| 10Y Return (Ann) | 10.16% | 12.90% |
| Sharpe Ratio | 2.42 | 3.04 |
| Sortino Ratio | 3.31 | 4.05 |
| Omega Ratio | 1.42 | 1.57 |
| Calmar Ratio | 1.56 | 4.46 |
| Martin Ratio | 14.14 | 19.72 |
| Ulcer Index | 3.14% | 1.94% |
| Daily Std Dev | 18.36% | 12.58% |
| Max Drawdown | -58.04% | -55.45% |
| Current Drawdown | -1.12% | -0.39% |
Correlation
The correlation between VXF and VTI is 0.92, 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.
Performance
VXF vs. VTI - Performance Comparison
In the year-to-date period, VXF achieves a 22.19% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, VXF has underperformed VTI with an annualized return of 10.16%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VXF vs. VTI - Expense Ratio Comparison
VXF has a 0.06% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
VXF vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Market ETF (VXF) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
VXF vs. VTI - Dividend Comparison
VXF's dividend yield for the trailing twelve months is around 1.09%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VXF vs. VTI - Drawdown Comparison
The maximum VXF drawdown since its inception was -58.04%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VXF and VTI. For additional features, visit the drawdowns tool.
Volatility
VXF vs. VTI - Volatility Comparison
Vanguard Extended Market ETF (VXF) has a higher volatility of 5.95% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that VXF's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.