Vanguard Small Cap Index Fund Key Fundamental Indicators
| VSCIX Fund | USD 132.33 1.48 1.13% |
As of the 16th of February 2026, Vanguard Small-cap has the Coefficient Of Variation of 797.45, semi deviation of 0.7763, and Risk Adjusted Performance of 0.1034. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vanguard Small Cap, as well as the relationship between them.
Vanguard Small-cap's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Vanguard Small-cap's valuation are provided below:Vanguard Small Cap Index does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Vanguard |
Vanguard Small-cap 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vanguard Small-cap's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vanguard Small-cap.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Vanguard Small-cap on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Vanguard Small Cap Index or generate 0.0% return on investment in Vanguard Small-cap over 90 days. Vanguard Small-cap is related to or competes with Vanguard Small, Vanguard Mid-cap, Vanguard Mid-cap, Vanguard Mid-cap, Vanguard Mid, Vanguard Value, and IShares Core. The fund advisor employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Inde... More
Vanguard Small-cap Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vanguard Small-cap's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vanguard Small Cap Index upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0579 | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.87 |
Vanguard Small-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vanguard Small-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vanguard Small-cap's standard deviation. In reality, there are many statistical measures that can use Vanguard Small-cap historical prices to predict the future Vanguard Small-cap's volatility.| Risk Adjusted Performance | 0.1034 | |||
| Jensen Alpha | 0.0556 | |||
| Total Risk Alpha | 0.0429 | |||
| Sortino Ratio | 0.0594 | |||
| Treynor Ratio | 0.1118 |
Vanguard Small-cap February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1034 | |||
| Market Risk Adjusted Performance | 0.1218 | |||
| Mean Deviation | 0.7795 | |||
| Semi Deviation | 0.7763 | |||
| Downside Deviation | 1.01 | |||
| Coefficient Of Variation | 797.45 | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.07 | |||
| Information Ratio | 0.0579 | |||
| Jensen Alpha | 0.0556 | |||
| Total Risk Alpha | 0.0429 | |||
| Sortino Ratio | 0.0594 | |||
| Treynor Ratio | 0.1118 | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.87 | |||
| Downside Variance | 1.02 | |||
| Semi Variance | 0.6027 | |||
| Expected Short fall | (0.81) | |||
| Skewness | 0.2432 | |||
| Kurtosis | 0.4441 |
Vanguard Small Cap Backtested Returns
Vanguard Small-cap appears to be very steady, given 3 months investment horizon. Vanguard Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.2, which indicates the fund had a 0.2 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vanguard Small Cap Index, which you can use to evaluate the volatility of the fund. Please review Vanguard Small-cap's Risk Adjusted Performance of 0.1034, coefficient of variation of 797.45, and Semi Deviation of 0.7763 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.07, which indicates a somewhat significant risk relative to the market. Vanguard Small-cap returns are very sensitive to returns on the market. As the market goes up or down, Vanguard Small-cap is expected to follow.
Auto-correlation | 0.70 |
Good predictability
Vanguard Small Cap Index has good predictability. Overlapping area represents the amount of predictability between Vanguard Small-cap time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vanguard Small Cap price movement. The serial correlation of 0.7 indicates that around 70.0% of current Vanguard Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 3.5 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Vanguard Small Cap Index has a Price To Earning of 4.84 times. This is 49.21% lower than that of the Vanguard family and significantly higher than that of the Small Blend category. The price to earning for all United States funds is notably lower than that of the firm.
Vanguard Small Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Small-cap's current stock value. Our valuation model uses many indicators to compare Vanguard Small-cap value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Small-cap competition to find correlations between indicators driving Vanguard Small-cap's intrinsic value. More Info.Vanguard Small Cap Index is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.43 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Vanguard Small Cap Index is roughly 2.33 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Vanguard Small-cap's earnings, one of the primary drivers of an investment's value.Vanguard Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Vanguard Small-cap's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Vanguard Small-cap could also be used in its relative valuation, which is a method of valuing Vanguard Small-cap by comparing valuation metrics of similar companies.Vanguard Small is currently under evaluation in price to earning among similar funds.
Vanguard Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Vanguard Small-cap's current stock value. Our valuation model uses many indicators to compare Vanguard Small-cap value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Vanguard Small-cap competition to find correlations between indicators driving Vanguard Small-cap's intrinsic value. More Info.Vanguard Small Cap Index is presently regarded as number one fund in price to earning among similar funds. It also is presently regarded as number one fund in price to book among similar funds fabricating about 0.43 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Vanguard Small Cap Index is roughly 2.33 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Vanguard Small-cap's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Vanguard Small-cap
The fund consists of 97.64% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Vanguard Small-cap's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Vanguard Fundamentals
| Price To Earning | 4.84 X | ||||
| Price To Book | 2.08 X | ||||
| Price To Sales | 1.29 X | ||||
| Total Asset | 119.9 B | ||||
| Annual Yield | 0.01 % | ||||
| Year To Date Return | 8.04 % | ||||
| One Year Return | 14.12 % | ||||
| Three Year Return | 13.28 % | ||||
| Five Year Return | 6.74 % | ||||
| Ten Year Return | 10.46 % | ||||
| Net Asset | 95.35 B | ||||
| Last Dividend Paid | 0.05 | ||||
| Cash Position Weight | 2.36 % | ||||
| Equity Positions Weight | 97.64 % |
About Vanguard Small-cap Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Vanguard Small Cap Index's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Vanguard Small-cap using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Vanguard Small Cap Index based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund advisor employs an indexing investment approach designed to track the performance of the CRSP US Small Cap Index, a broadly diversified index of stocks of small U.S. companies. The advisor attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Vanguard Mutual Fund
Vanguard Small-cap financial ratios help investors to determine whether Vanguard Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Vanguard with respect to the benefits of owning Vanguard Small-cap security.
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