Vanguard Small Cap Index Fund Market Value
| VSCIX Fund | USD 133.17 0.96 0.73% |
| Symbol | 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.
| 11/20/2025 |
| 02/18/2026 |
If you would invest 0.00 in Vanguard Small-cap on November 20, 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 | 0.9902 | |||
| Information Ratio | 0.0856 | |||
| 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 | 0.1057 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0774 | |||
| Sortino Ratio | 0.0897 | |||
| Treynor Ratio | 0.1123 |
Vanguard Small-cap February 18, 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 | 0.1057 | |||
| Market Risk Adjusted Performance | 0.1223 | |||
| Mean Deviation | 0.7918 | |||
| Semi Deviation | 0.7725 | |||
| Downside Deviation | 0.9902 | |||
| Coefficient Of Variation | 766.38 | |||
| Standard Deviation | 1.04 | |||
| Variance | 1.08 | |||
| Information Ratio | 0.0856 | |||
| Jensen Alpha | 0.0845 | |||
| Total Risk Alpha | 0.0774 | |||
| Sortino Ratio | 0.0897 | |||
| Treynor Ratio | 0.1123 | |||
| Maximum Drawdown | 4.91 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 1.87 | |||
| Downside Variance | 0.9805 | |||
| Semi Variance | 0.5968 | |||
| Expected Short fall | (0.84) | |||
| Skewness | 0.2272 | |||
| Kurtosis | 0.3996 |
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 0.25, which indicates the fund had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vanguard Small Cap Index, which you can use to evaluate the volatility of the fund. Please review Vanguard Small-cap's Semi Deviation of 0.7725, risk adjusted performance of 0.1057, and Coefficient Of Variation of 766.38 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 1.12, 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 | 0.66 |
Good predictability
Vanguard Small Cap Index has good predictability. Overlapping area represents the amount of predictability between Vanguard Small-cap time series from 20th of November 2025 to 4th of January 2026 and 4th of January 2026 to 18th 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 0.66 indicates that around 66.0% of current Vanguard Small-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 2.58 |
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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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