Vanguard Extended Market ETF

VXF Fund · NYSE Arca

Market statistics

Annualised volatility 17.7%
Beta vs SPY 1.19
Market correlation 0.867
Rate sensitivity -0.35
Volatility sensitivity -0.75
Traded per day $82.2M

Measured from daily returns over the past year. That is not the same estimator as the beta quoted on most finance sites, which is usually five years of monthly returns, and in a market where single stocks move on their own news the daily figure comes out materially lower. Over this window the average large-cap correlation to the index is far below its long-run level: a low number here is a statement about the last twelve months, not a claim that the security is uncorrelated with the market in general.

Short selling — three different measurements

Shares short 906,789
Days to cover 1.9
Change vs prior +3.7%
Short share of volume 56.7%
Largest fail balance 264,463
Dates with a fail balance 29

These measure different things and are routinely confused. Shares short is an outstanding position, reported twice monthly (settlement 2026-08-14). Short share of volume counts sell-side transactions flagged short each day, most of which is market-maker hedging closed the same session — the market-wide median is around half. Fail balances are shares that did not settle on time; the SEC states these are cumulative balances whose age cannot be determined, and they are not evidence of naked short selling.

Ownership

Institutions reporting a position 995
Reported value $10.57B

Largest reported holdersamong the managers stored here

ManagerReported valueShares
ENVESTNET ASSET MANAGEMENT INC $873.7M 4,245,346
Wealthfront Advisers LLC $682.9M 3,318,175
FIFTH THIRD BANCORP $289.1M 1,404,888
MERCER GLOBAL ADVISORS INC /ADV $276.0M 1,340,917
VANGUARD ADVISERS INC $273.0M 1,326,360
ASSETMARK, INC $264.0M 1,282,644
Creative Planning $234.1M 1,137,537
Cerity Partners LLC $195.0M 947,692

Moves most like

Ticker1-year correlationVolatility vs VXF
ISCG iShares Morningstar Small-Cap Growth ETF 0.982 1.04×
SMLF iShares U.S. Small-Cap Equity Factor ETF 0.979 0.99×
VB Vanguard Morningstar Small-Cap ETF 0.976 0.92×
VBK Vanguard Morningstar Small-Cap Growth ETF 0.973 1.16×
SMMD iShares Russell 2500 ETF 0.970 0.97×
VTWO Vanguard Russell 2000 ETF 0.969 1.06×
ESML iShares ESG Aware MSCI USA Small-Cap ETF 0.968 0.95×
IWM iShares Russell 2000 Index Fund 0.968 1.06×

What is on this page

Everything this site holds about one security, from sources that are all public record. The figures come from different places and mean different things, so each block says where it came from.

What is deliberately absent

No price, no chart, no market capitalisation, no valuation ratio. The daily price history behind the statistics above is licensed from a commercial vendor and cannot be republished — and publishing a market cap alongside a share count would hand the price straight back. Every number here is either a public filing or a statistic from which the underlying series cannot be reconstructed.

Coverage

US securities trading at least $1 million a day with three years of history. Sections appear only where there is something to show: a fund has no income statement, most companies have no activist stake, and only a few dozen listed companies hold material federal contracts.