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Vanguard Total Stock Market Index Fund Admiral Sha...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US9229087286

CUSIP

922908728

Issuer

Vanguard

Inception Date

Nov 13, 2000

Region

North America (U.S.)

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VTSAX vs. SWTSX VTSAX vs. VOO VTSAX vs. VTWAX VTSAX vs. VTIAX VTSAX vs. FSKAX VTSAX vs. SPY VTSAX vs. SCHD VTSAX vs. QQQ VTSAX vs. VBTLX VTSAX vs. VTI
Popular comparisons:
VTSAX vs. SWTSX VTSAX vs. VOO VTSAX vs. VTWAX VTSAX vs. VTIAX VTSAX vs. FSKAX VTSAX vs. SPY VTSAX vs. SCHD VTSAX vs. QQQ VTSAX vs. VBTLX VTSAX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total Stock Market Index Fund Admiral Shares, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.49%
11.50%
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Returns By Period

Vanguard Total Stock Market Index Fund Admiral Shares had a return of 24.74% year-to-date (YTD) and 32.61% in the last 12 months. Over the past 10 years, Vanguard Total Stock Market Index Fund Admiral Shares had an annualized return of 12.63%, outperforming the S&P 500 benchmark which had an annualized return of 11.13%.


VTSAX

YTD

24.74%

1M

1.75%

6M

12.49%

1Y

32.61%

5Y (annualized)

14.94%

10Y (annualized)

12.63%

^GSPC (Benchmark)

YTD

24.05%

1M

1.08%

6M

11.50%

1Y

30.38%

5Y (annualized)

13.77%

10Y (annualized)

11.13%

Monthly Returns

The table below presents the monthly returns of VTSAX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.12%5.40%3.21%-4.42%4.73%3.14%1.83%2.17%2.05%-0.75%24.74%
20236.90%-2.33%2.63%1.05%0.42%6.84%3.57%-1.93%-4.79%-2.63%9.38%5.31%25.99%
2022-6.03%-2.55%3.25%-9.02%-0.27%-8.36%9.39%-3.74%-9.28%8.17%5.23%-5.86%-19.52%
2021-0.33%3.19%3.48%5.13%0.44%2.54%1.71%2.86%-4.48%6.73%-1.48%3.82%25.72%
2020-0.08%-8.16%-13.77%13.26%5.37%2.28%5.65%7.17%-3.56%-2.15%12.20%4.46%20.98%
20198.60%3.51%1.43%3.98%-6.43%6.99%1.44%-2.01%1.70%2.11%3.78%2.86%30.79%
20185.32%-3.71%-1.98%0.38%2.82%0.67%3.35%3.45%0.16%-7.40%2.08%-9.31%-5.18%
20171.93%3.71%0.08%1.05%1.02%0.92%1.87%0.16%2.46%2.17%3.04%1.01%21.16%
2016-5.65%-0.04%7.03%0.65%1.77%0.25%3.95%0.28%0.16%-2.21%4.45%1.94%12.67%
2015-2.77%5.76%-1.01%0.42%1.39%-1.70%1.65%-6.00%-2.95%7.86%0.56%-2.05%0.37%
2014-3.11%4.75%0.52%0.06%2.17%2.57%-1.98%4.18%-2.11%2.74%2.43%0.01%12.55%
20135.50%1.28%3.91%1.70%2.35%-1.24%5.46%-2.80%3.67%4.25%2.88%2.66%33.52%

Expense Ratio

VTSAX has an expense ratio of 0.04%, which is considered low compared to other funds.


Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VTSAX is 85, placing it in the top 15% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VTSAX is 8585
Combined Rank
The Sharpe Ratio Rank of VTSAX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8181
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 9191
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 2.57, compared to the broader market-1.000.001.002.003.004.005.002.572.46
The chart of Sortino ratio for VTSAX, currently valued at 3.44, compared to the broader market0.005.0010.003.443.31
The chart of Omega ratio for VTSAX, currently valued at 1.47, compared to the broader market1.002.003.004.001.471.46
The chart of Calmar ratio for VTSAX, currently valued at 3.76, compared to the broader market0.005.0010.0015.0020.0025.003.763.55
The chart of Martin ratio for VTSAX, currently valued at 16.38, compared to the broader market0.0020.0040.0060.0080.00100.0016.3815.76
VTSAX
^GSPC

The current Vanguard Total Stock Market Index Fund Admiral Shares Sharpe ratio is 2.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Total Stock Market Index Fund Admiral Shares with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.57
2.46
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Stock Market Index Fund Admiral Shares provided a 1.27% dividend yield over the last twelve months, with an annual payout of $1.81 per share. The fund has been increasing its distributions for 3 consecutive years.


1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.81$1.65$1.54$1.42$1.34$1.41$1.26$1.14$1.08$1.01$0.91$0.81

Dividend yield

1.27%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total Stock Market Index Fund Admiral Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.44$0.00$0.00$0.46$0.00$0.00$0.42$0.00$0.00$1.32
2023$0.00$0.00$0.38$0.00$0.00$0.40$0.00$0.00$0.39$0.00$0.00$0.49$1.65
2022$0.00$0.00$0.34$0.00$0.00$0.36$0.00$0.00$0.39$0.00$0.00$0.45$1.54
2021$0.00$0.00$0.32$0.00$0.00$0.33$0.00$0.00$0.35$0.00$0.00$0.42$1.42
2020$0.00$0.00$0.30$0.00$0.00$0.34$0.00$0.00$0.33$0.00$0.00$0.38$1.34
2019$0.00$0.00$0.37$0.00$0.00$0.27$0.00$0.00$0.34$0.00$0.00$0.43$1.41
2018$0.00$0.00$0.28$0.00$0.00$0.29$0.00$0.00$0.35$0.00$0.00$0.35$1.26
2017$0.00$0.00$0.26$0.00$0.00$0.28$0.00$0.00$0.27$0.00$0.00$0.33$1.14
2016$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.26$0.00$0.00$0.35$1.08
2015$0.00$0.00$0.25$0.00$0.00$0.23$0.00$0.00$0.25$0.00$0.00$0.28$1.01
2014$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.23$0.00$0.00$0.27$0.91
2013$0.18$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.24$0.81

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.50%
-1.40%
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Stock Market Index Fund Admiral Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard Total Stock Market Index Fund Admiral Shares was 55.34%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current Vanguard Total Stock Market Index Fund Admiral Shares drawdown is 1.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.34%Oct 10, 2007354Mar 9, 2009760Mar 13, 20121114
-41.55%Nov 16, 2000471Oct 9, 2002603Mar 4, 20051074
-34.97%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.36%Jan 4, 2022195Oct 12, 2022298Dec 19, 2023493
-20.16%Sep 21, 201865Dec 24, 201881Apr 23, 2019146

Volatility

Volatility Chart

The current Vanguard Total Stock Market Index Fund Admiral Shares volatility is 4.25%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.25%
4.07%
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)