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

Fund Info

ISINUS9229087286
CUSIP922908728
IssuerVanguard
Inception DateNov 13, 2000
RegionNorth America (U.S.)
CategoryLarge Cap Blend Equities
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard Total Stock Market Index Fund Admiral Shares has an expense ratio of 0.04% which is considered to be low.


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%

Share Price Chart


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Compare to other instruments

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Vanguard Total Stock Market Index Fund Admiral Shares

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

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.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
23.07%
22.02%
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total Stock Market Index Fund Admiral Shares had a return of 5.48% year-to-date (YTD) and 26.09% in the last 12 months. Over the past 10 years, Vanguard Total Stock Market Index Fund Admiral Shares had an annualized return of 11.90%, outperforming the S&P 500 benchmark which had an annualized return of 10.46%.


PeriodReturnBenchmark
Year-To-Date5.48%5.84%
1 month-3.06%-2.98%
6 months23.07%22.02%
1 year26.09%24.47%
5 years (annualized)12.47%11.44%
10 years (annualized)11.90%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%5.40%3.21%
2023-4.79%-2.63%9.38%5.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VTSAX is 85, placing it in the top 15% of the market 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
Vanguard Total Stock Market Index Fund Admiral Shares(VTSAX)
The Sharpe Ratio Rank of VTSAX is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 8787Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 8484Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 8686Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 8383Martin 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.


VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 3.05, compared to the broader market-2.000.002.004.006.008.0010.0012.003.05
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 8.09, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.0010.0012.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.0012.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Vanguard Total Stock Market Index Fund Admiral Shares Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.10
2.05
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total Stock Market Index Fund Admiral Shares granted a 1.41% dividend yield in the last twelve months. The annual payout for that period amounted to $1.71 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.71$1.65$1.54$1.42$1.34$1.41$1.26$1.14$1.08$1.01$0.91$0.81

Dividend yield

1.41%1.43%1.65%1.20%1.41%1.76%2.03%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.44
2023$0.00$0.00$0.38$0.00$0.00$0.40$0.00$0.00$0.39$0.00$0.00$0.48
2022$0.00$0.00$0.34$0.00$0.00$0.36$0.00$0.00$0.38$0.00$0.00$0.45
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
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
2019$0.00$0.00$0.37$0.00$0.00$0.26$0.00$0.00$0.34$0.00$0.00$0.43
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
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
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
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
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
2013$0.18$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.00$0.24

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.11%
-3.92%
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 4.11%.


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 3.71%, 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%NovemberDecember2024FebruaryMarchApril
3.71%
3.60%
VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares)
Benchmark (^GSPC)