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ISIN
US9229083061
CUSIP
922908306
Issuer
Vanguard
Inception Date
Apr 27, 1992
Region
North America (U.S.)
Min. Investment
$3,000
Index Tracked
CRSP US Total Market Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

VTSMX Performance Chart

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) is up 10.7% since the beginning of the year. VTSMX is currently trading at $180 per share. Investors who bought $1,000 worth of VTSMX shares 5 years ago would now be looking at an investment worth $1,812.


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S&P 500 Index

Returns By Period

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) has returned 10.70% so far this year and 27.47% over the past 12 months. Looking at the last ten years, VTSMX has achieved an annualized return of 14.88%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Vanguard Total Stock Market Index Fund Investor Shares

1D
1.14%
1M
0.90%
YTD
10.70%
6M
9.91%
1Y
27.47%
3Y*
20.31%
5Y*
12.63%
10Y*
14.88%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTSMX Monthly Returns History

Based on dividend-adjusted daily data since Apr 27, 1992, VTSMX's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Oct 2008 at -17.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VTSMX closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.58%-0.53%-4.97%10.35%5.16%-0.64%10.70%
20253.09%-1.91%-6.20%-0.67%6.32%5.08%2.27%2.27%3.46%2.17%0.28%-0.04%16.63%
20240.69%5.40%3.21%-4.43%4.72%3.13%1.82%2.16%1.75%-0.76%6.62%-3.04%22.76%
20236.89%-2.34%2.62%1.05%0.41%6.83%3.57%-1.94%-4.80%-2.63%9.37%5.73%26.38%
2022-6.04%-2.55%3.24%-9.03%-0.27%-8.38%9.40%-3.75%-9.28%8.16%5.23%-5.88%-19.60%
2021-0.34%3.19%3.46%5.14%0.43%2.53%1.71%2.86%-4.48%6.71%-1.49%3.81%25.59%

Benchmark Metrics

Vanguard Total Stock Market Index Fund Investor Shares has an annualized alpha of 1.70%, beta of 1.00, and R2 of 0.99 versus S&P 500 Index. Calculated based on daily prices since April 27, 1992.

  • This fund captured 107.32% of S&P 500 Index gains but only 98.99% of its losses - a favorable profile for investors.
  • With beta of 1.00 and R2 of 0.99, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.70%
Beta
1.00
0.99
Upside Capture
107.32%
Downside Capture
98.99%

Expense Ratio

VTSMX has an expense ratio of 0.06%, which is considered low.


Return for Risk

Risk / Return Rank

VTSMX ranks 65 for risk / return — better than 65% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


VTSMX Risk / Return Rank: 6565
Overall Rank
VTSMX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 5757
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 5757
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VTSMXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.02

Calmar ratioReturn relative to maximum drawdown

3.06

2.78

+0.28

Martin ratioReturn relative to average drawdown

13.72

12.44

+1.28

Dividends

Dividend History

Vanguard Total Stock Market Index Fund Investor Shares provided a 0.94% dividend yield over the last twelve months, with an annual payout of $1.69 per share.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.69$1.23$1.26$1.55$1.43$1.30$1.26$1.33$1.19$1.08$1.02$0.95

Dividend yield

0.94%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.47$0.00$0.00$0.00$0.47
2025$0.00$0.00$0.00$0.00$0.00$0.41$0.00$0.00$0.40$0.00$0.00$0.42$1.23
2024$0.00$0.00$0.41$0.00$0.00$0.43$0.00$0.00$0.00$0.00$0.00$0.42$1.26
2023$0.00$0.00$0.36$0.00$0.00$0.37$0.00$0.00$0.36$0.00$0.00$0.46$1.55
2022$0.00$0.00$0.31$0.00$0.00$0.34$0.00$0.00$0.36$0.00$0.00$0.43$1.43
2021$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.32$0.00$0.00$0.39$1.30

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Total Stock Market Index Fund Investor 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 Investor Shares was 55.38%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.

The current Vanguard Total Stock Market Index Fund Investor Shares drawdown is 1.13%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-55.38%Mar 2009
1y 5mo3y 5d
4y 5moOct 2007 - Mar 2012
Dot-com crash2000–2002
-48.53%Oct 2002
2y 6mo3y 12mo
6y 6moMar 2000 - Oct 2006
COVID crash2020
-34.98%Mar 2020
1mo 2d4mo 22d
5mo 24dFeb 2020 - Aug 2020
Bear market2022
-25.43%Oct 2022
9mo 13d1y 2mo
1y 11moJan 2022 - Dec 2023
1998 bear market1998
-21.99%Oct 1998
2mo 20d2mo 16d
5mo 6dJul 1998 - Dec 1998

Drawdown Indicators


VTSMXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-56.78%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-8.93%

-9.10%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-19.63%

-18.90%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-25.43%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

-33.92%

-1.06%

Current Drawdown

Current decline from peak

-1.13%

-1.80%

+0.67%

Average Drawdown

Average peak-to-trough decline

-8.89%

-10.71%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

2.03%

-0.04%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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