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Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) Sharpe Ratio: 1.74

Mutual Fund · Currency in USD · Last updated Jul 14, 2026

Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) seeks to track the CRSP US Total Market Index, providing broad exposure to large-, mid-, small-, and micro-cap U.S. equities across growth and value styles. The Investor Shares class is closed to new investors.

VTSMX's Sharpe Ratio of 1.74 indicates that for each unit of volatility, it generates 1.74 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VTSMX Sharpe Ratio Rank

VTSMX Sharpe Ratio Rank: 60.861
Above Average

VTSMX ranks above 60.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

VTSMX Sharpe Ratio Market Positioning

The chart shows VTSMX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.06 or lower
  • Yellow zone (middle 50%): 1.06 to 1.94
  • Green zone (top 25%): 1.94 or higher
  • Top 1%: 3.87+
  • Median: 1.58 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Vanguard Total Stock Market Index Fund Investor Shares's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how VTSMX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund2.72
SVPFXGoldman Sachs Strategic Volatility Premium Fund2.65
POGRXPRIMECAP Odyssey Growth Fund2.64
VPMAXVanguard PRIMECAP Fund Admiral Shares2.63
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio2.49
QCELXAQR Large Cap Multi-Style Fund2.43
MISEXMidas Magic2.41
AMFEXAAMA Equity Fund2.38
STFGXState Farm Growth Fund2.37
POGSXPin Oak Equity2.36
VTSMXVanguard Total Stock Market Index Fund Investor Shares1.74

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VTSMX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VTSMX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does VTSMX fit in your portfolio?

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