BSBR vs. VTSAX

Last updated Apr 1, 2026

Compare and contrast key facts about Banco Santander (Brasil) S.A. (BSBR) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).

VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.

Performance

BSBR vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Banco Santander (Brasil) S.A. (BSBR) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

BSBR vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSBR Banco Santander (Brasil) S.A.	-0.97%	67.32%	-36.75%	29.04%	7.57%	-30.10%	-23.66%	13.87%	23.24%	11.80%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	-6.75%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-5.18%	21.16%

Returns By Period

In the year-to-date period, BSBR achieves a -0.97% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, BSBR has underperformed VTSAX with an annualized return of 8.55%, while VTSAX has yielded a comparatively higher 13.27% annualized return.

BSBR

• 1D: 5.14%
• 1M: -8.91%
• YTD: -0.97%
• 6M: 10.26%
• 1Y: 35.43%
• 3Y*: 10.57%
• 5Y*: 5.20%
• 10Y*: 8.55%

VTSAX

• 1D: -0.46%
• 1M: -7.71%
• YTD: -6.75%
• 6M: -4.47%
• 1Y: 14.76%
• 3Y*: 16.69%
• 5Y*: 10.11%
• 10Y*: 13.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BSBR vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSBR

BSBR Risk / Return Rank: 72
BSBR Sharpe Ratio Rank: 76
BSBR Sortino Ratio Rank: 70
BSBR Omega Ratio Rank: 66
BSBR Calmar Ratio Rank: 71
BSBR Martin Ratio Rank: 75

VTSAX

VTSAX Risk / Return Rank: 46
VTSAX Sharpe Ratio Rank: 41
VTSAX Sortino Ratio Rank: 45
VTSAX Omega Ratio Rank: 49
VTSAX Calmar Ratio Rank: 41
VTSAX Martin Ratio Rank: 53

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.

BSBR vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Banco Santander (Brasil) S.A. (BSBR) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BSBR	VTSAX	Difference
Sharpe ratio Return per unit of total volatility	1.06	0.84	+0.22
Sortino ratio Return per unit of downside risk	1.56	1.29	+0.26
Omega ratio Gain probability vs. loss probability	1.19	1.20	-0.01
Calmar ratio Return relative to maximum drawdown	1.48	1.05	+0.43
Martin ratio Return relative to average drawdown	4.42	5.08	-0.66
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSBR vs. VTSAX - Sharpe Ratio Comparison

The current BSBR Sharpe Ratio is 1.06, which is comparable to the VTSAX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BSBR and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BSBR	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.06	0.84	+0.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.59	-0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.72	-0.52
Sharpe Ratio (All Time) Calculated using the full available price history	0.06	0.43	-0.38

Correlation

The correlation between BSBR and VTSAX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BSBR vs. VTSAX - Dividend Comparison

BSBR's dividend yield for the trailing twelve months is around 6.62%, more than VTSAX's 1.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BSBR Banco Santander (Brasil) S.A.	6.62%	5.38%	7.86%	5.09%	8.09%	9.57%	7.56%	4.41%	6.07%	2.52%	2.27%	6.91%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.20%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Drawdowns

BSBR vs. VTSAX - Drawdown Comparison

The maximum BSBR drawdown since its inception was -69.38%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for BSBR and VTSAX.

Drawdown Indicators

	BSBR	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-69.38%	-55.33%	-14.05%
Max Drawdown (1Y) Largest decline over 1 year	-23.06%	-12.41%	-10.65%
Max Drawdown (5Y) Largest decline over 5 years	-45.26%	-25.36%	-19.90%
Max Drawdown (10Y) Largest decline over 10 years	-69.38%	-34.97%	-34.41%
Current Drawdown Current decline from peak	-30.05%	-8.92%	-21.13%
Average Drawdown Average peak-to-trough decline	-36.24%	-9.06%	-27.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.69%	2.56%	+5.13%

Volatility

BSBR vs. VTSAX - Volatility Comparison

Banco Santander (Brasil) S.A. (BSBR) has a higher volatility of 13.34% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that BSBR's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSBR	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.34%	4.39%	+8.95%
Volatility (6M) Calculated over the trailing 6-month period	25.88%	9.33%	+16.55%
Volatility (1Y) Calculated over the trailing 1-year period	33.72%	18.42%	+15.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.61%	17.32%	+17.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.29%	18.37%	+22.92%