CSM vs. VTI
Compare and contrast key facts about Proshares Large Cap Core Plus (CSM) and Vanguard Total Stock Market ETF (VTI).
CSM and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSM is a passively managed fund by ProShares that tracks the performance of the Credit Suisse 130/30 Large-Cap Index. It was launched on Jul 13, 2009. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both CSM and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSM or VTI.
Key characteristics
| CSM | VTI | |
|---|---|---|
| YTD Return | 25.28% | 26.15% |
| 1Y Return | 35.03% | 35.28% |
| 3Y Return (Ann) | 9.17% | 8.67% |
| 5Y Return (Ann) | 14.17% | 15.15% |
| 10Y Return (Ann) | 12.09% | 12.89% |
| Sharpe Ratio | 2.99 | 3.04 |
| Sortino Ratio | 3.97 | 4.05 |
| Omega Ratio | 1.55 | 1.57 |
| Calmar Ratio | 4.30 | 4.47 |
| Martin Ratio | 17.84 | 19.73 |
| Ulcer Index | 2.13% | 1.94% |
| Daily Std Dev | 12.71% | 12.58% |
| Max Drawdown | -36.12% | -55.45% |
| Current Drawdown | -0.28% | -0.44% |
Correlation
The correlation between CSM and VTI is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
CSM vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with CSM having a 25.28% return and VTI slightly higher at 26.15%. Over the past 10 years, CSM has underperformed VTI with an annualized return of 12.09%, while VTI has yielded a comparatively higher 12.89% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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CSM vs. VTI - Expense Ratio Comparison
CSM has a 0.45% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
CSM vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Proshares Large Cap Core Plus (CSM) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
CSM vs. VTI - Dividend Comparison
CSM's dividend yield for the trailing twelve months is around 1.02%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CSM Proshares Large Cap Core Plus | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CSM vs. VTI - Drawdown Comparison
The maximum CSM drawdown since its inception was -36.12%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CSM and VTI. For additional features, visit the drawdowns tool.
Volatility
CSM vs. VTI - Volatility Comparison
Proshares Large Cap Core Plus (CSM) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.09% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.