FUTR.L vs. VTSAX

Last updated Jun 4, 2026

FUTR.L (Future plc) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, FUTR.L returned 11.20%/yr vs 15.99%/yr for VTSAX. At a 0.11 correlation, their price movements are largely independent.

Performance

FUTR.L vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Future plc (FUTR.L) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

FUTR.L is traded in GBp, while VTSAX is traded in USD. To make them comparable, the VTSAX values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, FUTR.L achieves a -41.80% return, which is significantly lower than VTSAX's 12.09% return. Over the past 10 years, FUTR.L has underperformed VTSAX with an annualized return of 11.20%, while VTSAX has yielded a comparatively higher 15.99% annualized return.

FUTR.L

• 1D: -4.20%
• 1M: -10.83%
• YTD: -41.80%
• 6M: -48.89%
• 1Y: -54.74%
• 3Y*: -25.09%
• 5Y*: -36.12%
• 10Y*: 11.20%

VTSAX

• 1D: 0.17%
• 1M: 6.34%
• YTD: 12.09%
• 6M: 10.98%
• 1Y: 29.65%
• 3Y*: 19.21%
• 5Y*: 14.10%
• 10Y*: 15.99%

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

FUTR.L vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FUTR.L Future plc	-41.80%	-42.99%	17.05%	-37.07%	-66.89%	120.57%	19.95%	203.66%	30.67%	108.48%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	12.09%	8.78%	25.38%	20.19%	-9.95%	26.91%	17.43%	25.81%	0.44%	10.69%

Correlation

The correlation between FUTR.L and VTSAX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.23
Correlation (10Y) Calculated over the trailing 10-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007	0.11

The correlation between FUTR.L and VTSAX shifts across timeframes, from 0.11 (all time) to 0.23 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

FUTR.L vs. VTSAX — Risk / Return Rank

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

FUTR.L

FUTR.L Risk / Return Rank: 4
FUTR.L Sharpe Ratio Rank: 2
FUTR.L Sortino Ratio Rank: 4
FUTR.L Omega Ratio Rank: 3
FUTR.L Calmar Ratio Rank: 8
FUTR.L Martin Ratio Rank: 3

VTSAX

VTSAX Risk / Return Rank: 71
VTSAX Sharpe Ratio Rank: 72
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 63
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

FUTR.L vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Future plc (FUTR.L) 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.

	FUTR.L	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	-1.17	2.62	-3.79
Sortino ratio: Return per unit of downside risk	-1.79	3.40	-5.19
Omega ratio: Gain probability vs. loss probability	0.76	1.49	-0.73
Calmar ratio: Return relative to maximum drawdown	-0.86	4.22	-5.07
Martin ratio: Return relative to average drawdown	-1.64	16.39	-18.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FUTR.L vs. VTSAX - Sharpe Ratio Comparison

The current FUTR.L Sharpe Ratio is -1.17, which is lower than the VTSAX Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of FUTR.L and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FUTR.L	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.17	2.62	-3.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.72	0.87	-1.59
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.87	-0.66
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.67	-0.83

Drawdowns

FUTR.L vs. VTSAX - Drawdown Comparison

The maximum FUTR.L drawdown since its inception was -98.91%, which is greater than VTSAX's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for FUTR.L and VTSAX.

Drawdown Indicators

	FUTR.L	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-98.91%	-34.95%	-63.96%
Max Drawdown (1Y) Largest decline over 1 year	-63.65%	-7.33%	-56.32%
Max Drawdown (3Y) Largest decline over 3 years	-75.10%	-22.49%	-52.61%
Max Drawdown (5Y) Largest decline over 5 years	-92.65%	-22.49%	-70.16%
Max Drawdown (10Y) Largest decline over 10 years	-92.65%	-27.20%	-65.45%
Current Drawdown Current decline from peak	-95.48%	0.00%	-95.48%
Average Drawdown Average peak-to-trough decline	-86.12%	-4.94%	-81.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	33.41%	1.88%	+31.53%

Volatility

FUTR.L vs. VTSAX - Volatility Comparison

Future plc (FUTR.L) has a higher volatility of 21.73% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.76%. This indicates that FUTR.L'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

	FUTR.L	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.73%	2.76%	+18.97%
Volatility (6M) Calculated over the trailing 6-month period	43.25%	8.38%	+34.87%
Volatility (1Y) Calculated over the trailing 1-year period	46.81%	11.78%	+35.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.48%	16.21%	+34.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	52.88%	18.40%	+34.48%

Dividends

FUTR.L vs. VTSAX - Dividend Comparison

FUTR.L's dividend yield for the trailing twelve months is around 5.74%, more than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FUTR.L Future plc	5.74%	0.65%	0.37%	0.43%	0.22%	0.04%	0.06%	0.03%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both FUTR.L and VTSAX in my portfolio?

FUTR.L and VTSAX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.