JACK vs. VTSAX
JACK (Jack in the Box Inc.) 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, JACK returned -13.97%/yr vs 14.47%/yr for VTSAX. Their 0.46 correlation means their historical movements had little consistent relationship.
Performance
JACK vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, JACK achieves a -13.61% return, which is significantly lower than VTSAX's 9.87% return. Over the past 10 years, JACK has underperformed VTSAX with an annualized return of -13.97%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
JACK
- 1D
- 0.18%
- 1M
- -4.83%
- 6M
- -21.94%
- YTD
- -13.61%
- 1Y
- -14.87%
- 3Y*
- -43.85%
- 5Y*
- -30.16%
- 10Y*
- -13.97%
- ALL TIME*
- 2.88%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $11.34M | $13.63M | $13.61M | |
| $0.00 | $0.00 | $0.00 |
JACK vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | -13.61% | -53.84% | -47.35% | 22.24% | -20.18% | -4.11% | 20.74% | 2.50% | -19.42% | -10.70% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between JACK and VTSAX is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.28 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Nov 13, 2000 | 0.46 |
Over the past year, the correlation between JACK and VTSAX has dropped to 0.24 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
JACK vs. VTSAX — Risk / Return Rank
JACK
VTSAX
JACK vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Jack in the Box Inc. (JACK) 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.
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.
| JACK | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.25 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 2.10 | -2.38 |
| Martin ratioReturn relative to average drawdown | -0.54 | 9.09 | -9.63 |
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Drawdowns
JACK vs. VTSAX - Drawdown Comparison
The maximum JACK drawdown since its inception was -91.50%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for JACK and VTSAX.
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Drawdown Indicators
| JACK | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.50% | -55.33% | -36.17% |
Max Drawdown (1Y)Largest decline over 1 year | -60.06% | -8.92% | -51.14% |
Max Drawdown (3Y)Largest decline over 3 years | -89.59% | -19.36% | -70.23% |
Max Drawdown (5Y)Largest decline over 5 years | -90.33% | -25.36% | -64.97% |
Max Drawdown (10Y)Largest decline over 10 years | -91.50% | -34.97% | -56.53% |
Current DrawdownCurrent decline from peak | -85.19% | -1.88% | -83.31% |
Average DrawdownAverage peak-to-trough decline | -30.51% | -8.96% | -21.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.14% | 2.06% | +29.08% |
Volatility
JACK vs. VTSAX - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 20.64% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that JACK'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.
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Volatility by Period
| JACK | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.64% | 3.41% | +17.23% |
Volatility (6M)Calculated over the trailing 6-month period | 59.00% | 10.27% | +48.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.36% | 13.13% | +63.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.13% | 17.47% | +33.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.14% | 18.41% | +29.73% |
Dividends
JACK vs. VTSAX - Dividend Comparison
JACK has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | 0.00% | 2.32% | 4.23% | 2.16% | 2.58% | 1.97% | 1.29% | 2.05% | 2.06% | 1.63% | 1.16% | 1.43% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.06% | 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
JACK and VTSAX have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JACK has higher volatility (20.64%) compared to VTSAX (3.41%). In terms of maximum drawdown, JACK dropped -91.50% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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