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 -14.59%/yr vs 14.79%/yr for VTSAX. At a 0.46 correlation, their price movements are largely independent.
Performance
JACK vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, JACK achieves a -20.21% return, which is significantly lower than VTSAX's 11.83% return. Over the past 10 years, JACK has underperformed VTSAX with an annualized return of -14.59%, while VTSAX has yielded a comparatively higher 14.79% annualized return.
JACK
- 1D
- 1.54%
- 1M
- 13.09%
- 6M
- -33.27%
- YTD
- -20.21%
- 1Y
- -33.54%
- 3Y*
- -45.29%
- 5Y*
- -30.86%
- 10Y*
- -14.59%
VTSAX
- 1D
- 0.30%
- 1M
- 1.98%
- 6M
- 9.30%
- YTD
- 11.83%
- 1Y
- 22.77%
- 3Y*
- 20.65%
- 5Y*
- 12.08%
- 10Y*
- 14.79%
JACK vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | -20.21% | -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 | 11.83% | 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 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 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 0.26 - 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 | -2.18 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.31 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.54 | 2.51 | -3.05 |
| Martin ratioReturn relative to average drawdown | -0.95 | 11.02 | -11.97 |
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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 | -62.24% | -8.92% | -53.32% |
Max Drawdown (3Y)Largest decline over 3 years | -90.00% | -19.36% | -70.64% |
Max Drawdown (5Y)Largest decline over 5 years | -90.68% | -25.36% | -65.32% |
Max Drawdown (10Y)Largest decline over 10 years | -91.50% | -34.97% | -56.53% |
Current DrawdownCurrent decline from peak | -86.32% | -0.13% | -86.19% |
Average DrawdownAverage peak-to-trough decline | -30.42% | -8.97% | -21.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.48% | 2.03% | +33.45% |
Volatility
JACK vs. VTSAX - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 34.00% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.27%. 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 | 34.00% | 4.27% | +29.73% |
Volatility (6M)Calculated over the trailing 6-month period | 58.64% | 10.14% | +48.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.12% | 12.83% | +64.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.74% | 17.46% | +33.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.94% | 18.38% | +29.56% |
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 1.04%.
| 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 | 1.04% | 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 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JACK has higher volatility (34.00%) compared to VTSAX (4.27%). In terms of maximum drawdown, JACK dropped -91.50% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.74 vs -0.44), 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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