JACK vs. VTSAX
Compare and contrast key facts about Jack in the Box Inc. (JACK) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
JACK vs. VTSAX - Performance Comparison
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JACK vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JACK Jack in the Box Inc. | -48.76% | -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 | -3.97% | 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, JACK achieves a -48.76% return, which is significantly lower than VTSAX's -3.97% return. Over the past 10 years, JACK has underperformed VTSAX with an annualized return of -15.65%, while VTSAX has yielded a comparatively higher 13.60% annualized return.
JACK
- 1D
- 0.41%
- 1M
- -37.03%
- YTD
- -48.76%
- 6M
- -53.20%
- 1Y
- -63.94%
- 3Y*
- -50.97%
- 5Y*
- -37.58%
- 10Y*
- -15.65%
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
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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.
| JACK | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | 0.98 | -1.90 |
Sortino ratioReturn per unit of downside risk | -1.53 | 1.50 | -3.03 |
Omega ratioGain probability vs. loss probability | 0.83 | 1.23 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.51 | -2.46 |
Martin ratioReturn relative to average drawdown | -1.86 | 7.24 | -9.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JACK | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 0.98 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.82 | 0.61 | -1.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.34 | 0.74 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.44 | -0.41 |
Correlation
The correlation between JACK and VTSAX is 0.47, 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
JACK vs. VTSAX - Dividend Comparison
JACK has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.16%.
| 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 | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 | -67.38% | -12.41% | -54.97% |
Max Drawdown (5Y)Largest decline over 5 years | -91.50% | -25.36% | -66.14% |
Max Drawdown (10Y)Largest decline over 10 years | -91.50% | -34.97% | -56.53% |
Current DrawdownCurrent decline from peak | -91.22% | -6.22% | -85.00% |
Average DrawdownAverage peak-to-trough decline | -29.96% | -9.06% | -20.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.49% | 2.59% | +31.90% |
Volatility
JACK vs. VTSAX - Volatility Comparison
Jack in the Box Inc. (JACK) has a higher volatility of 13.68% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.49%. 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 | 13.68% | 5.49% | +8.19% |
Volatility (6M)Calculated over the trailing 6-month period | 50.06% | 9.79% | +40.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.47% | 18.61% | +50.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.26% | 17.37% | +28.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 45.88% | 18.39% | +27.49% |