JHX vs. VTSAX
Compare and contrast key facts about James Hardie Industries plc (JHX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
JHX vs. VTSAX - Performance Comparison
Loading graphics...
JHX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHX James Hardie Industries plc | -8.72% | -32.65% | -20.33% | 115.55% | -55.39% | 41.66% | 51.02% | 71.63% | -31.53% | 12.83% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 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, JHX achieves a -8.72% return, which is significantly lower than VTSAX's -6.75% return. Over the past 10 years, JHX has underperformed VTSAX with an annualized return of 4.75%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
JHX
- 1D
- 7.74%
- 1M
- -22.22%
- YTD
- -8.72%
- 6M
- -1.41%
- 1Y
- -19.61%
- 3Y*
- -4.36%
- 5Y*
- -9.50%
- 10Y*
- 4.75%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
JHX vs. VTSAX — Risk / Return Rank
JHX
VTSAX
JHX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for James Hardie Industries plc (JHX) 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.
| JHX | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.35 | 0.84 | -1.18 |
Sortino ratioReturn per unit of downside risk | -0.10 | 1.29 | -1.39 |
Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.50 | 1.05 | -1.55 |
Martin ratioReturn relative to average drawdown | -0.91 | 5.08 | -6.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JHX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.35 | 0.84 | -1.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.59 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.12 | 0.72 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.43 | -0.20 |
Correlation
The correlation between JHX and VTSAX is 0.40, 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
JHX vs. VTSAX - Dividend Comparison
JHX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHX James Hardie Industries plc | 0.00% | 0.00% | 0.00% | 0.00% | 1.67% | 2.70% | 0.00% | 1.83% | 3.41% | 1.61% | 1.90% | 4.58% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
JHX vs. VTSAX - Drawdown Comparison
The maximum JHX drawdown since its inception was -75.86%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for JHX and VTSAX.
Loading graphics...
Drawdown Indicators
| JHX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.86% | -55.33% | -20.53% |
Max Drawdown (1Y)Largest decline over 1 year | -43.73% | -12.41% | -31.32% |
Max Drawdown (5Y)Largest decline over 5 years | -60.26% | -25.36% | -34.90% |
Max Drawdown (10Y)Largest decline over 10 years | -60.26% | -34.97% | -25.29% |
Current DrawdownCurrent decline from peak | -54.90% | -8.92% | -45.98% |
Average DrawdownAverage peak-to-trough decline | -18.05% | -9.06% | -8.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.00% | 2.56% | +21.44% |
Volatility
JHX vs. VTSAX - Volatility Comparison
James Hardie Industries plc (JHX) has a higher volatility of 13.83% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that JHX'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.
Loading graphics...
Volatility by Period
| JHX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.83% | 4.39% | +9.44% |
Volatility (6M)Calculated over the trailing 6-month period | 29.72% | 9.33% | +20.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.43% | 18.42% | +38.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.50% | 17.32% | +25.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.87% | 18.37% | +21.50% |