NAESX vs. VTI
Compare and contrast key facts about Vanguard Small Cap Index Fund (NAESX) and Vanguard Total Stock Market ETF (VTI).
NAESX is managed by Vanguard. It was launched on Oct 3, 1960. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NAESX or VTI.
Performance
NAESX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, NAESX achieves a 20.02% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, NAESX has underperformed VTI with an annualized return of 9.56%, while VTI has yielded a comparatively higher 12.67% annualized return.
NAESX
20.02%
6.55%
15.86%
33.80%
11.16%
9.56%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| NAESX | VTI | |
|---|---|---|
| Sharpe Ratio | 2.02 | 2.68 |
| Sortino Ratio | 2.81 | 3.57 |
| Omega Ratio | 1.35 | 1.49 |
| Calmar Ratio | 2.00 | 3.91 |
| Martin Ratio | 11.08 | 17.13 |
| Ulcer Index | 3.13% | 1.96% |
| Daily Std Dev | 17.16% | 12.51% |
| Max Drawdown | -59.77% | -55.45% |
| Current Drawdown | -0.95% | -0.84% |
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NAESX vs. VTI - Expense Ratio Comparison
NAESX has a 0.17% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between NAESX and VTI is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
NAESX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small Cap Index Fund (NAESX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
NAESX vs. VTI - Dividend Comparison
NAESX's dividend yield for the trailing twelve months is around 1.20%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAESX Vanguard Small Cap Index Fund | 1.20% | 1.44% | 1.41% | 1.12% | 1.05% | 1.28% | 1.53% | 1.24% | 1.39% | 1.35% | 1.27% | 1.17% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
NAESX vs. VTI - Drawdown Comparison
The maximum NAESX drawdown since its inception was -59.77%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NAESX and VTI. For additional features, visit the drawdowns tool.
Volatility
NAESX vs. VTI - Volatility Comparison
Vanguard Small Cap Index Fund (NAESX) has a higher volatility of 5.62% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that NAESX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.