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NAESX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NAESX and VTSAX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

NAESX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small Cap Index Fund (NAESX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%700.00%750.00%800.00%850.00%NovemberDecember2025FebruaryMarchApril
664.76%
579.85%
NAESX
VTSAX

Key characteristics

Sharpe Ratio

NAESX:

0.03

VTSAX:

0.48

Sortino Ratio

NAESX:

0.20

VTSAX:

0.80

Omega Ratio

NAESX:

1.03

VTSAX:

1.12

Calmar Ratio

NAESX:

0.02

VTSAX:

0.49

Martin Ratio

NAESX:

0.08

VTSAX:

1.99

Ulcer Index

NAESX:

7.42%

VTSAX:

4.76%

Daily Std Dev

NAESX:

22.38%

VTSAX:

19.72%

Max Drawdown

NAESX:

-59.77%

VTSAX:

-55.34%

Current Drawdown

NAESX:

-17.11%

VTSAX:

-10.35%

Returns By Period

In the year-to-date period, NAESX achieves a -10.21% return, which is significantly lower than VTSAX's -6.21% return. Over the past 10 years, NAESX has underperformed VTSAX with an annualized return of 7.31%, while VTSAX has yielded a comparatively higher 11.43% annualized return.


NAESX

YTD

-10.21%

1M

-4.91%

6M

-8.38%

1Y

0.67%

5Y*

12.22%

10Y*

7.31%

VTSAX

YTD

-6.21%

1M

-2.97%

6M

-4.52%

1Y

8.96%

5Y*

15.18%

10Y*

11.43%

*Annualized

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NAESX vs. VTSAX - Expense Ratio Comparison

NAESX has a 0.17% expense ratio, which is higher than VTSAX's 0.04% 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%.


Expense ratio chart for NAESX: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
NAESX: 0.17%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

NAESX vs. VTSAX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

NAESX
The Risk-Adjusted Performance Rank of NAESX is 2525
Overall Rank
The Sharpe Ratio Rank of NAESX is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of NAESX is 2727
Sortino Ratio Rank
The Omega Ratio Rank of NAESX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of NAESX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of NAESX is 2525
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 5959
Overall Rank
The Sharpe Ratio Rank of VTSAX is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 5959
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NAESX vs. VTSAX - 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 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.


The chart of Sharpe ratio for NAESX, currently valued at 0.03, compared to the broader market-1.000.001.002.003.00
NAESX: 0.03
VTSAX: 0.48
The chart of Sortino ratio for NAESX, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.00
NAESX: 0.20
VTSAX: 0.80
The chart of Omega ratio for NAESX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.00
NAESX: 1.03
VTSAX: 1.12
The chart of Calmar ratio for NAESX, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.00
NAESX: 0.02
VTSAX: 0.49
The chart of Martin ratio for NAESX, currently valued at 0.08, compared to the broader market0.0010.0020.0030.0040.0050.00
NAESX: 0.08
VTSAX: 1.99

The current NAESX Sharpe Ratio is 0.03, which is lower than the VTSAX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of NAESX and VTSAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.03
0.48
NAESX
VTSAX

Dividends

NAESX vs. VTSAX - Dividend Comparison

NAESX's dividend yield for the trailing twelve months is around 1.44%, more than VTSAX's 1.37% yield.


TTM20242023202220212020201920182017201620152014
NAESX
Vanguard Small Cap Index Fund
1.44%1.19%1.44%1.41%1.12%1.05%1.28%1.53%1.24%1.39%1.35%1.27%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.37%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

NAESX vs. VTSAX - Drawdown Comparison

The maximum NAESX drawdown since its inception was -59.77%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for NAESX and VTSAX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.11%
-10.35%
NAESX
VTSAX

Volatility

NAESX vs. VTSAX - Volatility Comparison

Vanguard Small Cap Index Fund (NAESX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 14.82% and 14.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.82%
14.32%
NAESX
VTSAX