SAGPX vs. VTMSX
SAGPX (Principal Strategic Asset Management Conservative Growth Portfolio) and VTMSX (Vanguard Tax-Managed Small-Cap Fund Admiral Shares) are both mutual funds - SAGPX is a Diversified Portfolio fund managed by BlackRock, while VTMSX is a Small Cap Blend Equities fund managed by BlackRock. Over the past 10 years, SAGPX returned 10.61%/yr vs 10.75%/yr for VTMSX. Their correlation of 0.83 means they have usually moved in the same direction. SAGPX charges 0.60%/yr vs 0.09%/yr for VTMSX.
Performance
SAGPX vs. VTMSX - Performance Comparison
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Returns By Period
In the year-to-date period, SAGPX achieves a 9.59% return, which is significantly lower than VTMSX's 21.93% return. Both investments have delivered pretty close results over the past 10 years, with SAGPX having a 10.61% annualized return and VTMSX not far ahead at 10.75%.
SAGPX
- 1D
- 1.43%
- 1M
- 0.14%
- 6M
- 6.95%
- YTD
- 9.59%
- 1Y
- 18.43%
- 3Y*
- 17.15%
- 5Y*
- 9.22%
- 10Y*
- 10.61%
- ALL TIME*
- 7.66%
VTMSX
- 1D
- 0.86%
- 1M
- -0.56%
- 6M
- 15.49%
- YTD
- 21.93%
- 1Y
- 36.13%
- 3Y*
- 13.30%
- 5Y*
- 7.52%
- 10Y*
- 10.75%
- ALL TIME*
- 10.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SAGPX vs. VTMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | 9.59% | 15.24% | 21.99% | 18.93% | -18.09% | 17.13% | 12.53% | 23.55% | -7.12% | 19.33% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 21.93% | 5.93% | 8.61% | 15.95% | -16.16% | 27.08% | 11.05% | 23.28% | -8.62% | 13.05% |
Correlation
The correlation between SAGPX and VTMSX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.81 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1999 | 0.83 |
The correlation between SAGPX and VTMSX has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
SAGPX vs. VTMSX — Risk / Return Rank
SAGPX
VTMSX
SAGPX vs. VTMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) and Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX). 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.
| SAGPX | VTMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.32 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 3.79 | -1.65 |
| Martin ratioReturn relative to average drawdown | 9.36 | 12.88 | -3.53 |
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Drawdowns
SAGPX vs. VTMSX - Drawdown Comparison
The maximum SAGPX drawdown since its inception was -49.37%, smaller than the maximum VTMSX drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for SAGPX and VTMSX.
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Drawdown Indicators
| SAGPX | VTMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.37% | -57.84% | +8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -7.92% | -8.59% | +0.67% |
Max Drawdown (3Y)Largest decline over 3 years | -13.68% | -27.93% | +14.25% |
Max Drawdown (5Y)Largest decline over 5 years | -24.89% | -27.93% | +3.04% |
Max Drawdown (10Y)Largest decline over 10 years | -30.48% | -43.88% | +13.40% |
Current DrawdownCurrent decline from peak | -0.70% | -1.82% | +1.12% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -8.88% | +1.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.81% | 2.53% | -0.72% |
Volatility
SAGPX vs. VTMSX - Volatility Comparison
The current volatility for Principal Strategic Asset Management Conservative Growth Portfolio (SAGPX) is 2.95%, while Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a volatility of 3.47%. This indicates that SAGPX experiences smaller price fluctuations and is considered to be less risky than VTMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAGPX | VTMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.95% | 3.47% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.14% | 11.67% | -2.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.99% | 17.40% | -6.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 21.32% | -7.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.73% | 23.07% | -9.34% |
SAGPX vs. VTMSX - Expense Ratio Comparison
SAGPX has a 0.60% expense ratio, which is higher than VTMSX's 0.09% expense ratio.
Dividends
SAGPX vs. VTMSX - Dividend Comparison
SAGPX's dividend yield for the trailing twelve months is around 12.28%, more than VTMSX's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAGPX Principal Strategic Asset Management Conservative Growth Portfolio | 12.28% | 13.45% | 13.19% | 1.22% | 11.82% | 8.20% | 3.37% | 3.93% | 14.06% | 8.42% | 3.33% | 11.07% |
VTMSX Vanguard Tax-Managed Small-Cap Fund Admiral Shares | 1.19% | 1.28% | 1.44% | 1.50% | 1.51% | 1.16% | 1.09% | 1.15% | 1.26% | 1.11% | 1.01% | 1.26% |
Frequently Asked Questions
SAGPX and VTMSX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VTMSX has higher volatility (3.47%) compared to SAGPX (2.95%). In terms of maximum drawdown, SAGPX dropped -49.37% vs VTMSX's -57.84%.
VTMSX currently has the higher Sharpe Ratio (1.87 vs 1.54), 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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