SAMG vs. VTSAX
Compare and contrast key facts about Silvercrest Asset Management Group Inc. (SAMG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
SAMG vs. VTSAX - Performance Comparison
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SAMG vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | -10.22% | -13.00% | 13.34% | -5.65% | 13.58% | 28.82% | 16.48% | -0.55% | -14.49% | 26.39% |
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, SAMG achieves a -10.22% return, which is significantly lower than VTSAX's -6.75% return. Over the past 10 years, SAMG has underperformed VTSAX with an annualized return of 4.65%, while VTSAX has yielded a comparatively higher 13.27% annualized return.
SAMG
- 1D
- -1.18%
- 1M
- -10.30%
- YTD
- -10.22%
- 6M
- -12.22%
- 1Y
- -13.24%
- 3Y*
- -5.14%
- 5Y*
- 3.03%
- 10Y*
- 4.65%
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%
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Return for Risk
SAMG vs. VTSAX — Risk / Return Rank
SAMG
VTSAX
SAMG vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) 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.
| SAMG | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.47 | 0.84 | -1.30 |
Sortino ratioReturn per unit of downside risk | -0.47 | 1.29 | -1.76 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.20 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.05 | -1.71 |
Martin ratioReturn relative to average drawdown | -1.37 | 5.08 | -6.46 |
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
| SAMG | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | 0.84 | -1.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.59 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.11 | 0.72 | -0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.13 | 0.43 | -0.30 |
Correlation
The correlation between SAMG and VTSAX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SAMG vs. VTSAX - Dividend Comparison
SAMG's dividend yield for the trailing twelve months is around 6.18%, more than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | 6.18% | 5.40% | 4.24% | 4.35% | 3.73% | 3.84% | 4.61% | 4.77% | 4.23% | 2.99% | 3.65% | 4.04% |
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
SAMG vs. VTSAX - Drawdown Comparison
The maximum SAMG drawdown since its inception was -54.78%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SAMG and VTSAX.
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Drawdown Indicators
| SAMG | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.78% | -55.33% | +0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -20.76% | -12.41% | -8.35% |
Max Drawdown (5Y)Largest decline over 5 years | -34.72% | -25.36% | -9.36% |
Max Drawdown (10Y)Largest decline over 10 years | -54.78% | -34.97% | -19.81% |
Current DrawdownCurrent decline from peak | -31.29% | -8.92% | -22.37% |
Average DrawdownAverage peak-to-trough decline | -18.10% | -9.06% | -9.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.07% | 2.56% | +7.51% |
Volatility
SAMG vs. VTSAX - Volatility Comparison
Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 9.15% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that SAMG'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
| SAMG | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.15% | 4.39% | +4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.34% | 9.33% | +10.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.53% | 18.42% | +10.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.38% | 17.32% | +16.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.73% | 18.37% | +22.36% |