SAMG vs. VTSAX
SAMG (Silvercrest Asset Management Group Inc.) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, SAMG returned 2.98%/yr vs 14.47%/yr for VTSAX. Their 0.36 correlation means their historical movements had little consistent relationship.
Performance
SAMG vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, SAMG achieves a -29.99% return, which is significantly lower than VTSAX's 9.87% return. Over the past 10 years, SAMG has underperformed VTSAX with an annualized return of 2.98%, while VTSAX has yielded a comparatively higher 14.47% annualized return.
SAMG
- 1D
- 3.84%
- 1M
- -2.37%
- 6M
- -27.85%
- YTD
- -29.99%
- 1Y
- -31.18%
- 3Y*
- -16.67%
- 5Y*
- -4.06%
- 10Y*
- 2.98%
- ALL TIME*
- 3.38%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $618.38K | $559.56K | $592.45K | |
| $0.00 | $0.00 | $0.00 |
SAMG vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | -29.99% | -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 | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between SAMG and VTSAX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2013 | 0.36 |
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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.
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.
| SAMG | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.39 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.25 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.86 | 2.10 | -2.96 |
| Martin ratioReturn relative to average drawdown | -1.75 | 9.09 | -10.84 |
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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 | -38.97% | -8.92% | -30.05% |
Max Drawdown (3Y)Largest decline over 3 years | -44.45% | -19.36% | -25.09% |
Max Drawdown (5Y)Largest decline over 5 years | -49.13% | -25.36% | -23.77% |
Max Drawdown (10Y)Largest decline over 10 years | -54.78% | -34.97% | -19.81% |
Current DrawdownCurrent decline from peak | -46.42% | -1.88% | -44.54% |
Average DrawdownAverage peak-to-trough decline | -18.65% | -8.96% | -9.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.97% | 2.06% | +16.91% |
Volatility
SAMG vs. VTSAX - Volatility Comparison
Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 12.05% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. 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 | 12.05% | 3.41% | +8.64% |
Volatility (6M)Calculated over the trailing 6-month period | 28.01% | 10.27% | +17.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.88% | 13.13% | +20.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.71% | 17.47% | +16.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.28% | 18.41% | +22.87% |
Dividends
SAMG vs. VTSAX - Dividend Comparison
SAMG's dividend yield for the trailing twelve months is around 8.17%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | 8.17% | 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 | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
SAMG and VTSAX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAMG has higher volatility (12.05%) compared to VTSAX (3.41%). In terms of maximum drawdown, SAMG dropped -54.78% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.98), 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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