SAMG vs. VTSAX

Last updated Jun 23, 2026

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 2.85%/yr vs 15.06%/yr for VTSAX. At a 0.36 correlation, their price movements are largely independent.

Performance

SAMG vs. VTSAX - Performance Comparison

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

Returns By Period

In the year-to-date period, SAMG achieves a -29.85% return, which is significantly lower than VTSAX's 10.72% return. Over the past 10 years, SAMG has underperformed VTSAX with an annualized return of 2.85%, while VTSAX has yielded a comparatively higher 15.06% annualized return.

SAMG

• 1D: -4.72%
• 1M: -9.94%
• YTD: -29.85%
• 6M: -29.53%
• 1Y: -26.36%
• 3Y*: -15.79%
• 5Y*: -3.84%
• 10Y*: 2.85%

VTSAX

• 1D: 1.14%
• 1M: 0.90%
• YTD: 10.72%
• 6M: 9.93%
• 1Y: 27.56%
• 3Y*: 20.66%
• 5Y*: 12.87%
• 10Y*: 15.06%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAMG vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAMG Silvercrest Asset Management Group Inc.	-29.85%	-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	10.72%	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 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.38
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jun 27, 2013	0.36

Return for Risk

SAMG vs. VTSAX — Risk / Return Rank

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

SAMG

SAMG Risk / Return Rank: 8
SAMG Sharpe Ratio Rank: 6
SAMG Sortino Ratio Rank: 8
SAMG Omega Ratio Rank: 10
SAMG Calmar Ratio Rank: 14
SAMG Martin Ratio Rank: 2

VTSAX

VTSAX Risk / Return Rank: 65
VTSAX Sharpe Ratio Rank: 63
VTSAX Sortino Ratio Rank: 57
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 70
VTSAX Martin Ratio Rank: 80

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio: Return per unit of total volatility	-0.95	2.14	-3.09
Sortino ratio: Return per unit of downside risk	-1.25	2.90	-4.16
Omega ratio: Gain probability vs. loss probability	0.85	1.38	-0.53
Calmar ratio: Return relative to maximum drawdown	-0.74	3.07	-3.82
Martin ratio: Return relative to average drawdown	-1.78	13.77	-15.56

SAMG vs. VTSAX - Sharpe Ratio Comparison

The current SAMG Sharpe Ratio is -0.95, which is lower than the VTSAX Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SAMG and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	SAMG	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-54.78%	-55.33%	+0.55%
Max Drawdown (1Y) Largest decline over 1 year	-35.59%	-8.92%	-26.67%
Max Drawdown (3Y) Largest decline over 3 years	-46.32%	-19.36%	-26.96%
Max Drawdown (5Y) Largest decline over 5 years	-46.32%	-25.36%	-20.96%
Max Drawdown (10Y) Largest decline over 10 years	-54.78%	-34.97%	-19.81%
Current Drawdown Current decline from peak	-46.32%	-1.13%	-45.19%
Average Drawdown Average peak-to-trough decline	-18.41%	-8.99%	-9.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.80%	1.99%	+12.81%

Volatility

SAMG vs. VTSAX - Volatility Comparison

Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 9.20% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.88%. 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.

Volatility by Period

	SAMG	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.20%	4.88%	+4.32%
Volatility (6M) Calculated over the trailing 6-month period	20.60%	10.11%	+10.49%
Volatility (1Y) Calculated over the trailing 1-year period	28.05%	12.80%	+15.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.07%	17.45%	+15.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.86%	18.45%	+22.41%

Dividends

SAMG vs. VTSAX - Dividend Comparison

SAMG's dividend yield for the trailing twelve months is around 8.16%, more than VTSAX's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SAMG Silvercrest Asset Management Group Inc.	8.16%	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	1.01%	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

Can I hold both SAMG and VTSAX in my portfolio?

SAMG and VTSAX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SAMG or VTSAX?

SAMG has higher volatility (9.20%) compared to VTSAX (4.88%). In terms of maximum drawdown, SAMG dropped -54.78% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (2.14 vs -0.94), 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.