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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAMG or VTSAX.
Key characteristics
| SAMG | VTSAX | |
|---|---|---|
| YTD Return | 12.82% | 26.64% |
| 1Y Return | 17.48% | 38.74% |
| 3Y Return (Ann) | 7.92% | 8.84% |
| 5Y Return (Ann) | 12.78% | 15.44% |
| 10Y Return (Ann) | 6.52% | 12.93% |
| Sharpe Ratio | 0.52 | 3.22 |
| Sortino Ratio | 0.96 | 4.27 |
| Omega Ratio | 1.12 | 1.60 |
| Calmar Ratio | 0.51 | 4.77 |
| Martin Ratio | 1.91 | 20.94 |
| Ulcer Index | 9.27% | 1.95% |
| Daily Std Dev | 33.78% | 12.64% |
| Max Drawdown | -54.78% | -55.34% |
| Current Drawdown | -12.44% | 0.00% |
Correlation
The correlation between SAMG and VTSAX is 0.36, 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.
Performance
SAMG vs. VTSAX - Performance Comparison
In the year-to-date period, SAMG achieves a 12.82% return, which is significantly lower than VTSAX's 26.64% return. Over the past 10 years, SAMG has underperformed VTSAX with an annualized return of 6.52%, while VTSAX has yielded a comparatively higher 12.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SAMG vs. VTSAX - Risk-Adjusted Performance 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.
Dividends
SAMG vs. VTSAX - Dividend Comparison
SAMG's dividend yield for the trailing twelve months is around 4.16%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAMG Silvercrest Asset Management Group Inc. | 4.16% | 4.35% | 3.73% | 3.84% | 4.61% | 4.77% | 4.23% | 2.99% | 3.65% | 5.05% | 3.07% | 0.70% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
SAMG vs. VTSAX - Drawdown Comparison
The maximum SAMG drawdown since its inception was -54.78%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SAMG and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SAMG vs. VTSAX - Volatility Comparison
Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 9.97% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.03%. 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.