SHAPX vs. VSTSX
Compare and contrast key facts about ClearBridge Appreciation Fund (SHAPX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX).
SHAPX is managed by Franklin Templeton. It was launched on Mar 10, 1970. VSTSX is managed by Vanguard. It was launched on Jun 27, 2016.
Performance
SHAPX vs. VSTSX - Performance Comparison
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SHAPX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | -6.24% | 14.32% | 22.37% | 19.50% | -12.56% | 23.52% | 14.53% | 29.84% | -2.19% | 17.52% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | -6.74% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Returns By Period
In the year-to-date period, SHAPX achieves a -6.24% return, which is significantly higher than VSTSX's -6.74% return.
SHAPX
- 1D
- -0.06%
- 1M
- -7.91%
- YTD
- -6.24%
- 6M
- -5.30%
- 1Y
- 10.69%
- 3Y*
- 14.58%
- 5Y*
- 10.06%
- 10Y*
- 11.99%
VSTSX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.74%
- 6M
- -4.45%
- 1Y
- 14.80%
- 3Y*
- 16.73%
- 5Y*
- 10.15%
- 10Y*
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SHAPX vs. VSTSX - Expense Ratio Comparison
SHAPX has a 0.93% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Return for Risk
SHAPX vs. VSTSX — Risk / Return Rank
SHAPX
VSTSX
SHAPX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ClearBridge Appreciation Fund (SHAPX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
| SHAPX | VSTSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.84 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.13 | 1.30 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.20 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.89 | 1.05 | -0.16 |
Martin ratioReturn relative to average drawdown | 4.11 | 5.10 | -0.99 |
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
| SHAPX | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.84 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.59 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.70 | +0.08 |
Correlation
The correlation between SHAPX and VSTSX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SHAPX vs. VSTSX - Dividend Comparison
SHAPX's dividend yield for the trailing twelve months is around 15.01%, more than VSTSX's 1.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHAPX ClearBridge Appreciation Fund | 15.01% | 14.08% | 9.00% | 4.17% | 8.85% | 6.54% | 4.13% | 7.09% | 6.71% | 5.10% | 3.29% | 4.76% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.23% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Drawdowns
SHAPX vs. VSTSX - Drawdown Comparison
The maximum SHAPX drawdown since its inception was -46.19%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SHAPX and VSTSX.
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Drawdown Indicators
| SHAPX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -34.97% | -11.22% |
Max Drawdown (1Y)Largest decline over 1 year | -10.57% | -12.41% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -20.53% | -25.35% | +4.82% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | — | — |
Current DrawdownCurrent decline from peak | -8.74% | -8.92% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -4.79% | -4.97% | +0.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.29% | 2.56% | -0.27% |
Volatility
SHAPX vs. VSTSX - Volatility Comparison
The current volatility for ClearBridge Appreciation Fund (SHAPX) is 3.74%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 4.40%. This indicates that SHAPX experiences smaller price fluctuations and is considered to be less risky than VSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHAPX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.74% | 4.40% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 9.33% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.90% | 18.42% | -2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 17.33% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 18.84% | -2.14% |