SPFIX vs. VTMFX
Compare and contrast key facts about Shelton Capital Management S&P 500 Index Fund (SPFIX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX).
SPFIX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Apr 20, 1992. VTMFX is managed by BlackRock. It was launched on Sep 6, 1994.
Performance
SPFIX vs. VTMFX - Performance Comparison
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SPFIX vs. VTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | -7.11% | 17.23% | 42.83% | 25.48% | -18.22% | 27.99% | 17.41% | 41.64% | -4.68% | 21.55% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | -3.56% | 11.28% | 12.17% | 15.55% | -12.69% | 13.10% | 13.31% | 18.01% | -1.40% | 12.61% |
Returns By Period
In the year-to-date period, SPFIX achieves a -7.11% return, which is significantly lower than VTMFX's -3.56% return. Over the past 10 years, SPFIX has outperformed VTMFX with an annualized return of 15.75%, while VTMFX has yielded a comparatively lower 7.82% annualized return.
SPFIX
- 1D
- -0.37%
- 1M
- -7.67%
- YTD
- -7.11%
- 6M
- -4.66%
- 1Y
- 14.10%
- 3Y*
- 22.03%
- 5Y*
- 14.01%
- 10Y*
- 15.75%
VTMFX
- 1D
- -0.08%
- 1M
- -5.04%
- YTD
- -3.56%
- 6M
- -1.55%
- 1Y
- 9.77%
- 3Y*
- 9.90%
- 5Y*
- 6.01%
- 10Y*
- 7.82%
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SPFIX vs. VTMFX - Expense Ratio Comparison
SPFIX has a 0.43% expense ratio, which is higher than VTMFX's 0.09% expense ratio.
Return for Risk
SPFIX vs. VTMFX — Risk / Return Rank
SPFIX
VTMFX
SPFIX vs. VTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shelton Capital Management S&P 500 Index Fund (SPFIX) and Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX). 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.
| SPFIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.21 | -0.40 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.75 | -0.49 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.26 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.36 | -0.35 |
Martin ratioReturn relative to average drawdown | 4.90 | 6.49 | -1.58 |
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
| SPFIX | VTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.21 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | 0.71 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.84 | 0.86 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.82 | -0.26 |
Correlation
The correlation between SPFIX and VTMFX is 0.97, 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
SPFIX vs. VTMFX - Dividend Comparison
SPFIX's dividend yield for the trailing twelve months is around 3.68%, more than VTMFX's 2.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPFIX Shelton Capital Management S&P 500 Index Fund | 3.68% | 3.45% | 27.20% | 8.08% | 5.07% | 5.43% | 8.06% | 16.60% | 2.49% | 3.01% | 2.92% | 4.35% |
VTMFX Vanguard Tax-Managed Balanced Fund Admiral Shares | 2.31% | 2.14% | 2.08% | 1.94% | 1.85% | 1.38% | 1.72% | 2.05% | 2.22% | 2.00% | 2.13% | 2.06% |
Drawdowns
SPFIX vs. VTMFX - Drawdown Comparison
The maximum SPFIX drawdown since its inception was -54.81%, which is greater than VTMFX's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for SPFIX and VTMFX.
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Drawdown Indicators
| SPFIX | VTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -28.49% | -26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -12.11% | -6.82% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -17.40% | -7.29% |
Max Drawdown (10Y)Largest decline over 10 years | -33.83% | -21.87% | -11.96% |
Current DrawdownCurrent decline from peak | -8.90% | -5.38% | -3.52% |
Average DrawdownAverage peak-to-trough decline | -8.99% | -3.56% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 1.43% | +1.07% |
Volatility
SPFIX vs. VTMFX - Volatility Comparison
Shelton Capital Management S&P 500 Index Fund (SPFIX) has a higher volatility of 4.22% compared to Vanguard Tax-Managed Balanced Fund Admiral Shares (VTMFX) at 2.30%. This indicates that SPFIX's price experiences larger fluctuations and is considered to be riskier than VTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPFIX | VTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 2.30% | +1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 9.04% | 4.60% | +4.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.09% | 8.45% | +9.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.19% | 8.49% | +9.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 9.09% | +9.75% |