SPXE vs. VTSAX
Compare and contrast key facts about ProShares S&P 500 Ex-Energy ETF (SPXE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
SPXE is a passively managed fund by ProShares that tracks the performance of the S&P 500 Ex-Energy Index. It was launched on Sep 22, 2015. 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: SPXE or VTSAX.
Key characteristics
| SPXE | VTSAX | |
|---|---|---|
| YTD Return | 27.59% | 26.26% |
| 1Y Return | 40.76% | 40.42% |
| 3Y Return (Ann) | 9.78% | 8.66% |
| 5Y Return (Ann) | 15.90% | 15.35% |
| Sharpe Ratio | 3.16 | 3.08 |
| Sortino Ratio | 4.21 | 4.11 |
| Omega Ratio | 1.59 | 1.57 |
| Calmar Ratio | 4.54 | 4.19 |
| Martin Ratio | 20.46 | 20.10 |
| Ulcer Index | 1.93% | 1.95% |
| Daily Std Dev | 12.53% | 12.73% |
| Max Drawdown | -32.27% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPXE and VTSAX is 0.84, 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.
Performance
SPXE vs. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPXE having a 27.59% return and VTSAX slightly lower at 26.26%. 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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SPXE vs. VTSAX - Expense Ratio Comparison
SPXE has a 0.27% expense ratio, which is higher than VTSAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
SPXE vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Energy ETF (SPXE) 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
SPXE vs. VTSAX - Dividend Comparison
SPXE's dividend yield for the trailing twelve months is around 1.10%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXE ProShares S&P 500 Ex-Energy ETF | 1.10% | 1.29% | 1.49% | 0.94% | 1.16% | 1.38% | 1.61% | 1.65% | 1.53% | 0.51% | 0.00% | 0.00% |
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
SPXE vs. VTSAX - Drawdown Comparison
The maximum SPXE drawdown since its inception was -32.27%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SPXE and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SPXE vs. VTSAX - Volatility Comparison
ProShares S&P 500 Ex-Energy ETF (SPXE) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.95% and 4.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.