SPXN vs. VTSAX
Compare and contrast key facts about ProShares S&P 500 Ex-Financials ETF (SPXN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
SPXN is a passively managed fund by ProShares that tracks the performance of the S&P 500 Ex-Financials Index. It was launched on Sep 22, 2015. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
SPXN vs. VTSAX - Performance Comparison
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SPXN vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPXN ProShares S&P 500 Ex-Financials ETF | -3.95% | 18.74% | 24.35% | 28.57% | -18.87% | 27.04% | 22.15% | 31.50% | -3.85% | 20.84% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -6.75% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, SPXN achieves a -3.95% return, which is significantly higher than VTSAX's -6.75% return. Over the past 10 years, SPXN has outperformed VTSAX with an annualized return of 14.97%, while VTSAX has yielded a comparatively lower 13.27% annualized return.
SPXN
- 1D
- 2.93%
- 1M
- -5.17%
- YTD
- -3.95%
- 6M
- -1.11%
- 1Y
- 20.91%
- 3Y*
- 18.58%
- 5Y*
- 12.14%
- 10Y*
- 14.97%
VTSAX
- 1D
- -0.46%
- 1M
- -7.71%
- YTD
- -6.75%
- 6M
- -4.47%
- 1Y
- 14.76%
- 3Y*
- 16.69%
- 5Y*
- 10.11%
- 10Y*
- 13.27%
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SPXN vs. VTSAX - Expense Ratio Comparison
SPXN 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%.
Return for Risk
SPXN vs. VTSAX — Risk / Return Rank
SPXN
VTSAX
SPXN vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares S&P 500 Ex-Financials ETF (SPXN) 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.
| SPXN | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.84 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.29 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.05 | +0.71 |
Martin ratioReturn relative to average drawdown | 8.30 | 5.08 | +3.22 |
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
| SPXN | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.11 | 0.84 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.59 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.72 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.83 | 0.43 | +0.40 |
Correlation
The correlation between SPXN and VTSAX is 0.82, 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
SPXN vs. VTSAX - Dividend Comparison
SPXN's dividend yield for the trailing twelve months is around 1.03%, less than VTSAX's 1.20% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXN ProShares S&P 500 Ex-Financials ETF | 1.03% | 0.98% | 1.12% | 1.19% | 1.35% | 0.94% | 1.09% | 1.41% | 1.76% | 1.54% | 2.60% | 0.52% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.20% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
SPXN vs. VTSAX - Drawdown Comparison
The maximum SPXN drawdown since its inception was -32.10%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for SPXN and VTSAX.
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Drawdown Indicators
| SPXN | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.10% | -55.33% | +23.23% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -12.41% | +0.18% |
Max Drawdown (5Y)Largest decline over 5 years | -24.47% | -25.36% | +0.89% |
Max Drawdown (10Y)Largest decline over 10 years | -32.10% | -34.97% | +2.87% |
Current DrawdownCurrent decline from peak | -6.60% | -8.92% | +2.32% |
Average DrawdownAverage peak-to-trough decline | -4.05% | -9.06% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.58% | 2.56% | +0.02% |
Volatility
SPXN vs. VTSAX - Volatility Comparison
ProShares S&P 500 Ex-Financials ETF (SPXN) has a higher volatility of 5.79% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.39%. This indicates that SPXN'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.
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Volatility by Period
| SPXN | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.79% | 4.39% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 10.30% | 9.33% | +0.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.98% | 18.42% | +0.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 17.32% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.69% | 18.37% | -0.68% |