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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SPXN or VTSAX.
Key characteristics
| SPXN | VTSAX | |
|---|---|---|
| YTD Return | 26.44% | 26.26% |
| 1Y Return | 38.36% | 40.42% |
| 3Y Return (Ann) | 10.57% | 8.66% |
| 5Y Return (Ann) | 16.55% | 15.35% |
| Sharpe Ratio | 2.86 | 3.08 |
| Sortino Ratio | 3.79 | 4.11 |
| Omega Ratio | 1.52 | 1.57 |
| Calmar Ratio | 4.03 | 4.19 |
| Martin Ratio | 17.75 | 20.10 |
| Ulcer Index | 2.09% | 1.95% |
| Daily Std Dev | 13.00% | 12.73% |
| Max Drawdown | -32.10% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between SPXN and VTSAX is 0.80, 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
SPXN vs. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SPXN having a 26.44% 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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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%.
Risk-Adjusted Performance
SPXN vs. VTSAX - Risk-Adjusted Performance 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.
Dividends
SPXN vs. VTSAX - Dividend Comparison
SPXN's dividend yield for the trailing twelve months is around 1.09%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SPXN ProShares S&P 500 Ex-Financials ETF | 1.09% | 1.19% | 1.35% | 0.94% | 1.09% | 1.41% | 1.76% | 1.54% | 2.60% | 0.52% | 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
SPXN vs. VTSAX - Drawdown Comparison
The maximum SPXN drawdown since its inception was -32.10%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SPXN and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SPXN vs. VTSAX - Volatility Comparison
ProShares S&P 500 Ex-Financials ETF (SPXN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.92% 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.