SRFMX vs. VSTSX
SRFMX (Sarofim Equity Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, SRFMX returned 8.27%/yr vs 13.07%/yr for VSTSX. Their correlation of 0.94 suggests significant overlap in exposure. SRFMX charges 0.70%/yr vs 0.01%/yr for VSTSX.
Performance
SRFMX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SRFMX achieves a 3.77% return, which is significantly lower than VSTSX's 11.99% return.
SRFMX
- 1D
- -0.57%
- 1M
- 2.16%
- YTD
- 3.77%
- 6M
- 3.92%
- 1Y
- 12.01%
- 3Y*
- 13.04%
- 5Y*
- 8.27%
- 10Y*
- 12.92%
VSTSX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.99%
- 6M
- 11.89%
- 1Y
- 29.14%
- 3Y*
- 22.38%
- 5Y*
- 13.07%
- 10Y*
- —
SRFMX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 3.77% | 11.35% | 13.67% | 21.41% | -19.20% | 27.72% | 24.38% | 35.64% | -6.98% | 25.15% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 11.99% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between SRFMX and VSTSX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2017 | 0.94 |
The correlation between SRFMX and VSTSX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
SRFMX vs. VSTSX — Risk / Return Rank
SRFMX
VSTSX
SRFMX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sarofim Equity Fund (SRFMX) 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.
| SRFMX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 3.38 | -2.36 |
| Martin ratioReturn relative to average drawdown | 3.93 | 15.60 | -11.66 |
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
| SRFMX | VSTSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 2.47 | -1.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.46 | 0.76 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.80 | -0.23 |
Drawdowns
SRFMX vs. VSTSX - Drawdown Comparison
The maximum SRFMX drawdown since its inception was -32.46%, smaller than the maximum VSTSX drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SRFMX and VSTSX.
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Drawdown Indicators
| SRFMX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -34.97% | +2.51% |
Max Drawdown (1Y)Largest decline over 1 year | -12.05% | -8.92% | -3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -16.95% | -19.36% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -27.63% | -25.35% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | 0.00% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -5.89% | -4.89% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.93% | +1.19% |
Volatility
SRFMX vs. VSTSX - Volatility Comparison
The current volatility for Sarofim Equity Fund (SRFMX) is 2.68%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 2.95%. This indicates that SRFMX 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
| SRFMX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 2.95% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.26% | 9.19% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.89% | 12.19% | -0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.96% | 17.36% | +0.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.61% | 18.76% | -0.15% |
SRFMX vs. VSTSX - Expense Ratio Comparison
SRFMX has a 0.70% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
SRFMX vs. VSTSX - Dividend Comparison
SRFMX's dividend yield for the trailing twelve months is around 30.87%, more than VSTSX's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
SRFMX Sarofim Equity Fund | 30.87% | 31.88% | 18.62% | 11.14% | 8.76% | 8.36% | 7.36% | 5.03% | 7.42% | 5.41% | 1.68% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.02% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% |
Frequently Asked Questions
With a correlation of 0.92, SRFMX and VSTSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VSTSX has higher volatility (2.95%) compared to SRFMX (2.68%). In terms of maximum drawdown, SRFMX dropped -32.46% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (2.47 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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