STG vs. VTSAX

Last updated Aug 1, 2026

STG (Sunlands Technology Group) is a stock, while VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) is Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, STG returned -12.77%/yr vs 11.61%/yr for VTSAX. Their 0.09 correlation means their historical movements had little consistent relationship.

Performance

STG vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sunlands Technology Group (STG) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STG achieves a -44.43% return, which is significantly lower than VTSAX's 9.87% return.

STG

• 1D: -3.09%
• 1M: -18.97%
• 6M: -33.42%
• YTD: -44.43%
• 1Y: -56.48%
• 3Y*: -12.96%
• 5Y*: -12.77%
• 10Y*: —
• ALL TIME*: -36.40%

VTSAX

• 1D: 1.63%
• 1M: -0.77%
• 6M: 8.16%
• YTD: 9.87%
• 1Y: 21.10%
• 3Y*: 18.58%
• 5Y*: 11.61%
• 10Y*: 14.47%
• ALL TIME*: 9.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
STG Sunlands Technology Group	$19.21K	$25.84K	$2.64M
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	$0.00	$0.00	$0.00

STG vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
STG Sunlands Technology Group	-44.43%	4.78%	-44.44%	39.51%	67.03%	-63.67%	-57.59%	-15.46%	-76.79%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	9.87%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	30.79%	-4.77%

Correlation

The correlation between STG and VTSAX is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.08
Correlation (3Y) Balances recent behavior with more history.	0.06
Correlation (5Y) Shows whether the relationship held over a longer period.	0.06
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018	0.09

Return for Risk

STG vs. VTSAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

STG

STG Risk / Return Rank: 20
STG Sharpe Ratio Rank: 25
STG Sortino Ratio Rank: 24
STG Omega Ratio Rank: 24
STG Calmar Ratio Rank: 10
STG Martin Ratio Rank: 14

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 58
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

STG vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sunlands Technology Group (STG) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	STG	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	-0.43	1.43	-1.85
Sortino ratio: Return per unit of downside risk	-0.37	2.00	-2.37
Omega ratio: Gain probability vs. loss probability	0.95	1.25	-0.30
Calmar ratio: Return relative to maximum drawdown	-0.85	2.10	-2.95
Martin ratio: Return relative to average drawdown	-1.23	9.09	-10.31

STG vs. VTSAX - Sharpe Ratio Comparison

The current STG Sharpe Ratio is -0.43, which is lower than the VTSAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of STG and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

STG vs. VTSAX - Drawdown Comparison

The maximum STG drawdown since its inception was -98.50%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for STG and VTSAX.

Drawdown Indicators

	STG	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-98.50%	-55.33%	-43.17%
Max Drawdown (1Y) Largest decline over 1 year	-75.96%	-8.92%	-67.04%
Max Drawdown (3Y) Largest decline over 3 years	-81.51%	-19.36%	-62.15%
Max Drawdown (5Y) Largest decline over 5 years	-82.68%	-25.36%	-57.32%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-97.72%	-1.88%	-95.84%
Average Drawdown Average peak-to-trough decline	-87.66%	-8.96%	-78.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.32%	2.06%	+50.26%

Volatility

STG vs. VTSAX - Volatility Comparison

Sunlands Technology Group (STG) has a higher volatility of 16.88% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. This indicates that STG'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.

Volatility by Period

	STG	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.88%	3.41%	+13.47%
Volatility (6M) Calculated over the trailing 6-month period	105.54%	10.27%	+95.27%
Volatility (1Y) Calculated over the trailing 1-year period	151.54%	13.13%	+138.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	111.50%	17.47%	+94.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	100.05%	18.41%	+81.64%

Dividends

STG vs. VTSAX - Dividend Comparison

STG has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.06%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STG Sunlands Technology Group	0.00%	0.00%	0.00%	0.00%	9.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.06%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both STG and VTSAX in my portfolio?

STG and VTSAX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STG or VTSAX?

STG has higher volatility (16.88%) compared to VTSAX (3.41%). In terms of maximum drawdown, STG dropped -98.50% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.43), 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.