SVSPX vs. VTSAX
Compare and contrast key facts about State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
SVSPX is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Dec 30, 1992. 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: SVSPX or VTSAX.
Key characteristics
| SVSPX | VTSAX | |
|---|---|---|
| YTD Return | 26.78% | 26.07% |
| 1Y Return | 21.55% | 35.18% |
| 3Y Return (Ann) | -0.02% | 8.65% |
| 5Y Return (Ann) | 6.49% | 15.13% |
| 10Y Return (Ann) | 6.14% | 12.87% |
| Sharpe Ratio | 1.53 | 3.03 |
| Sortino Ratio | 1.83 | 4.04 |
| Omega Ratio | 1.34 | 1.56 |
| Calmar Ratio | 1.04 | 4.46 |
| Martin Ratio | 6.48 | 19.58 |
| Ulcer Index | 3.69% | 1.95% |
| Daily Std Dev | 15.57% | 12.63% |
| Max Drawdown | -86.30% | -55.34% |
| Current Drawdown | -0.79% | -0.45% |
Correlation
The correlation between SVSPX and VTSAX is 0.99, 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
SVSPX vs. VTSAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with SVSPX having a 26.78% return and VTSAX slightly lower at 26.07%. Over the past 10 years, SVSPX has underperformed VTSAX with an annualized return of 6.14%, while VTSAX has yielded a comparatively higher 12.87% annualized return. 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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SVSPX vs. VTSAX - Expense Ratio Comparison
SVSPX has a 0.16% 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
SVSPX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street S&P 500 Index Fund Class N (SVSPX) 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
SVSPX vs. VTSAX - Dividend Comparison
SVSPX's dividend yield for the trailing twelve months is around 1.16%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVSPX State Street S&P 500 Index Fund Class N | 1.16% | 1.52% | 1.69% | 1.66% | 5.53% | 1.74% | 2.65% | 1.78% | 1.42% | 1.96% | 1.76% | 3.00% |
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
SVSPX vs. VTSAX - Drawdown Comparison
The maximum SVSPX drawdown since its inception was -86.30%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for SVSPX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
SVSPX vs. VTSAX - Volatility Comparison
State Street S&P 500 Index Fund Class N (SVSPX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.76% and 3.94%, 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.