SWZ vs. VSTSX
SWZ (Total Return Securities Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, SWZ returned 11.63%/yr vs 11.64%/yr for VSTSX. Their 0.46 correlation means their historical movements had little consistent relationship. SWZ charges 1.06%/yr vs 0.01%/yr for VSTSX.
Performance
SWZ vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, SWZ achieves a -5.14% return, which is significantly lower than VSTSX's 9.88% return.
SWZ
- 1D
- 0.17%
- 1M
- -0.34%
- 6M
- -0.34%
- YTD
- -5.14%
- 1Y
- -1.67%
- 3Y*
- 19.90%
- 5Y*
- 11.63%
- 10Y*
- 11.67%
- ALL TIME*
- 6.33%
VSTSX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.17%
- YTD
- 9.88%
- 1Y
- 21.14%
- 3Y*
- 18.61%
- 5Y*
- 11.64%
- 10Y*
- —
- ALL TIME*
- 14.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $177.26K | $207.26K | $377.27K | |
| $0.00 | $0.00 | $0.00 |
SWZ vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | -5.14% | 86.85% | -2.46% | 15.50% | -17.69% | 18.20% | 14.19% | 24.00% | -13.18% | 26.28% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 9.88% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between SWZ and VSTSX is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.46 |
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Return for Risk
SWZ vs. VSTSX — Risk / Return Rank
SWZ
VSTSX
SWZ vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Total Return Securities Fund (SWZ) 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.
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.
| SWZ | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.85 | ||
| Sortino ratioReturn per unit of downside risk | -2.50 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.26 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.59 | 2.11 | -2.70 |
| Martin ratioReturn relative to average drawdown | -1.05 | 9.10 | -10.15 |
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Drawdowns
SWZ vs. VSTSX - Drawdown Comparison
The maximum SWZ drawdown since its inception was -69.62%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for SWZ and VSTSX.
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Drawdown Indicators
| SWZ | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.62% | -34.97% | -34.65% |
Max Drawdown (1Y)Largest decline over 1 year | -7.13% | -8.92% | +1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.47% | -19.36% | +3.89% |
Max Drawdown (5Y)Largest decline over 5 years | -30.36% | -25.35% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -31.21% | — | — |
Current DrawdownCurrent decline from peak | -8.10% | -1.88% | -6.22% |
Average DrawdownAverage peak-to-trough decline | -21.91% | -4.84% | -17.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.03% | 2.06% | +1.97% |
Volatility
SWZ vs. VSTSX - Volatility Comparison
The current volatility for Total Return Securities Fund (SWZ) is 1.78%, while Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) has a volatility of 3.41%. This indicates that SWZ 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
| SWZ | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 3.41% | -1.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.56% | 10.27% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.22% | 13.13% | -2.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.21% | 17.47% | +9.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.70% | 18.70% | +4.00% |
SWZ vs. VSTSX - Expense Ratio Comparison
SWZ has a 1.06% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
SWZ vs. VSTSX - Dividend Comparison
SWZ has not paid dividends to shareholders, while VSTSX's dividend yield for the trailing twelve months is around 1.08%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SWZ Total Return Securities Fund | 0.00% | 98.81% | 7.11% | 6.07% | 8.23% | 5.83% | 6.25% | 1.67% | 74.09% | 1.02% | 5.00% | 6.72% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.08% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 0.00% | 0.00% |
Frequently Asked Questions
SWZ and VSTSX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSTSX has higher volatility (3.41%) compared to SWZ (1.78%). In terms of maximum drawdown, SWZ dropped -69.62% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (1.43 vs -0.41), 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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