PortfoliosLab logoPortfoliosLab logo
TSL vs. VTSMX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSL vs. VTSMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 1.25x Long Tsla Daily ETF (TSL) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSL vs. VTSMX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TSL
GraniteShares 1.25x Long Tsla Daily ETF
-22.25%3.49%64.12%113.79%-66.58%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
-6.76%16.63%22.76%26.38%-6.60%

Returns By Period

In the year-to-date period, TSL achieves a -22.25% return, which is significantly lower than VTSMX's -6.76% return.


TSL

1D
5.75%
1M
-9.90%
YTD
-22.25%
6M
-22.54%
1Y
43.96%
3Y*
15.08%
5Y*
10Y*

VTSMX

1D
-0.47%
1M
-7.71%
YTD
-6.76%
6M
-4.51%
1Y
14.67%
3Y*
16.35%
5Y*
9.87%
10Y*
13.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSL vs. VTSMX - Expense Ratio Comparison

TSL has a 1.15% expense ratio, which is higher than VTSMX's 0.14% expense ratio.


Return for Risk

TSL vs. VTSMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TSL
TSL Risk / Return Rank: 4343
Overall Rank
TSL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TSL Sortino Ratio Rank: 5252
Sortino Ratio Rank
TSL Omega Ratio Rank: 4343
Omega Ratio Rank
TSL Calmar Ratio Rank: 4949
Calmar Ratio Rank
TSL Martin Ratio Rank: 3333
Martin Ratio Rank

VTSMX
VTSMX Risk / Return Rank: 4545
Overall Rank
VTSMX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTSMX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VTSMX Omega Ratio Rank: 4848
Omega Ratio Rank
VTSMX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VTSMX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TSL vs. VTSMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 1.25x Long Tsla Daily ETF (TSL) and Vanguard Total Stock Market Index Fund Investor Shares (VTSMX). 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.


TSLVTSMXDifference

Sharpe ratio

Return per unit of total volatility

0.64

0.83

-0.19

Sortino ratio

Return per unit of downside risk

1.35

1.29

+0.06

Omega ratio

Gain probability vs. loss probability

1.16

1.19

-0.03

Calmar ratio

Return relative to maximum drawdown

1.20

1.04

+0.17

Martin ratio

Return relative to average drawdown

2.84

5.04

-2.20

TSL vs. VTSMX - Sharpe Ratio Comparison

The current TSL Sharpe Ratio is 0.64, which is comparable to the VTSMX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TSL and VTSMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TSLVTSMXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

0.83

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.56

-0.58

Correlation

The correlation between TSL and VTSMX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TSL vs. VTSMX - Dividend Comparison

TSL has not paid dividends to shareholders, while VTSMX's dividend yield for the trailing twelve months is around 1.12%.


TTM20252024202320222021202020192018201720162015
TSL
GraniteShares 1.25x Long Tsla Daily ETF
0.00%0.00%0.00%60.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.12%0.75%0.89%1.33%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%

Drawdowns

TSL vs. VTSMX - Drawdown Comparison

The maximum TSL drawdown since its inception was -74.52%, which is greater than VTSMX's maximum drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for TSL and VTSMX.


Loading graphics...

Drawdown Indicators


TSLVTSMXDifference

Max Drawdown

Largest peak-to-trough decline

-74.52%

-55.38%

-19.14%

Max Drawdown (1Y)

Largest decline over 1 year

-34.05%

-12.41%

-21.64%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-34.98%

Current Drawdown

Current decline from peak

-35.55%

-8.93%

-26.62%

Average Drawdown

Average peak-to-trough decline

-39.12%

-8.94%

-30.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

2.56%

+11.88%

Volatility

TSL vs. VTSMX - Volatility Comparison

GraniteShares 1.25x Long Tsla Daily ETF (TSL) has a higher volatility of 13.89% compared to Vanguard Total Stock Market Index Fund Investor Shares (VTSMX) at 4.39%. This indicates that TSL's price experiences larger fluctuations and is considered to be riskier than VTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


TSLVTSMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.89%

4.39%

+9.50%

Volatility (6M)

Calculated over the trailing 6-month period

37.08%

9.33%

+27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

69.24%

18.42%

+50.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.04%

17.33%

+56.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

74.04%

18.37%

+55.67%