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USD=X vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. VTSAX - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

VTSAX

1D
0.50%
1M
3.12%
YTD
11.69%
6M
11.22%
1Y
29.33%
3Y*
22.35%
5Y*
12.79%
10Y*
15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
11.69%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

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Return for Risk

USD=X vs. VTSAX — Risk / Return Rank

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

USD=X

VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
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.

USD=X vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. VTSAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

USD=X vs. VTSAX - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for USD=X and VTSAX.


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Drawdown Indicators


USD=XVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-55.33%

+55.33%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-8.92%

+8.92%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-19.36%

+19.36%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-25.36%

+25.36%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-34.97%

+34.97%

Current Drawdown

Current decline from peak

0.00%

-0.25%

+0.25%

Average Drawdown

Average peak-to-trough decline

0.00%

-9.00%

+9.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

1.93%

-1.93%

Volatility

USD=X vs. VTSAX - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 3.00%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.00%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

9.21%

-9.21%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.21%

-12.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

17.36%

-17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.41%

-18.41%

Frequently Asked Questions


VTSAX has higher volatility (3.00%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs VTSAX's -55.33%.

Portfolio Optimizer

Find the right allocation for USD=X and VTSAX

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