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USMIX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USMIX and VTI is 0.92, 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.


-0.50.00.51.00.9

Performance

USMIX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA Extended Market Index Fund (USMIX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-2.37%
10.22%
USMIX
VTI

Key characteristics

Sharpe Ratio

USMIX:

0.05

VTI:

2.10

Sortino Ratio

USMIX:

0.20

VTI:

2.80

Omega Ratio

USMIX:

1.03

VTI:

1.39

Calmar Ratio

USMIX:

0.03

VTI:

3.14

Martin Ratio

USMIX:

0.28

VTI:

13.44

Ulcer Index

USMIX:

4.06%

VTI:

2.00%

Daily Std Dev

USMIX:

21.16%

VTI:

12.79%

Max Drawdown

USMIX:

-61.52%

VTI:

-55.45%

Current Drawdown

USMIX:

-32.25%

VTI:

-3.03%

Returns By Period

In the year-to-date period, USMIX achieves a -1.06% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, USMIX has underperformed VTI with an annualized return of 2.30%, while VTI has yielded a comparatively higher 12.52% annualized return.


USMIX

YTD

-1.06%

1M

-15.91%

6M

-1.81%

1Y

-1.10%

5Y*

1.47%

10Y*

2.30%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

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


USMIX vs. VTI - Expense Ratio Comparison

USMIX has a 0.38% expense ratio, which is higher than VTI's 0.03% expense ratio.


USMIX
USAA Extended Market Index Fund
Expense ratio chart for USMIX: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

USMIX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA Extended Market Index Fund (USMIX) and Vanguard Total Stock Market ETF (VTI). 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.


Sharpe ratio
The chart of Sharpe ratio for USMIX, currently valued at 0.05, compared to the broader market-1.000.001.002.003.004.000.052.10
The chart of Sortino ratio for USMIX, currently valued at 0.20, compared to the broader market-2.000.002.004.006.008.0010.000.202.80
The chart of Omega ratio for USMIX, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.003.501.031.39
The chart of Calmar ratio for USMIX, currently valued at 0.03, compared to the broader market0.002.004.006.008.0010.0012.0014.000.033.14
The chart of Martin ratio for USMIX, currently valued at 0.28, compared to the broader market0.0020.0040.0060.000.2813.44
USMIX
VTI

The current USMIX Sharpe Ratio is 0.05, which is lower than the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of USMIX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.05
2.10
USMIX
VTI

Dividends

USMIX vs. VTI - Dividend Comparison

USMIX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 0.93%.


TTM20232022202120202019201820172016201520142013
USMIX
USAA Extended Market Index Fund
0.00%1.17%1.44%0.91%0.85%1.28%1.03%0.96%1.04%0.91%0.92%0.71%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

USMIX vs. VTI - Drawdown Comparison

The maximum USMIX drawdown since its inception was -61.52%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USMIX and VTI. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-32.25%
-3.03%
USMIX
VTI

Volatility

USMIX vs. VTI - Volatility Comparison

USAA Extended Market Index Fund (USMIX) has a higher volatility of 13.41% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that USMIX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.41%
4.00%
USMIX
VTI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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