VAGVX vs. VTI
Compare and contrast key facts about Vanguard Advice Select Global Value Fund (VAGVX) and Vanguard Total Stock Market ETF (VTI).
VAGVX is managed by Vanguard. It was launched on Nov 9, 2021. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VAGVX or VTI.
Key characteristics
| VAGVX | VTI | |
|---|---|---|
| YTD Return | 12.68% | 26.35% |
| 1Y Return | 25.66% | 40.48% |
| 3Y Return (Ann) | 6.72% | 8.68% |
| Sharpe Ratio | 2.19 | 3.10 |
| Sortino Ratio | 3.09 | 4.13 |
| Omega Ratio | 1.39 | 1.58 |
| Calmar Ratio | 3.13 | 4.21 |
| Martin Ratio | 13.22 | 20.25 |
| Ulcer Index | 1.90% | 1.94% |
| Daily Std Dev | 11.47% | 12.68% |
| Max Drawdown | -20.54% | -55.45% |
| Current Drawdown | -0.69% | 0.00% |
Correlation
The correlation between VAGVX and VTI is 0.89, 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
VAGVX vs. VTI - Performance Comparison
In the year-to-date period, VAGVX achieves a 12.68% return, which is significantly lower than VTI's 26.35% 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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VAGVX vs. VTI - Expense Ratio Comparison
VAGVX has a 0.40% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
VAGVX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Advice Select Global Value Fund (VAGVX) 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.
Dividends
VAGVX vs. VTI - Dividend Comparison
VAGVX's dividend yield for the trailing twelve months is around 1.25%, which matches VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VAGVX Vanguard Advice Select Global Value Fund | 1.25% | 1.41% | 0.60% | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VAGVX vs. VTI - Drawdown Comparison
The maximum VAGVX drawdown since its inception was -20.54%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VAGVX and VTI. For additional features, visit the drawdowns tool.
Volatility
VAGVX vs. VTI - Volatility Comparison
The current volatility for Vanguard Advice Select Global Value Fund (VAGVX) is 3.18%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that VAGVX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.