VCSAX vs. VTI

Last updated Jun 4, 2026

VCSAX (Vanguard Consumer Staples Index Fund Admiral Shares) and VTI (Vanguard Total Stock Market ETF) are both funds - VCSAX is a Consumer Staples Equities fund managed by Vanguard, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, VCSAX returned 7.62%/yr vs 15.05%/yr for VTI. A 0.68 correlation means they provide meaningful diversification when combined. VCSAX charges 0.10%/yr vs 0.03%/yr for VTI.

Performance

VCSAX vs. VTI - Performance Comparison

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

Returns By Period

In the year-to-date period, VCSAX achieves a 5.19% return, which is significantly lower than VTI's 11.20% return. Over the past 10 years, VCSAX has underperformed VTI with an annualized return of 7.62%, while VTI has yielded a comparatively higher 15.05% annualized return.

VCSAX

• 1D: -0.22%
• 1M: -3.85%
• YTD: 5.19%
• 6M: 3.70%
• 1Y: 0.64%
• 3Y*: 7.23%
• 5Y*: 6.17%
• 10Y*: 7.62%

VTI

• 1D: -0.72%
• 1M: 4.99%
• YTD: 11.20%
• 6M: 11.09%
• 1Y: 28.18%
• 3Y*: 22.07%
• 5Y*: 12.69%
• 10Y*: 15.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VCSAX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares	5.19%	2.11%	13.29%	2.38%	-1.75%	18.56%	10.90%	26.08%	-7.72%	11.79%
VTI Vanguard Total Stock Market ETF	11.20%	17.10%	23.81%	26.05%	-19.52%	25.68%	21.08%	30.67%	-5.23%	21.21%

Correlation

The correlation between VCSAX and VTI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.68

Over the past year, the correlation between VCSAX and VTI has dropped to 0.09 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.

VCSAX vs. VTI - Sectors Allocation Comparison

Sectors	VCSAX	VTI
Consumer Defensive	97.5%	4.7%
Consumer Cyclical	1.8%	10.0%
Industrials	0.3%	9.8%
Basic Materials	0.3%	2.0%
Healthcare	0.0%	9.2%
Communication Services	-	10.3%
Energy	-	3.7%
Financial Services	-	12.0%
Real Estate	-	2.4%
Technology	-	33.5%
Utilities	-	2.3%

Return for Risk

VCSAX vs. VTI — Risk / Return Rank

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

VCSAX

VCSAX Risk / Return Rank: 3
VCSAX Sharpe Ratio Rank: 3
VCSAX Sortino Ratio Rank: 3
VCSAX Omega Ratio Rank: 3
VCSAX Calmar Ratio Rank: 3
VCSAX Martin Ratio Rank: 3

VTI

VTI Risk / Return Rank: 68
VTI Sharpe Ratio Rank: 69
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 67
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 75

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.

VCSAX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) 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.

	VCSAX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	0.04	2.33	-2.29
Sortino ratio: Return per unit of downside risk	0.15	3.18	-3.04
Omega ratio: Gain probability vs. loss probability	1.02	1.42	-0.40
Calmar ratio: Return relative to maximum drawdown	0.05	3.17	-3.12
Martin ratio: Return relative to average drawdown	0.11	14.62	-14.51
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCSAX vs. VTI - Sharpe Ratio Comparison

The current VCSAX Sharpe Ratio is 0.04, which is lower than the VTI Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of VCSAX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VCSAX	VTI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	2.33	-2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	0.73	-0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.82	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.51	+0.14

Drawdowns

VCSAX vs. VTI - Drawdown Comparison

The maximum VCSAX drawdown since its inception was -34.34%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VCSAX and VTI.

Drawdown Indicators

	VCSAX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-34.34%	-55.45%	+21.11%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-8.92%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	-19.30%	+7.54%
Max Drawdown (5Y) Largest decline over 5 years	-16.56%	-25.36%	+8.80%
Max Drawdown (10Y) Largest decline over 10 years	-25.08%	-35.00%	+9.92%
Current Drawdown Current decline from peak	-9.06%	-0.72%	-8.34%
Average Drawdown Average peak-to-trough decline	-3.74%	-8.03%	+4.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.49%	1.93%	+2.56%

Volatility

VCSAX vs. VTI - Volatility Comparison

Vanguard Consumer Staples Index Fund Admiral Shares (VCSAX) has a higher volatility of 4.05% compared to Vanguard Total Stock Market ETF (VTI) at 2.96%. This indicates that VCSAX'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.

Volatility by Period

	VCSAX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	2.96%	+1.09%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	9.13%	+0.62%
Volatility (1Y) Calculated over the trailing 1-year period	12.36%	12.17%	+0.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.16%	17.40%	-4.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.65%	18.30%	-3.65%

VCSAX vs. VTI - Expense Ratio Comparison

VCSAX has a 0.10% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VCSAX vs. VTI - Dividend Comparison

VCSAX's dividend yield for the trailing twelve months is around 2.18%, more than VTI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares	2.18%	2.26%	2.33%	2.65%	2.37%	2.99%	2.50%	2.44%	2.78%	2.52%	2.40%	2.56%
VTI Vanguard Total Stock Market ETF	1.01%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VCSAX and VTI in my portfolio?

VCSAX and VTI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCSAX or VTI?

VCSAX has higher volatility (4.05%) compared to VTI (2.96%). In terms of maximum drawdown, VCSAX dropped -34.34% vs VTI's -55.45%.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (2.33 vs 0.04), 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.