VDADX vs. VTSAX
Compare and contrast key facts about Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VDADX is managed by Vanguard. It was launched on Dec 19, 2013. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VDADX or VTSAX.
Performance
VDADX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VDADX achieves a 18.16% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VDADX has underperformed VTSAX with an annualized return of 11.65%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
VDADX
18.16%
-1.21%
8.91%
24.93%
12.39%
11.65%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VDADX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.57 | 2.57 |
| Sortino Ratio | 3.68 | 3.44 |
| Omega Ratio | 1.47 | 1.47 |
| Calmar Ratio | 4.98 | 3.77 |
| Martin Ratio | 16.38 | 16.47 |
| Ulcer Index | 1.52% | 1.96% |
| Daily Std Dev | 9.70% | 12.55% |
| Max Drawdown | -31.70% | -55.34% |
| Current Drawdown | -2.14% | -2.42% |
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VDADX vs. VTSAX - Expense Ratio Comparison
VDADX has a 0.08% expense ratio, which is higher than VTSAX's 0.04% 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%.
Correlation
The correlation between VDADX and VTSAX 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.
Risk-Adjusted Performance
VDADX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) 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.
Dividends
VDADX vs. VTSAX - Dividend Comparison
VDADX's dividend yield for the trailing twelve months is around 1.70%, more than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDADX Vanguard Dividend Appreciation Index Fund Admiral Shares | 1.70% | 1.86% | 1.94% | 1.53% | 1.61% | 1.69% | 2.07% | 1.88% | 2.14% | 2.34% | 1.95% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VDADX vs. VTSAX - Drawdown Comparison
The maximum VDADX drawdown since its inception was -31.70%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VDADX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VDADX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Dividend Appreciation Index Fund Admiral Shares (VDADX) is 3.51%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that VDADX 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.