VEGN vs. VTSAX

Last updated Jun 3, 2026

VEGN (US Vegan Climate ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - VEGN is a Large Cap Growth Equities fund tracking the US Vegan Climate Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, VEGN returned 17.14%/yr vs 12.88%/yr for VTSAX. Their correlation of 0.94 suggests significant overlap in exposure. VEGN charges 0.60%/yr vs 0.04%/yr for VTSAX.

Performance

VEGN vs. VTSAX - Performance Comparison

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

Returns By Period

In the year-to-date period, VEGN achieves a 32.90% return, which is significantly higher than VTSAX's 11.71% return.

VEGN

• 1D: 1.08%
• 1M: 19.56%
• YTD: 32.90%
• 6M: 34.35%
• 1Y: 52.58%
• 3Y*: 30.29%
• 5Y*: 17.14%
• 10Y*: —

VTSAX

• 1D: 0.25%
• 1M: 5.10%
• YTD: 11.71%
• 6M: 12.07%
• 1Y: 29.65%
• 3Y*: 22.24%
• 5Y*: 12.88%
• 10Y*: 15.09%

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

VEGN vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
VEGN US Vegan Climate ETF	32.90%	13.71%	25.42%	38.10%	-26.87%	26.01%	27.72%	9.10%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	11.71%	17.12%	23.23%	26.51%	-19.52%	25.72%	20.98%	8.87%

Correlation

The correlation between VEGN and VTSAX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (All Time) Calculated using the full available price history since Sep 11, 2019	0.94

The correlation between VEGN and VTSAX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.

VEGN vs. VTSAX - Sectors Allocation Comparison

Sectors	VEGN	VTSAX
Technology	56.2%	33.3%
Financial Services	15.8%	11.9%
Communication Services	10.7%	10.1%
Industrials	5.7%	9.5%
Healthcare	5.6%	9.1%
Real Estate	3.7%	2.4%
Consumer Cyclical	2.1%	9.8%
Basic Materials	0.1%	2.0%
Utilities	0.1%	2.7%
Consumer Defensive	0.0%	4.7%
Energy	-	3.8%

Return for Risk

VEGN vs. VTSAX — Risk / Return Rank

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

VEGN

VEGN Risk / Return Rank: 87
VEGN Sharpe Ratio Rank: 91
VEGN Sortino Ratio Rank: 90
VEGN Omega Ratio Rank: 87
VEGN Calmar Ratio Rank: 83
VEGN Martin Ratio Rank: 86

VTSAX

VTSAX Risk / Return Rank: 72
VTSAX Sharpe Ratio Rank: 73
VTSAX Sortino Ratio Rank: 65
VTSAX Omega Ratio Rank: 64
VTSAX Calmar Ratio Rank: 74
VTSAX Martin Ratio Rank: 83

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.

VEGN vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for US Vegan Climate ETF (VEGN) 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.

	VEGN	VTSAX	Difference
Sharpe ratio Return per unit of total volatility	3.25	2.49	+0.77
Sortino ratio Return per unit of downside risk	4.22	3.38	+0.84
Omega ratio Gain probability vs. loss probability	1.55	1.45	+0.10
Calmar ratio Return relative to maximum drawdown	4.46	3.38	+1.08
Martin ratio Return relative to average drawdown	18.23	15.63	+2.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VEGN vs. VTSAX - Sharpe Ratio Comparison

The current VEGN Sharpe Ratio is 3.25, which is higher than the VTSAX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of VEGN and VTSAX, 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

	VEGN	VTSAX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.25	2.49	+0.77
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.75	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.82	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.47	+0.40

Drawdowns

VEGN vs. VTSAX - Drawdown Comparison

The maximum VEGN drawdown since its inception was -34.14%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VEGN and VTSAX.

Drawdown Indicators

	VEGN	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-34.14%	-55.33%	+21.19%
Max Drawdown (1Y) Largest decline over 1 year	-11.85%	-8.92%	-2.93%
Max Drawdown (3Y) Largest decline over 3 years	-20.91%	-19.36%	-1.55%
Max Drawdown (5Y) Largest decline over 5 years	-33.40%	-25.36%	-8.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.59%	-9.01%	+1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	1.93%	+0.97%

Volatility

VEGN vs. VTSAX - Volatility Comparison

US Vegan Climate ETF (VEGN) has a higher volatility of 5.95% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.95%. This indicates that VEGN's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VEGN	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.95%	2.95%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	13.38%	9.20%	+4.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.24%	12.21%	+4.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.27%	17.36%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.77%	18.41%	+4.36%

VEGN vs. VTSAX - Expense Ratio Comparison

VEGN has a 0.60% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

Dividends

VEGN vs. VTSAX - Dividend Comparison

VEGN's dividend yield for the trailing twelve months is around 0.44%, less than VTSAX's 1.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VEGN US Vegan Climate ETF	0.44%	0.51%	0.51%	0.67%	0.81%	0.41%	0.71%	0.29%	0.00%	0.00%	0.00%	0.00%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.00%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VEGN and VTSAX in my portfolio?

VEGN and VTSAX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VEGN or VTSAX?

VEGN has higher volatility (5.95%) compared to VTSAX (2.95%). In terms of maximum drawdown, VEGN dropped -34.14% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VEGN currently has the higher Sharpe Ratio (3.25 vs 2.48), 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.