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

Performance

VFFSX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard 500 Index Fund Institutional Select Shares (VFFSX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.88%
13.42%
VFFSX
VTI

Returns By Period

The year-to-date returns for both stocks are quite close, with VFFSX having a 26.25% return and VTI slightly lower at 25.64%.


VFFSX

YTD

26.25%

1M

1.79%

6M

13.67%

1Y

32.38%

5Y (annualized)

15.70%

10Y (annualized)

N/A

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VFFSXVTI
Sharpe Ratio2.692.68
Sortino Ratio3.583.57
Omega Ratio1.501.49
Calmar Ratio3.903.91
Martin Ratio17.5217.13
Ulcer Index1.88%1.96%
Daily Std Dev12.24%12.51%
Max Drawdown-52.30%-55.45%
Current Drawdown-0.81%-0.84%

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VFFSX vs. VTI - Expense Ratio Comparison

VFFSX has a 0.01% expense ratio, which is lower than VTI's 0.03% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


VTI
Vanguard Total Stock Market ETF
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%
Expense ratio chart for VFFSX: current value at 0.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.01%

Correlation

-0.50.00.51.01.0

The correlation between VFFSX and VTI is 0.99, 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

VFFSX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) 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 VFFSX, currently valued at 2.69, compared to the broader market-1.000.001.002.003.004.005.002.692.68
The chart of Sortino ratio for VFFSX, currently valued at 3.58, compared to the broader market0.005.0010.003.583.57
The chart of Omega ratio for VFFSX, currently valued at 1.50, compared to the broader market1.002.003.004.001.501.49
The chart of Calmar ratio for VFFSX, currently valued at 3.90, compared to the broader market0.005.0010.0015.0020.0025.003.903.91
The chart of Martin ratio for VFFSX, currently valued at 17.52, compared to the broader market0.0020.0040.0060.0080.00100.0017.5217.13
VFFSX
VTI

The current VFFSX Sharpe Ratio is 2.69, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VFFSX 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.69
2.68
VFFSX
VTI

Dividends

VFFSX vs. VTI - Dividend Comparison

VFFSX's dividend yield for the trailing twelve months is around 1.24%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
VFFSX
Vanguard 500 Index Fund Institutional Select Shares
1.24%1.46%1.70%1.26%1.56%1.90%2.09%1.81%1.08%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VFFSX vs. VTI - Drawdown Comparison

The maximum VFFSX drawdown since its inception was -52.30%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFFSX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.81%
-0.84%
VFFSX
VTI

Volatility

VFFSX vs. VTI - Volatility Comparison

The current volatility for Vanguard 500 Index Fund Institutional Select Shares (VFFSX) is 3.95%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.19%. This indicates that VFFSX 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.95%
4.19%
VFFSX
VTI