VFIJX vs. VTSAX
Compare and contrast key facts about Vanguard GNMA Fund Admiral Shares (VFIJX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VFIJX is managed by Vanguard. It was launched on Feb 12, 2001. 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: VFIJX or VTSAX.
Performance
VFIJX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VFIJX achieves a 0.86% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VFIJX has underperformed VTSAX with an annualized return of 0.91%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
VFIJX
0.86%
-1.94%
2.52%
6.83%
-0.45%
0.91%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VFIJX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.23 | 2.57 |
| Sortino Ratio | 1.78 | 3.44 |
| Omega Ratio | 1.22 | 1.47 |
| Calmar Ratio | 0.61 | 3.77 |
| Martin Ratio | 4.08 | 16.47 |
| Ulcer Index | 1.82% | 1.96% |
| Daily Std Dev | 6.05% | 12.55% |
| Max Drawdown | -15.95% | -55.34% |
| Current Drawdown | -6.25% | -2.42% |
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VFIJX vs. VTSAX - Expense Ratio Comparison
VFIJX has a 0.11% 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 VFIJX and VTSAX is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
VFIJX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard GNMA Fund Admiral Shares (VFIJX) 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
VFIJX vs. VTSAX - Dividend Comparison
VFIJX's dividend yield for the trailing twelve months is around 3.63%, more than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFIJX Vanguard GNMA Fund Admiral Shares | 3.63% | 3.34% | 2.46% | 0.85% | 1.98% | 2.86% | 3.00% | 2.75% | 2.41% | 2.44% | 2.68% | 2.39% |
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
VFIJX vs. VTSAX - Drawdown Comparison
The maximum VFIJX drawdown since its inception was -15.95%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VFIJX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VFIJX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard GNMA Fund Admiral Shares (VFIJX) is 1.57%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that VFIJX 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.