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VFINX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VFINX and VTSAX 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.


-0.50.00.51.0
Correlation: 1.0

Performance

VFINX vs. VTSAX - Performance Comparison

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

500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
516.58%
562.73%
VFINX
VTSAX

Key characteristics

Sharpe Ratio

VFINX:

0.33

VTSAX:

0.26

Sortino Ratio

VFINX:

0.52

VTSAX:

0.44

Omega Ratio

VFINX:

1.07

VTSAX:

1.06

Calmar Ratio

VFINX:

0.41

VTSAX:

0.32

Martin Ratio

VFINX:

1.57

VTSAX:

1.21

Ulcer Index

VFINX:

3.13%

VTSAX:

3.30%

Daily Std Dev

VFINX:

14.79%

VTSAX:

15.16%

Max Drawdown

VFINX:

-55.25%

VTSAX:

-55.34%

Current Drawdown

VFINX:

-12.03%

VTSAX:

-12.61%

Returns By Period

In the year-to-date period, VFINX achieves a -7.97% return, which is significantly higher than VTSAX's -8.57% return. Over the past 10 years, VFINX has outperformed VTSAX with an annualized return of 11.91%, while VTSAX has yielded a comparatively lower 11.23% annualized return.


VFINX

YTD

-7.97%

1M

-6.50%

6M

-4.76%

1Y

4.81%

5Y*

18.56%

10Y*

11.91%

VTSAX

YTD

-8.57%

1M

-6.76%

6M

-5.11%

1Y

3.83%

5Y*

18.23%

10Y*

11.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VFINX vs. VTSAX - Expense Ratio Comparison

VFINX has a 0.14% 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%.


VFINX
Vanguard 500 Index Fund Investor Shares
Expense ratio chart for VFINX: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFINX: 0.14%
Expense ratio chart for VTSAX: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTSAX: 0.04%

Risk-Adjusted Performance

VFINX vs. VTSAX — Risk-Adjusted Performance Rank

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

VFINX
The Risk-Adjusted Performance Rank of VFINX is 5656
Overall Rank
The Sharpe Ratio Rank of VFINX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of VFINX is 5252
Sortino Ratio Rank
The Omega Ratio Rank of VFINX is 5353
Omega Ratio Rank
The Calmar Ratio Rank of VFINX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of VFINX is 5858
Martin Ratio Rank

VTSAX
The Risk-Adjusted Performance Rank of VTSAX is 4444
Overall Rank
The Sharpe Ratio Rank of VTSAX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of VTSAX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of VTSAX is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VTSAX is 5151
Calmar Ratio Rank
The Martin Ratio Rank of VTSAX is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VFINX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard 500 Index Fund Investor Shares (VFINX) 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.


Sharpe ratio
The chart of Sharpe ratio for VFINX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.00
VFINX: 0.33
VTSAX: 0.26
The chart of Sortino ratio for VFINX, currently valued at 0.52, compared to the broader market-2.000.002.004.006.008.0010.00
VFINX: 0.52
VTSAX: 0.44
The chart of Omega ratio for VFINX, currently valued at 1.07, compared to the broader market1.002.003.00
VFINX: 1.07
VTSAX: 1.06
The chart of Calmar ratio for VFINX, currently valued at 0.41, compared to the broader market0.005.0010.0015.0020.00
VFINX: 0.41
VTSAX: 0.32
The chart of Martin ratio for VFINX, currently valued at 1.57, compared to the broader market0.0020.0040.0060.00
VFINX: 1.57
VTSAX: 1.21

The current VFINX Sharpe Ratio is 0.33, which is comparable to the VTSAX Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of VFINX and VTSAX, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.33
0.26
VFINX
VTSAX

Dividends

VFINX vs. VTSAX - Dividend Comparison

VFINX's dividend yield for the trailing twelve months is around 1.29%, less than VTSAX's 1.41% yield.


TTM20242023202220212020201920182017201620152014
VFINX
Vanguard 500 Index Fund Investor Shares
1.29%1.14%1.36%1.57%1.15%1.84%1.77%1.94%1.69%1.92%1.99%1.74%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.41%1.26%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%

Drawdowns

VFINX vs. VTSAX - Drawdown Comparison

The maximum VFINX drawdown since its inception was -55.25%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VFINX and VTSAX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-12.03%
-12.61%
VFINX
VTSAX

Volatility

VFINX vs. VTSAX - Volatility Comparison

Vanguard 500 Index Fund Investor Shares (VFINX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 7.38% and 7.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2025FebruaryMarchApril
7.38%
7.70%
VFINX
VTSAX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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