VFTAX vs. VITAX
Compare and contrast key facts about Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
VFTAX is managed by Vanguard. It was launched on Feb 7, 2019. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTAX or VITAX.
Performance
VFTAX vs. VITAX - Performance Comparison
Returns By Period
In the year-to-date period, VFTAX achieves a 26.09% return, which is significantly lower than VITAX's 28.62% return.
VFTAX
26.09%
2.00%
14.06%
32.70%
15.61%
N/A
VITAX
28.62%
2.12%
14.99%
35.48%
22.76%
20.73%
Key characteristics
| VFTAX | VITAX | |
|---|---|---|
| Sharpe Ratio | 2.49 | 1.70 |
| Sortino Ratio | 3.30 | 2.23 |
| Omega Ratio | 1.46 | 1.30 |
| Calmar Ratio | 3.57 | 2.37 |
| Martin Ratio | 15.43 | 8.50 |
| Ulcer Index | 2.16% | 4.25% |
| Daily Std Dev | 13.42% | 21.19% |
| Max Drawdown | -34.20% | -54.81% |
| Current Drawdown | -1.03% | -0.95% |
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VFTAX vs. VITAX - Expense Ratio Comparison
VFTAX has a 0.14% expense ratio, which is higher than VITAX's 0.10% 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 VFTAX and VITAX is 0.94, 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
VFTAX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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
VFTAX vs. VITAX - Dividend Comparison
VFTAX's dividend yield for the trailing twelve months is around 1.02%, more than VITAX's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.02% | 1.10% | 1.34% | 0.94% | 1.21% | 1.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
VFTAX vs. VITAX - Drawdown Comparison
The maximum VFTAX drawdown since its inception was -34.20%, smaller than the maximum VITAX drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for VFTAX and VITAX. For additional features, visit the drawdowns tool.
Volatility
VFTAX vs. VITAX - Volatility Comparison
The current volatility for Vanguard FTSE Social Index Fund Admiral Shares (VFTAX) is 4.36%, while Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a volatility of 6.45%. This indicates that VFTAX experiences smaller price fluctuations and is considered to be less risky than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.