VFTNX vs. VFIAX
Compare and contrast key facts about Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard 500 Index Fund Admiral Shares (VFIAX).
VFTNX is a passively managed fund by Vanguard that tracks the performance of the FTSE4Good US Select Index. It was launched on Jan 14, 2003. VFIAX 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: VFTNX or VFIAX.
Key characteristics
| VFTNX | VFIAX | |
|---|---|---|
| YTD Return | 27.19% | 26.88% |
| 1Y Return | 38.74% | 37.53% |
| 3Y Return (Ann) | 8.84% | 10.20% |
| 5Y Return (Ann) | 15.99% | 15.91% |
| 10Y Return (Ann) | 13.92% | 13.39% |
| Sharpe Ratio | 2.87 | 3.05 |
| Sortino Ratio | 3.78 | 4.05 |
| Omega Ratio | 1.53 | 1.57 |
| Calmar Ratio | 4.13 | 4.43 |
| Martin Ratio | 17.95 | 20.05 |
| Ulcer Index | 2.15% | 1.87% |
| Daily Std Dev | 13.44% | 12.28% |
| Max Drawdown | -61.92% | -55.20% |
| Current Drawdown | -0.17% | -0.28% |
Correlation
The correlation between VFTNX and VFIAX is 0.98, 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.
Performance
VFTNX vs. VFIAX - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFTNX having a 27.19% return and VFIAX slightly lower at 26.88%. Both investments have delivered pretty close results over the past 10 years, with VFTNX having a 13.92% annualized return and VFIAX not far behind at 13.39%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VFTNX vs. VFIAX - Expense Ratio Comparison
VFTNX has a 0.12% expense ratio, which is higher than VFIAX'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%.
Risk-Adjusted Performance
VFTNX vs. VFIAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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
VFTNX vs. VFIAX - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 1.03%, less than VFIAX's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 1.03% | 1.12% | 1.37% | 0.95% | 1.22% | 1.46% | 1.82% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.22% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VFTNX vs. VFIAX - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -61.92%, which is greater than VFIAX's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for VFTNX and VFIAX. For additional features, visit the drawdowns tool.
Volatility
VFTNX vs. VFIAX - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a higher volatility of 4.22% compared to Vanguard 500 Index Fund Admiral Shares (VFIAX) at 3.85%. This indicates that VFTNX's price experiences larger fluctuations and is considered to be riskier than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.