VFTNX vs. VTI
Compare and contrast key facts about Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Total Stock Market ETF (VTI).
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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both VFTNX and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VFTNX or VTI.
Key characteristics
| VFTNX | VTI | |
|---|---|---|
| YTD Return | 27.16% | 26.15% |
| 1Y Return | 35.93% | 35.28% |
| 3Y Return (Ann) | 8.81% | 8.67% |
| 5Y Return (Ann) | 15.78% | 15.15% |
| 10Y Return (Ann) | 13.91% | 12.89% |
| Sharpe Ratio | 2.88 | 3.04 |
| Sortino Ratio | 3.79 | 4.05 |
| Omega Ratio | 1.53 | 1.57 |
| Calmar Ratio | 4.15 | 4.47 |
| Martin Ratio | 18.02 | 19.73 |
| Ulcer Index | 2.15% | 1.94% |
| Daily Std Dev | 13.44% | 12.58% |
| Max Drawdown | -61.92% | -55.45% |
| Current Drawdown | -0.19% | -0.44% |
Correlation
The correlation between VFTNX and VTI is 0.97, 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. VTI - Performance Comparison
The year-to-date returns for both stocks are quite close, with VFTNX having a 27.16% return and VTI slightly lower at 26.15%. Over the past 10 years, VFTNX has outperformed VTI with an annualized return of 13.91%, while VTI has yielded a comparatively lower 12.89% annualized return. 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. VTI - Expense Ratio Comparison
VFTNX has a 0.12% expense ratio, which is higher than VTI's 0.03% 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. VTI - 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 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.
Dividends
VFTNX vs. VTI - Dividend Comparison
VFTNX's dividend yield for the trailing twelve months is around 1.03%, less than VTI's 1.26% 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% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VFTNX vs. VTI - Drawdown Comparison
The maximum VFTNX drawdown since its inception was -61.92%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VFTNX and VTI. For additional features, visit the drawdowns tool.
Volatility
VFTNX vs. VTI - Volatility Comparison
Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.12% and 3.97%, 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.