PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
VGSNX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VGSNX vs. VTSAX

Last updated Jun 4, 2026

VGSNX (Vanguard Real Estate Index Fund Institutional Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VGSNX is a REIT fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VGSNX returned 5.22%/yr vs 15.12%/yr for VTSAX. A 0.67 correlation means they provide meaningful diversification when combined. VGSNX charges 0.10%/yr vs 0.04%/yr for VTSAX.

Performance

VGSNX vs. VTSAX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VGSNX achieves a 7.95% return, which is significantly lower than VTSAX's 11.98% return. Over the past 10 years, VGSNX has underperformed VTSAX with an annualized return of 5.22%, while VTSAX has yielded a comparatively higher 15.12% annualized return.

VGSNX

1D
0.44%
1M
-0.96%
YTD
7.95%
6M
6.90%
1Y
10.16%
3Y*
9.20%
5Y*
2.22%
10Y*
5.22%

VTSAX

1D
0.24%
1M
5.76%
YTD
11.98%
6M
11.87%
1Y
29.09%
3Y*
22.34%
5Y*
13.04%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGSNX vs. VTSAX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VGSNX
Vanguard Real Estate Index Fund Institutional Shares		7.95%3.21%3.72%13.12%-26.19%40.46%-4.76%28.98%-5.97%4.90%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		11.98%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VGSNX and VTSAX is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.52

Correlation (5Y)
Calculated over the trailing 5-year period

0.63

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2003

0.67

Over the past year, the correlation between VGSNX and VTSAX has dropped to 0.38 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

VGSNX vs. VTSAX - Sectors Allocation Comparison

Sectors
VGSNX
VTSAX

Real Estate

97.3%
2.4%

Basic Materials

1.1%
2.0%

Communication Services

0.6%
10.1%

Technology

0.3%
33.3%

Energy

0.1%
3.8%

Financial Services

0.1%
11.9%

Industrials

0.0%
9.5%

Consumer Cyclical

-

9.8%

Consumer Defensive

-

4.7%

Healthcare

-

9.1%

Utilities

-

2.7%

Real Estate

VGSNX
97.3%
VTSAX
2.4%

Basic Materials

VGSNX
1.1%
VTSAX
2.0%

Communication Services

VGSNX
0.6%
VTSAX
10.1%

Technology

VGSNX
0.3%
VTSAX
33.3%

Energy

VGSNX
0.1%
VTSAX
3.8%

Financial Services

VGSNX
0.1%
VTSAX
11.9%

Industrials

VGSNX
0.0%
VTSAX
9.5%

Consumer Cyclical

VGSNX

-

VTSAX
9.8%

Consumer Defensive

VGSNX

-

VTSAX
4.7%

Healthcare

VGSNX

-

VTSAX
9.1%

Utilities

VGSNX

-

VTSAX
2.7%

Compare stocks, funds, or ETFs

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

Vanguard Real Estate Index Fund Institutional Shares

Vanguard Total Stock Market Index Fund Admiral Shares

Often compared with VGSNX:
VGSNX vs. VNQVGSNX vs. VGSLXVGSNX vs. VOOVGSNX vs. VFIAXVGSNX vs. VTIFXVGSNX vs. FPROVGSNX vs. CSRIX
Often compared with VTSAX:
VTSAX vs. VOOVTSAX vs. VTIAXVTSAX vs. SWTSXVTSAX vs. FSKAXVTSAX vs. VTIVTSAX vs. SPYVTSAX vs. VTWAX

Return for Risk

VGSNX vs. VTSAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VGSNX
VGSNX Risk / Return Rank: 1010
Overall Rank
VGSNX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGSNX Sortino Ratio Rank: 99
Sortino Ratio Rank
VGSNX Omega Ratio Rank: 99
Omega Ratio Rank
VGSNX Calmar Ratio Rank: 1212
Calmar Ratio Rank
VGSNX Martin Ratio Rank: 1313
Martin Ratio Rank
VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VGSNX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate Index Fund Institutional Shares (VGSNX) 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.

VGSNXVTSAXDifference
Sharpe ratioReturn per unit of total volatility
0.75
2.47

-1.72

Sortino ratioReturn per unit of downside risk
1.11
3.36

-2.26

Omega ratioGain probability vs. loss probability

1.14

1.44

-0.31

Calmar ratioReturn relative to maximum drawdown

1.19

3.37

-2.18

Martin ratioReturn relative to average drawdown

3.75

15.56

-11.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VGSNX vs. VTSAX - Sharpe Ratio Comparison

The current VGSNX Sharpe Ratio is 0.75, which is lower than the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VGSNX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Sharpe Ratios by Period

VGSNXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.75

2.47

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

0.76

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

0.82

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.47

-0.20

Drawdowns

VGSNX vs. VTSAX - Drawdown Comparison

The maximum VGSNX drawdown since its inception was -73.06%, which is greater than VTSAX's maximum drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VGSNX and VTSAX.

Loading charts...

Drawdown Indicators

VGSNXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.06%

-55.33%

-17.73%

Max Drawdown (1Y)

Largest decline over 1 year

-8.34%

-8.92%

+0.58%

Max Drawdown (3Y)

Largest decline over 3 years

-17.41%

-19.36%

+1.95%

Max Drawdown (5Y)

Largest decline over 5 years

-34.39%

-25.36%

-9.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.30%

-34.97%

-7.33%

Current Drawdown

Current decline from peak

-3.52%

0.00%

-3.52%

Average Drawdown

Average peak-to-trough decline

-13.29%

-9.01%

-4.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.64%

1.93%

+0.71%

Volatility

VGSNX vs. VTSAX - Volatility Comparison

Vanguard Real Estate Index Fund Institutional Shares (VGSNX) has a higher volatility of 3.75% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 2.95%. This indicates that VGSNX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

VGSNXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.75%

2.95%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

9.19%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

12.19%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.87%

17.36%

+1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.91%

18.41%

+2.50%

VGSNX vs. VTSAX - Expense Ratio Comparison

VGSNX has a 0.10% 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%.

Dividends

VGSNX vs. VTSAX - Dividend Comparison

VGSNX's dividend yield for the trailing twelve months is around 3.71%, more than VTSAX's 1.00% yield.

PositionTTM20252024202320222021202020192018201720162015
VGSNX
Vanguard Real Estate Index Fund Institutional Shares		3.71%3.94%3.87%3.93%3.94%2.57%3.95%3.40%4.75%4.26%4.84%3.94%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares		1.00%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions

VGSNX and VTSAX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGSNX has higher volatility (3.75%) compared to VTSAX (2.95%). In terms of maximum drawdown, VGSNX dropped -73.06% vs VTSAX's -55.33%.

VTSAX currently has the higher Sharpe Ratio (2.47 vs 0.75), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for VGSNX and VTSAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer