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VIMAX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VIMAX and VTI is 0.95, 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.


-0.50.00.51.01.0

Performance

VIMAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

650.00%700.00%750.00%800.00%850.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
827.80%
770.44%
VIMAX
VTI

Key characteristics

Sharpe Ratio

VIMAX:

1.52

VTI:

2.10

Sortino Ratio

VIMAX:

2.11

VTI:

2.80

Omega Ratio

VIMAX:

1.27

VTI:

1.39

Calmar Ratio

VIMAX:

1.86

VTI:

3.14

Martin Ratio

VIMAX:

8.61

VTI:

13.44

Ulcer Index

VIMAX:

2.22%

VTI:

2.00%

Daily Std Dev

VIMAX:

12.54%

VTI:

12.79%

Max Drawdown

VIMAX:

-58.88%

VTI:

-55.45%

Current Drawdown

VIMAX:

-5.79%

VTI:

-3.03%

Returns By Period

In the year-to-date period, VIMAX achieves a 16.53% return, which is significantly lower than VTI's 24.89% return. Over the past 10 years, VIMAX has underperformed VTI with an annualized return of 9.58%, while VTI has yielded a comparatively higher 12.52% annualized return.


VIMAX

YTD

16.53%

1M

-4.00%

6M

10.64%

1Y

17.08%

5Y*

10.17%

10Y*

9.58%

VTI

YTD

24.89%

1M

-0.60%

6M

10.03%

1Y

25.20%

5Y*

14.09%

10Y*

12.52%

Compare stocks, funds, or ETFs

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


VIMAX vs. VTI - Expense Ratio Comparison

VIMAX has a 0.05% 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%.


VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
Expense ratio chart for VIMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

VIMAX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) 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.


Sharpe ratio
The chart of Sharpe ratio for VIMAX, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.522.10
The chart of Sortino ratio for VIMAX, currently valued at 2.11, compared to the broader market-2.000.002.004.006.008.0010.002.112.80
The chart of Omega ratio for VIMAX, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.003.501.271.39
The chart of Calmar ratio for VIMAX, currently valued at 1.86, compared to the broader market0.002.004.006.008.0010.0012.0014.001.863.14
The chart of Martin ratio for VIMAX, currently valued at 8.61, compared to the broader market0.0020.0040.0060.008.6113.44
VIMAX
VTI

The current VIMAX Sharpe Ratio is 1.52, which is comparable to the VTI Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of VIMAX and VTI, 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.52
2.10
VIMAX
VTI

Dividends

VIMAX vs. VTI - Dividend Comparison

VIMAX's dividend yield for the trailing twelve months is around 1.06%, more than VTI's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VIMAX
Vanguard Mid-Cap Index Fund Admiral Shares
1.06%1.51%1.59%1.11%1.44%1.47%1.82%1.35%1.45%1.47%1.29%1.17%
VTI
Vanguard Total Stock Market ETF
0.93%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VIMAX vs. VTI - Drawdown Comparison

The maximum VIMAX drawdown since its inception was -58.88%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VIMAX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.79%
-3.03%
VIMAX
VTI

Volatility

VIMAX vs. VTI - Volatility Comparison

Vanguard Mid-Cap Index Fund Admiral Shares (VIMAX) has a higher volatility of 4.69% compared to Vanguard Total Stock Market ETF (VTI) at 4.00%. This indicates that VIMAX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
4.00%
VIMAX
VTI
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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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