VITAX vs. VTSAX
Compare and contrast key facts about Vanguard Information Technology Index Fund Admiral Shares (VITAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
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. VTSAX 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: VITAX or VTSAX.
Performance
VITAX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VITAX achieves a 25.24% return, which is significantly higher than VTSAX's 23.58% return. Over the past 10 years, VITAX has outperformed VTSAX with an annualized return of 20.53%, while VTSAX has yielded a comparatively lower 12.59% annualized return.
VITAX
25.24%
0.65%
13.56%
33.21%
21.94%
20.53%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VITAX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.58 | 2.57 |
| Sortino Ratio | 2.10 | 3.44 |
| Omega Ratio | 1.28 | 1.47 |
| Calmar Ratio | 2.20 | 3.77 |
| Martin Ratio | 7.92 | 16.47 |
| Ulcer Index | 4.24% | 1.96% |
| Daily Std Dev | 21.20% | 12.55% |
| Max Drawdown | -54.81% | -55.34% |
| Current Drawdown | -3.55% | -2.42% |
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VITAX vs. VTSAX - Expense Ratio Comparison
VITAX 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%.
Correlation
The correlation between VITAX and VTSAX is 0.89, 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
VITAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology Index Fund Admiral Shares (VITAX) 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.
Dividends
VITAX vs. VTSAX - Dividend Comparison
VITAX's dividend yield for the trailing twelve months is around 0.62%, less than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.62% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VITAX vs. VTSAX - Drawdown Comparison
The maximum VITAX drawdown since its inception was -54.81%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VITAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VITAX vs. VTSAX - Volatility Comparison
Vanguard Information Technology Index Fund Admiral Shares (VITAX) has a higher volatility of 6.51% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that VITAX'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.