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VITNX vs. VITPX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VITNX and VITPX is 0.99, 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

VITNX vs. VITPX - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
5.81%
5.81%
VITNX
VITPX

Key characteristics

Sharpe Ratio

VITNX:

1.49

VITPX:

1.49

Sortino Ratio

VITNX:

2.01

VITPX:

2.01

Omega Ratio

VITNX:

1.27

VITPX:

1.27

Calmar Ratio

VITNX:

2.31

VITPX:

2.31

Martin Ratio

VITNX:

8.40

VITPX:

8.40

Ulcer Index

VITNX:

2.35%

VITPX:

2.35%

Daily Std Dev

VITNX:

13.31%

VITPX:

13.31%

Max Drawdown

VITNX:

-55.32%

VITPX:

-55.28%

Current Drawdown

VITNX:

-3.19%

VITPX:

-3.19%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VITNX at 2.14% and VITPX at 2.14%. Both investments have delivered pretty close results over the past 10 years, with VITNX having a 9.63% annualized return and VITPX not far ahead at 9.64%.


VITNX

YTD

2.14%

1M

-1.56%

6M

5.81%

1Y

17.36%

5Y*

8.96%

10Y*

9.63%

VITPX

YTD

2.14%

1M

-1.56%

6M

5.81%

1Y

17.36%

5Y*

8.97%

10Y*

9.64%

*Annualized

Compare stocks, funds, or ETFs

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


VITNX vs. VITPX - Expense Ratio Comparison

VITNX has a 0.03% expense ratio, which is higher than VITPX's 0.02% 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%.


VITNX
Vanguard Institutional Total Stock Market Index Fund Institutional Shares
Expense ratio chart for VITNX: 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%
Expense ratio chart for VITPX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

VITNX vs. VITPX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VITNX
The Risk-Adjusted Performance Rank of VITNX is 8080
Overall Rank
The Sharpe Ratio Rank of VITNX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VITNX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VITNX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VITNX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VITNX is 8484
Martin Ratio Rank

VITPX
The Risk-Adjusted Performance Rank of VITPX is 8080
Overall Rank
The Sharpe Ratio Rank of VITPX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VITPX is 7575
Sortino Ratio Rank
The Omega Ratio Rank of VITPX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of VITPX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of VITPX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VITNX vs. VITPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX). 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 VITNX, currently valued at 1.49, compared to the broader market-1.000.001.002.003.004.001.491.49
The chart of Sortino ratio for VITNX, currently valued at 2.01, compared to the broader market0.002.004.006.008.0010.0012.002.012.01
The chart of Omega ratio for VITNX, currently valued at 1.27, compared to the broader market1.002.003.004.001.271.27
The chart of Calmar ratio for VITNX, currently valued at 2.31, compared to the broader market0.005.0010.0015.0020.002.312.31
The chart of Martin ratio for VITNX, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.008.408.40
VITNX
VITPX

The current VITNX Sharpe Ratio is 1.49, which is comparable to the VITPX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of VITNX and VITPX, 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 Ratio1.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.49
1.49
VITNX
VITPX

Dividends

VITNX vs. VITPX - Dividend Comparison

VITNX's dividend yield for the trailing twelve months is around 1.28%, which matches VITPX's 1.28% yield.


TTM20242023202220212020201920182017201620152014
VITNX
Vanguard Institutional Total Stock Market Index Fund Institutional Shares
1.28%1.31%1.47%1.70%1.25%1.64%1.81%2.19%1.72%2.02%2.28%1.78%
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
1.28%1.31%1.47%1.71%1.26%1.65%1.82%2.20%1.74%2.04%2.30%1.80%

Drawdowns

VITNX vs. VITPX - Drawdown Comparison

The maximum VITNX drawdown since its inception was -55.32%, roughly equal to the maximum VITPX drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for VITNX and VITPX. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.19%
-3.19%
VITNX
VITPX

Volatility

VITNX vs. VITPX - Volatility Comparison

Vanguard Institutional Total Stock Market Index Fund Institutional Shares (VITNX) and Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) have volatilities of 3.50% and 3.51%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.50%
3.51%
VITNX
VITPX
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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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