VITPX vs. VFTNX
Compare and contrast key facts about Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX).
VITPX is managed by Vanguard. It was launched on May 31, 2001. 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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VITPX or VFTNX.
Key characteristics
| VITPX | VFTNX | |
|---|---|---|
| YTD Return | 17.71% | 18.54% |
| 1Y Return | 27.66% | 29.65% |
| 3Y Return (Ann) | 8.27% | 8.27% |
| 5Y Return (Ann) | 14.55% | 15.41% |
| 10Y Return (Ann) | 12.31% | 13.34% |
| Sharpe Ratio | 2.10 | 2.12 |
| Daily Std Dev | 13.05% | 13.87% |
| Max Drawdown | -55.28% | -61.92% |
| Current Drawdown | -0.64% | -1.29% |
Correlation
The correlation between VITPX and VFTNX is 0.98, 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
VITPX vs. VFTNX - Performance Comparison
The year-to-date returns for both investments are quite close, with VITPX having a 17.71% return and VFTNX slightly higher at 18.54%. Over the past 10 years, VITPX has underperformed VFTNX with an annualized return of 12.31%, while VFTNX has yielded a comparatively higher 13.34% 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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VITPX vs. VFTNX - Expense Ratio Comparison
VITPX has a 0.02% expense ratio, which is lower than VFTNX's 0.12% expense ratio. Despite the difference, 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
VITPX vs. VFTNX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) and Vanguard FTSE Social Index Fund Institutional Shares (VFTNX). 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
VITPX vs. VFTNX - Dividend Comparison
VITPX's dividend yield for the trailing twelve months is around 2.17%, more than VFTNX's 0.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VITPX Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares | 2.17% | 2.41% | 6.48% | 5.38% | 11.57% | 2.91% | 4.40% | 2.41% | 2.80% | 2.30% | 1.80% | 1.74% |
VFTNX Vanguard FTSE Social Index Fund Institutional Shares | 0.82% | 1.12% | 1.37% | 0.95% | 1.23% | 1.46% | 1.81% | 1.49% | 1.82% | 1.60% | 1.33% | 1.38% |
Drawdowns
VITPX vs. VFTNX - Drawdown Comparison
The maximum VITPX drawdown since its inception was -55.28%, smaller than the maximum VFTNX drawdown of -61.92%. Use the drawdown chart below to compare losses from any high point for VITPX and VFTNX. For additional features, visit the drawdowns tool.
Volatility
VITPX vs. VFTNX - Volatility Comparison
The current volatility for Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares (VITPX) is 4.08%, while Vanguard FTSE Social Index Fund Institutional Shares (VFTNX) has a volatility of 4.30%. This indicates that VITPX experiences smaller price fluctuations and is considered to be less risky than VFTNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.