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

Correlation

The correlation between VITPX and VITNX 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. VITNX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

VITPX:

0.37

VITNX:

0.37

Sortino Ratio

VITPX:

0.69

VITNX:

0.68

Omega Ratio

VITPX:

1.10

VITNX:

1.10

Calmar Ratio

VITPX:

0.38

VITNX:

0.38

Martin Ratio

VITPX:

1.40

VITNX:

1.38

Ulcer Index

VITPX:

5.59%

VITNX:

5.59%

Daily Std Dev

VITPX:

19.79%

VITNX:

19.79%

Max Drawdown

VITPX:

-55.28%

VITNX:

-55.32%

Current Drawdown

VITPX:

-9.20%

VITNX:

-9.25%

Returns By Period

The year-to-date returns for both stocks are quite close, with VITPX having a -4.20% return and VITNX slightly lower at -4.26%. Both investments have delivered pretty close results over the past 10 years, with VITPX having a 8.96% annualized return and VITNX not far behind at 8.95%.


VITPX

YTD

-4.20%

1M

4.25%

6M

-7.37%

1Y

7.29%

5Y*

10.70%

10Y*

8.96%

VITNX

YTD

-4.26%

1M

4.20%

6M

-7.42%

1Y

7.19%

5Y*

10.69%

10Y*

8.95%

*Annualized

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VITPX vs. VITNX - Expense Ratio Comparison

VITPX has a 0.02% expense ratio, which is lower than VITNX's 0.03% 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. VITNX — Risk-Adjusted Performance Rank

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

VITPX
The Risk-Adjusted Performance Rank of VITPX is 5050
Overall Rank
The Sharpe Ratio Rank of VITPX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VITPX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of VITPX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VITPX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VITPX is 4949
Martin Ratio Rank

VITNX
The Risk-Adjusted Performance Rank of VITNX is 5050
Overall Rank
The Sharpe Ratio Rank of VITNX is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of VITNX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VITNX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VITNX is 5454
Calmar Ratio Rank
The Martin Ratio Rank of VITNX is 4949
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.

VITPX vs. VITNX - 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 Institutional Total Stock Market Index Fund Institutional Shares (VITNX). 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.


The current VITPX Sharpe Ratio is 0.37, which is comparable to the VITNX Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VITPX and VITNX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

VITPX vs. VITNX - Dividend Comparison

VITPX's dividend yield for the trailing twelve months is around 1.38%, which matches VITNX's 1.38% yield.


TTM20242023202220212020201920182017201620152014
VITPX
Vanguard Institutional Total Stock Market Index Fund Institutional Plus Shares
1.38%1.31%1.47%1.71%1.26%1.65%1.82%2.20%1.74%2.04%2.30%1.80%
VITNX
Vanguard Institutional Total Stock Market Index Fund Institutional Shares
1.38%1.31%1.47%1.70%1.25%1.64%1.81%2.19%1.72%2.02%2.28%1.78%

Drawdowns

VITPX vs. VITNX - Drawdown Comparison

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


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Volatility

VITPX vs. VITNX - Volatility Comparison


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