VITSX vs. RWMGX
VITSX (Vanguard Total Stock Market Index Fund Institutional Shares) and RWMGX (American Funds Washington Mutual Investors Fund Class R-6) are both Large Cap Blend Equities funds. Over the past 10 years, VITSX returned 15.04%/yr vs 13.17%/yr for RWMGX. With a 0.95 correlation, they move nearly in lockstep. VITSX charges 0.03%/yr vs 0.27%/yr for RWMGX.
Performance
VITSX vs. RWMGX - Performance Comparison
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Returns By Period
In the year-to-date period, VITSX achieves a 11.14% return, which is significantly higher than RWMGX's 5.55% return. Over the past 10 years, VITSX has outperformed RWMGX with an annualized return of 15.04%, while RWMGX has yielded a comparatively lower 13.17% annualized return.
VITSX
- 1D
- -0.76%
- 1M
- 4.07%
- YTD
- 11.14%
- 6M
- 10.87%
- 1Y
- 28.11%
- 3Y*
- 22.05%
- 5Y*
- 12.69%
- 10Y*
- 15.04%
RWMGX
- 1D
- -0.44%
- 1M
- 1.77%
- YTD
- 5.55%
- 6M
- 5.81%
- 1Y
- 17.43%
- 3Y*
- 18.43%
- 5Y*
- 12.03%
- 10Y*
- 13.17%
VITSX vs. RWMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 11.14% | 17.14% | 23.25% | 26.51% | -19.51% | 25.74% | 20.99% | 30.80% | -5.18% | 21.16% |
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 5.55% | 17.56% | 19.35% | 17.58% | -8.17% | 28.84% | 8.02% | 25.78% | -5.91% | 20.38% |
Correlation
The correlation between VITSX and RWMGX is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.95 |
The correlation between VITSX and RWMGX has been stable across timeframes, ranging from 0.90 to 0.95 - a consistent structural relationship.
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Return for Risk
VITSX vs. RWMGX — Risk / Return Rank
VITSX
RWMGX
VITSX vs. RWMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and American Funds Washington Mutual Investors Fund Class R-6 (RWMGX). 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.
| VITSX | RWMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.31 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 2.09 | +1.08 |
| Martin ratioReturn relative to average drawdown | 14.62 | 9.06 | +5.56 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VITSX | RWMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.32 | 1.69 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.86 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.81 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.82 | -0.33 |
Drawdowns
VITSX vs. RWMGX - Drawdown Comparison
The maximum VITSX drawdown since its inception was -55.30%, which is greater than RWMGX's maximum drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for VITSX and RWMGX.
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Drawdown Indicators
| VITSX | RWMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.30% | -34.64% | -20.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -8.35% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -19.36% | -14.61% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -18.46% | -6.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.97% | -34.64% | -0.33% |
Current DrawdownCurrent decline from peak | -0.76% | -0.44% | -0.32% |
Average DrawdownAverage peak-to-trough decline | -10.07% | -3.12% | -6.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.93% | 1.92% | +0.01% |
Volatility
VITSX vs. RWMGX - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) has a higher volatility of 3.05% compared to American Funds Washington Mutual Investors Fund Class R-6 (RWMGX) at 2.38%. This indicates that VITSX's price experiences larger fluctuations and is considered to be riskier than RWMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VITSX | RWMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 2.38% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 7.81% | +1.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 10.32% | +1.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.36% | 14.10% | +3.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 16.32% | +2.09% |
VITSX vs. RWMGX - Expense Ratio Comparison
VITSX has a 0.03% expense ratio, which is lower than RWMGX's 0.27% 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%.
Dividends
VITSX vs. RWMGX - Dividend Comparison
VITSX's dividend yield for the trailing twelve months is around 1.01%, less than RWMGX's 9.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWMGX American Funds Washington Mutual Investors Fund Class R-6 | 9.86% | 10.36% | 10.36% | 6.42% | 6.63% | 6.33% | 3.35% | 6.91% | 4.67% | 7.52% | 6.66% | 6.55% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.01% | 1.12% | 1.27% | 1.43% | 1.66% | 1.21% | 1.42% | 1.77% | 2.04% | 1.71% | 1.93% | 1.99% |
Frequently Asked Questions
VITSX and RWMGX have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VITSX has higher volatility (3.05%) compared to RWMGX (2.38%). In terms of maximum drawdown, VITSX dropped -55.30% vs RWMGX's -34.64%.
VITSX currently has the higher Sharpe Ratio (2.32 vs 1.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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