VITSX vs. VTI
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard Total Stock Market ETF (VTI).
VITSX is managed by Vanguard. It was launched on Jul 7, 1997. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VITSX or VTI.
Key characteristics
| VITSX | VTI | |
|---|---|---|
| YTD Return | 26.16% | 26.21% |
| 1Y Return | 38.31% | 38.35% |
| 3Y Return (Ann) | 8.69% | 8.70% |
| 5Y Return (Ann) | 15.33% | 15.34% |
| 10Y Return (Ann) | 12.89% | 12.90% |
| Sharpe Ratio | 3.03 | 3.04 |
| Sortino Ratio | 4.04 | 4.05 |
| Omega Ratio | 1.56 | 1.57 |
| Calmar Ratio | 4.46 | 4.46 |
| Martin Ratio | 19.60 | 19.72 |
| Ulcer Index | 1.95% | 1.94% |
| Daily Std Dev | 12.63% | 12.58% |
| Max Drawdown | -55.31% | -55.45% |
| Current Drawdown | -0.39% | -0.39% |
Correlation
The correlation between VITSX and VTI 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.
Performance
VITSX vs. VTI - Performance Comparison
The year-to-date returns for both investments are quite close, with VITSX having a 26.16% return and VTI slightly higher at 26.21%. Both investments have delivered pretty close results over the past 10 years, with VITSX having a 12.89% annualized return and VTI not far ahead at 12.90%. 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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VITSX vs. VTI - Expense Ratio Comparison
Both VITSX and VTI have an expense ratio of 0.03%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
VITSX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard Total Stock Market ETF (VTI). 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
VITSX vs. VTI - Dividend Comparison
VITSX's dividend yield for the trailing twelve months is around 1.26%, which matches VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.26% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.93% | 1.99% | 1.77% | 1.75% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VITSX vs. VTI - Drawdown Comparison
The maximum VITSX drawdown since its inception was -55.31%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VITSX and VTI. For additional features, visit the drawdowns tool.
Volatility
VITSX vs. VTI - Volatility Comparison
Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.03% and 4.06%, 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.