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VLCAX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VLCAX and VTSAX is 1.00, 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

VLCAX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
715.62%
690.16%
VLCAX
VTSAX

Key characteristics

Sharpe Ratio

VLCAX:

2.23

VTSAX:

2.09

Sortino Ratio

VLCAX:

2.96

VTSAX:

2.78

Omega Ratio

VLCAX:

1.42

VTSAX:

1.39

Calmar Ratio

VLCAX:

3.29

VTSAX:

3.13

Martin Ratio

VLCAX:

14.59

VTSAX:

13.34

Ulcer Index

VLCAX:

1.93%

VTSAX:

2.01%

Daily Std Dev

VLCAX:

12.64%

VTSAX:

12.85%

Max Drawdown

VLCAX:

-54.76%

VTSAX:

-55.34%

Current Drawdown

VLCAX:

-2.67%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, VLCAX achieves a 26.23% return, which is significantly higher than VTSAX's 24.80% return. Both investments have delivered pretty close results over the past 10 years, with VLCAX having a 13.02% annualized return and VTSAX not far behind at 12.51%.


VLCAX

YTD

26.23%

1M

-0.12%

6M

9.64%

1Y

26.66%

5Y*

14.77%

10Y*

13.02%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

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


VLCAX vs. VTSAX - Expense Ratio Comparison

VLCAX has a 0.05% expense ratio, which is higher than VTSAX's 0.04% 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%.


VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
Expense ratio chart for VLCAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VLCAX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 VLCAX, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.232.09
The chart of Sortino ratio for VLCAX, currently valued at 2.96, compared to the broader market-2.000.002.004.006.008.0010.002.962.78
The chart of Omega ratio for VLCAX, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.421.39
The chart of Calmar ratio for VLCAX, currently valued at 3.29, compared to the broader market0.002.004.006.008.0010.0012.0014.003.293.13
The chart of Martin ratio for VLCAX, currently valued at 14.59, compared to the broader market0.0020.0040.0060.0014.5913.34
VLCAX
VTSAX

The current VLCAX Sharpe Ratio is 2.23, which is comparable to the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VLCAX and VTSAX, 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.23
2.09
VLCAX
VTSAX

Dividends

VLCAX vs. VTSAX - Dividend Comparison

VLCAX's dividend yield for the trailing twelve months is around 0.90%, less than VTSAX's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VLCAX
Vanguard Large-Cap Index Fund Admiral Shares
0.90%1.40%1.66%1.18%1.45%1.80%2.08%1.75%1.98%1.96%1.77%1.75%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VLCAX vs. VTSAX - Drawdown Comparison

The maximum VLCAX drawdown since its inception was -54.76%, roughly equal to the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VLCAX and VTSAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.67%
-3.10%
VLCAX
VTSAX

Volatility

VLCAX vs. VTSAX - Volatility Comparison

Vanguard Large-Cap Index Fund Admiral Shares (VLCAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.90% 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.90%
4.06%
VLCAX
VTSAX
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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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