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VLISX vs. VTSAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VLISX vs. VTSAX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with VLISX having a 11.50% return and VTSAX slightly higher at 11.98%. Both investments have delivered pretty close results over the past 10 years, with VLISX having a 15.66% annualized return and VTSAX not far behind at 15.12%.


VLISX

1D
0.18%
1M
5.98%
YTD
11.50%
6M
11.40%
1Y
28.69%
3Y*
22.98%
5Y*
13.92%
10Y*
15.66%

VTSAX

1D
0.24%
1M
5.76%
YTD
11.98%
6M
11.87%
1Y
29.09%
3Y*
22.34%
5Y*
13.04%
10Y*
15.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VLISX vs. VTSAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VLISX
Vanguard Large-Cap Index Fund Institutional Shares
11.50%18.11%25.12%27.26%-19.68%27.04%21.04%31.38%-4.47%22.04%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
11.98%17.12%23.23%26.51%-19.52%25.72%20.98%30.79%-5.18%21.16%

Correlation

The correlation between VLISX and VTSAX is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 2, 2004

1.00

The correlation between VLISX and VTSAX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

VLISX vs. VTSAX — Risk / Return Rank

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

VLISX
VLISX Risk / Return Rank: 7070
Overall Rank
VLISX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VLISX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VLISX Omega Ratio Rank: 6565
Omega Ratio Rank
VLISX Calmar Ratio Rank: 6969
Calmar Ratio Rank
VLISX Martin Ratio Rank: 7979
Martin Ratio Rank

VTSAX
VTSAX Risk / Return Rank: 7171
Overall Rank
VTSAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VTSAX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VTSAX Omega Ratio Rank: 6363
Omega Ratio Rank
VTSAX Calmar Ratio Rank: 7474
Calmar Ratio Rank
VTSAX Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VLISX vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap Index Fund Institutional Shares (VLISX) 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.


VLISXVTSAXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.45

1.44

+0.01

Calmar ratioReturn relative to maximum drawdown

3.22

3.37

-0.15

Martin ratioReturn relative to average drawdown

14.79

15.56

-0.77

VLISX vs. VTSAX - Sharpe Ratio Comparison

The current VLISX Sharpe Ratio is 2.48, which is comparable to the VTSAX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of VLISX and VTSAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VLISXVTSAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.48

2.47

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.76

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

0.82

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.47

+0.12

Drawdowns

VLISX vs. VTSAX - Drawdown Comparison

The maximum VLISX drawdown since its inception was -54.48%, roughly equal to the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VLISX and VTSAX.


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Drawdown Indicators


VLISXVTSAXDifference

Max Drawdown

Largest peak-to-trough decline

-54.48%

-55.33%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-9.19%

-8.92%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-19.01%

-19.36%

+0.35%

Max Drawdown (5Y)

Largest decline over 5 years

-25.65%

-25.36%

-0.29%

Max Drawdown (10Y)

Largest decline over 10 years

-33.97%

-34.97%

+1.00%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-6.74%

-9.01%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

1.93%

+0.07%

Volatility

VLISX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Large-Cap Index Fund Institutional Shares (VLISX) is 2.80%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 2.95%. This indicates that VLISX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VLISXVTSAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.80%

2.95%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.01%

9.19%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

12.19%

-0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.16%

17.36%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.41%

-0.21%

VLISX vs. VTSAX - Expense Ratio Comparison

Both VLISX and VTSAX have an expense ratio of 0.04%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

VLISX vs. VTSAX - Dividend Comparison

VLISX's dividend yield for the trailing twelve months is around 0.97%, less than VTSAX's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
VLISX
Vanguard Large-Cap Index Fund Institutional Shares
0.97%1.08%1.24%1.41%1.67%1.19%1.46%1.81%2.09%1.76%1.99%1.97%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.00%1.11%1.26%1.42%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%

Frequently Asked Questions


With a correlation of 0.99, VLISX and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

VTSAX has higher volatility (2.95%) compared to VLISX (2.80%). In terms of maximum drawdown, VLISX dropped -54.48% vs VTSAX's -55.33%.

VLISX currently has the higher Sharpe Ratio (2.48 vs 2.47), 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.

Portfolio Optimizer

Find the right allocation for VLISX and VTSAX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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