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

Key characteristics


VMMSXVTSAX
YTD Return1.21%5.65%
1Y Return4.90%23.66%
3Y Return (Ann)-5.55%6.38%
5Y Return (Ann)1.79%12.85%
10Y Return (Ann)2.97%11.93%
Sharpe Ratio0.321.92
Daily Std Dev14.53%12.20%
Max Drawdown-39.28%-55.34%
Current Drawdown-20.49%-3.96%

Correlation

-0.50.00.51.00.7

The correlation between VMMSX and VTSAX is 0.72, 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

VMMSX vs. VTSAX - Performance Comparison

In the year-to-date period, VMMSX achieves a 1.21% return, which is significantly lower than VTSAX's 5.65% return. Over the past 10 years, VMMSX has underperformed VTSAX with an annualized return of 2.97%, while VTSAX has yielded a comparatively higher 11.93% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
7.73%
16.40%
VMMSX
VTSAX

Compare stocks, funds, or ETFs

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


Vanguard Emerging Markets Select Stock Fund

Vanguard Total Stock Market Index Fund Admiral Shares

VMMSX vs. VTSAX - Expense Ratio Comparison

VMMSX has a 0.84% expense ratio, which is higher than VTSAX's 0.04% expense ratio.

VMMSX
Vanguard Emerging Markets Select Stock Fund
0.50%1.00%1.50%2.00%0.84%

Risk-Adjusted Performance

VMMSX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Emerging Markets Select Stock Fund (VMMSX) 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.


VMMSX
Sharpe ratio
The chart of Sharpe ratio for VMMSX, currently valued at 0.32, compared to the broader market-1.000.001.002.003.004.000.32
Sortino ratio
The chart of Sortino ratio for VMMSX, currently valued at 0.57, compared to the broader market-2.000.002.004.006.008.0010.0012.000.57
Omega ratio
The chart of Omega ratio for VMMSX, currently valued at 1.07, compared to the broader market1.001.502.002.503.001.07
Calmar ratio
The chart of Calmar ratio for VMMSX, currently valued at 0.16, compared to the broader market0.002.004.006.008.0010.0012.000.16
Martin ratio
The chart of Martin ratio for VMMSX, currently valued at 0.78, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.78
VTSAX
Sharpe ratio
The chart of Sharpe ratio for VTSAX, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for VTSAX, currently valued at 2.76, compared to the broader market-2.000.002.004.006.008.0010.0012.002.76
Omega ratio
The chart of Omega ratio for VTSAX, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for VTSAX, currently valued at 1.49, compared to the broader market0.002.004.006.008.0010.0012.001.49
Martin ratio
The chart of Martin ratio for VTSAX, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

VMMSX vs. VTSAX - Sharpe Ratio Comparison

The current VMMSX Sharpe Ratio is 0.32, which is lower than the VTSAX Sharpe Ratio of 1.92. The chart below compares the 12-month rolling Sharpe Ratio of VMMSX and VTSAX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.32
1.92
VMMSX
VTSAX

Dividends

VMMSX vs. VTSAX - Dividend Comparison

VMMSX's dividend yield for the trailing twelve months is around 3.01%, more than VTSAX's 1.41% yield.


TTM20232022202120202019201820172016201520142013
VMMSX
Vanguard Emerging Markets Select Stock Fund
3.01%3.05%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%1.39%1.32%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.41%1.43%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VMMSX vs. VTSAX - Drawdown Comparison

The maximum VMMSX drawdown since its inception was -39.28%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VMMSX and VTSAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-20.49%
-3.96%
VMMSX
VTSAX

Volatility

VMMSX vs. VTSAX - Volatility Comparison

The current volatility for Vanguard Emerging Markets Select Stock Fund (VMMSX) is 3.40%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 3.72%. This indicates that VMMSX 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.40%
3.72%
VMMSX
VTSAX