VMMSX vs. VTSAX
Compare and contrast key facts about Vanguard Emerging Markets Select Stock Fund (VMMSX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VMMSX is managed by Vanguard. It was launched on Jun 27, 2011. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VMMSX or VTSAX.
Key characteristics
| VMMSX | VTSAX | |
|---|---|---|
| YTD Return | 12.05% | 26.26% |
| 1Y Return | 20.17% | 40.42% |
| 3Y Return (Ann) | -0.93% | 8.66% |
| 5Y Return (Ann) | 4.04% | 15.35% |
| 10Y Return (Ann) | 4.25% | 12.89% |
| Sharpe Ratio | 1.21 | 3.08 |
| Sortino Ratio | 1.76 | 4.11 |
| Omega Ratio | 1.22 | 1.57 |
| Calmar Ratio | 0.72 | 4.19 |
| Martin Ratio | 5.67 | 20.10 |
| Ulcer Index | 3.38% | 1.95% |
| Daily Std Dev | 15.88% | 12.73% |
| Max Drawdown | -39.28% | -55.34% |
| Current Drawdown | -11.97% | 0.00% |
Correlation
The correlation between VMMSX and VTSAX is 0.71, 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 12.05% return, which is significantly lower than VTSAX's 26.26% return. Over the past 10 years, VMMSX has underperformed VTSAX with an annualized return of 4.25%, while VTSAX has yielded a comparatively higher 12.89% annualized return. 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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VMMSX vs. VTSAX - Expense Ratio Comparison
VMMSX has a 0.84% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
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.
Dividends
VMMSX vs. VTSAX - Dividend Comparison
VMMSX's dividend yield for the trailing twelve months is around 2.72%, more than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VMMSX Vanguard Emerging Markets Select Stock Fund | 2.72% | 3.04% | 3.71% | 1.99% | 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 | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 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.
Volatility
VMMSX vs. VTSAX - Volatility Comparison
Vanguard Emerging Markets Select Stock Fund (VMMSX) has a higher volatility of 5.18% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that VMMSX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.