VOLMX vs. VSTSX
VOLMX (Volumetric Fund) and VSTSX (Vanguard Total Stock Market Index Fund Institutional Select Shares) are both Large Cap Blend Equities funds. Over the past 5 years, VOLMX returned 4.47%/yr vs 12.39%/yr for VSTSX. Their correlation of 0.94 suggests significant overlap in exposure. VOLMX charges 1.89%/yr vs 0.01%/yr for VSTSX.
Performance
VOLMX vs. VSTSX - Performance Comparison
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Returns By Period
In the year-to-date period, VOLMX achieves a 11.20% return, which is significantly higher than VSTSX's 10.35% return.
VOLMX
- 1D
- 0.08%
- 1M
- 5.22%
- YTD
- 11.20%
- 6M
- 9.72%
- 1Y
- 14.92%
- 3Y*
- 8.89%
- 5Y*
- 4.47%
- 10Y*
- 6.07%
VSTSX
- 1D
- -0.34%
- 1M
- 0.56%
- YTD
- 10.35%
- 6M
- 9.21%
- 1Y
- 25.97%
- 3Y*
- 21.21%
- 5Y*
- 12.39%
- 10Y*
- —
VOLMX vs. VSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 11.20% | 1.52% | 5.77% | 12.57% | -14.29% | 17.79% | 10.05% | 20.13% | -10.31% | 9.08% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 10.35% | 17.16% | 23.27% | 26.54% | -19.49% | 25.75% | 21.02% | 30.81% | -5.15% | 20.21% |
Correlation
The correlation between VOLMX and VSTSX is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.94 |
The correlation between VOLMX and VSTSX has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.
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Return for Risk
VOLMX vs. VSTSX — Risk / Return Rank
VOLMX
VSTSX
VOLMX vs. VSTSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volumetric Fund (VOLMX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VOLMX | VSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.38 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 3.06 | -1.21 |
| Martin ratioReturn relative to average drawdown | 6.92 | 13.70 | -6.78 |
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Drawdowns
VOLMX vs. VSTSX - Drawdown Comparison
The maximum VOLMX drawdown since its inception was -49.79%, which is greater than VSTSX's maximum drawdown of -34.97%. Use the drawdown chart below to compare losses from any high point for VOLMX and VSTSX.
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Drawdown Indicators
| VOLMX | VSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.79% | -34.97% | -14.82% |
Max Drawdown (1Y)Largest decline over 1 year | -8.67% | -8.92% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.09% | -19.36% | -4.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.09% | -25.35% | +1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -28.21% | — | — |
Current DrawdownCurrent decline from peak | -0.77% | -1.47% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -9.49% | -4.88% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.32% | 1.99% | +0.33% |
Volatility
VOLMX vs. VSTSX - Volatility Comparison
Volumetric Fund (VOLMX) and Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) have volatilities of 4.67% and 4.77%, 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.
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Volatility by Period
| VOLMX | VSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.77% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 9.76% | 10.05% | -0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.02% | 12.83% | -0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.02% | 17.45% | -3.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.66% | 18.76% | -4.10% |
VOLMX vs. VSTSX - Expense Ratio Comparison
VOLMX has a 1.89% expense ratio, which is higher than VSTSX's 0.01% expense ratio.
Dividends
VOLMX vs. VSTSX - Dividend Comparison
VOLMX's dividend yield for the trailing twelve months is around 1.70%, more than VSTSX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
VOLMX Volumetric Fund | 1.70% | 1.89% | 0.00% | 3.28% | 5.47% | 8.02% | 1.03% | 3.36% | 2.39% | 0.00% |
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.04% | 1.13% | 1.27% | 1.43% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% |
Frequently Asked Questions
VOLMX and VSTSX have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VSTSX has higher volatility (4.77%) compared to VOLMX (4.67%). In terms of maximum drawdown, VOLMX dropped -49.79% vs VSTSX's -34.97%.
VSTSX currently has the higher Sharpe Ratio (2.13 vs 1.34), 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.
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