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VOO vs. VTCLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. VTCLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOO achieves a -3.55% return, which is significantly lower than VTCLX's -3.23% return. Both investments have delivered pretty close results over the past 10 years, with VOO having a 14.19% annualized return and VTCLX not far behind at 14.13%.


VOO

1D
0.11%
1M
-4.01%
YTD
-3.55%
6M
-1.41%
1Y
23.49%
3Y*
18.47%
5Y*
11.96%
10Y*
14.19%

VTCLX

1D
0.14%
1M
-3.96%
YTD
-3.23%
6M
-1.18%
1Y
23.71%
3Y*
18.19%
5Y*
11.24%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. VTCLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
-3.55%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
-3.23%17.44%23.76%26.62%-19.07%26.87%21.08%31.47%-4.98%22.40%

Correlation

The correlation between VOO and VTCLX 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. Consider pairing with a less correlated asset class instead.


VOO vs. VTCLX - Expense Ratio Comparison

VOO has a 0.03% expense ratio, which is lower than VTCLX's 0.09% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


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Return for Risk

VOO vs. VTCLX — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 5353
Overall Rank
VOO Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5454
Sortino Ratio Rank
VOO Omega Ratio Rank: 5757
Omega Ratio Rank
VOO Calmar Ratio Rank: 4646
Calmar Ratio Rank
VOO Martin Ratio Rank: 5757
Martin Ratio Rank

VTCLX
VTCLX Risk / Return Rank: 4646
Overall Rank
VTCLX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VTCLX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VTCLX Omega Ratio Rank: 4444
Omega Ratio Rank
VTCLX Calmar Ratio Rank: 4646
Calmar Ratio Rank
VTCLX Martin Ratio Rank: 5858
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.

VOO vs. VTCLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX). 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.


VOOVTCLXDifference

Sharpe ratio

Return per unit of total volatility

0.98

0.96

+0.01

Sortino ratio

Return per unit of downside risk

1.49

1.48

+0.02

Omega ratio

Gain probability vs. loss probability

1.23

1.22

0.00

Calmar ratio

Return relative to maximum drawdown

1.53

1.52

+0.01

Martin ratio

Return relative to average drawdown

7.13

7.20

-0.07

VOO vs. VTCLX - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 0.98, which is comparable to the VTCLX Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VOO and VTCLX, 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


VOOVTCLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.96

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.66

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.78

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.50

+0.33

Drawdowns

VOO vs. VTCLX - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum VTCLX drawdown of -55.18%. Use the drawdown chart below to compare losses from any high point for VOO and VTCLX.


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Drawdown Indicators


VOOVTCLXDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-55.18%

+21.19%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-8.79%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.98%

+0.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-34.56%

+0.57%

Current Drawdown

Current decline from peak

-5.44%

-5.31%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.72%

-7.61%

+3.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.57%

0.00%

Volatility

VOO vs. VTCLX - Volatility Comparison

Vanguard S&P 500 ETF (VOO) and Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares (VTCLX) have volatilities of 5.27% and 5.36%, 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


VOOVTCLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.27%

5.36%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

9.70%

-0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.11%

18.43%

-0.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.81%

17.22%

-0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

18.25%

-0.27%

Dividends

VOO vs. VTCLX - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.18%, more than VTCLX's 0.97% yield.


TTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
VTCLX
Vanguard Tax-Managed Capital Appreciation Fund Admiral Shares
0.97%0.93%1.04%1.24%1.47%1.04%1.32%1.52%1.83%1.57%1.76%1.69%