VRTTX vs. SPY
Compare and contrast key facts about Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and SPDR S&P 500 ETF (SPY).
VRTTX is managed by Vanguard. It was launched on Nov 1, 2010. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTTX or SPY.
Performance
VRTTX vs. SPY - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with VRTTX having a 26.31% return and SPY slightly higher at 26.47%. Both investments have delivered pretty close results over the past 10 years, with VRTTX having a 12.71% annualized return and SPY not far ahead at 13.14%.
VRTTX
26.31%
4.08%
14.09%
33.64%
15.20%
12.71%
SPY
26.47%
3.03%
13.19%
32.65%
15.68%
13.14%
Key characteristics
| VRTTX | SPY | |
|---|---|---|
| Sharpe Ratio | 2.67 | 2.69 |
| Sortino Ratio | 3.57 | 3.59 |
| Omega Ratio | 1.49 | 1.50 |
| Calmar Ratio | 3.93 | 3.88 |
| Martin Ratio | 17.15 | 17.47 |
| Ulcer Index | 1.96% | 1.87% |
| Daily Std Dev | 12.61% | 12.14% |
| Max Drawdown | -34.96% | -55.19% |
| Current Drawdown | -0.27% | -0.54% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VRTTX vs. SPY - Expense Ratio Comparison
VRTTX has a 0.08% expense ratio, which is lower than SPY'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%.
Correlation
The correlation between VRTTX and SPY is 0.99, 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.
Risk-Adjusted Performance
VRTTX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) and SPDR S&P 500 ETF (SPY). 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
VRTTX vs. SPY - Dividend Comparison
VRTTX's dividend yield for the trailing twelve months is around 1.20%, more than SPY's 1.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.20% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% | 1.62% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VRTTX vs. SPY - Drawdown Comparison
The maximum VRTTX drawdown since its inception was -34.96%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VRTTX and SPY. For additional features, visit the drawdowns tool.
Volatility
VRTTX vs. SPY - Volatility Comparison
Vanguard Russell 3000 Index Fund Institutional Shares (VRTTX) has a higher volatility of 4.18% compared to SPDR S&P 500 ETF (SPY) at 3.98%. This indicates that VRTTX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.