VRVIX vs. VTSAX
VRVIX (Vanguard Russell 1000 Value Index Fund Institutional Shares) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - VRVIX is a Large Cap Value Equities fund managed by Vanguard, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, VRVIX returned 11.31%/yr vs 15.12%/yr for VTSAX. Their correlation of 0.92 suggests significant overlap in exposure. VRVIX charges 0.07%/yr vs 0.04%/yr for VTSAX.
Performance
VRVIX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, VRVIX achieves a 14.28% return, which is significantly higher than VTSAX's 11.98% return. Over the past 10 years, VRVIX has underperformed VTSAX with an annualized return of 11.31%, while VTSAX has yielded a comparatively higher 15.12% annualized return.
VRVIX
- 1D
- 0.79%
- 1M
- 4.27%
- YTD
- 14.28%
- 6M
- 14.88%
- 1Y
- 28.30%
- 3Y*
- 18.37%
- 5Y*
- 10.30%
- 10Y*
- 11.31%
VTSAX
- 1D
- 0.24%
- 1M
- 5.76%
- YTD
- 11.98%
- 6M
- 11.87%
- 1Y
- 29.09%
- 3Y*
- 22.34%
- 5Y*
- 13.04%
- 10Y*
- 15.12%
VRVIX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 14.28% | 15.31% | 14.32% | 11.41% | -7.64% | 25.09% | 2.75% | 26.49% | -8.30% | 13.58% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 11.98% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between VRVIX and VTSAX is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 23, 2010 | 0.92 |
The correlation between VRVIX and VTSAX shifts across timeframes, from 0.81 (3 years) to 0.92 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VRVIX vs. VTSAX — Risk / Return Rank
VRVIX
VTSAX
VRVIX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) 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.
| VRVIX | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.49 | 1.44 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 3.37 | +0.92 |
| Martin ratioReturn relative to average drawdown | 17.97 | 15.56 | +2.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VRVIX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.70 | 2.47 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.76 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.82 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.47 | +0.24 |
Drawdowns
VRVIX vs. VTSAX - Drawdown Comparison
The maximum VRVIX drawdown since its inception was -38.29%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for VRVIX and VTSAX.
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Drawdown Indicators
| VRVIX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.29% | -55.33% | +17.04% |
Max Drawdown (1Y)Largest decline over 1 year | -6.80% | -8.92% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -16.00% | -19.36% | +3.36% |
Max Drawdown (5Y)Largest decline over 5 years | -19.06% | -25.36% | +6.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.29% | -34.97% | -3.32% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -3.92% | -9.01% | +5.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 1.93% | -0.31% |
Volatility
VRVIX vs. VTSAX - Volatility Comparison
Vanguard Russell 1000 Value Index Fund Institutional Shares (VRVIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 3.06% and 2.95%, 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
| VRVIX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.06% | 2.95% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.18% | 9.19% | -1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.82% | 12.19% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.84% | 17.36% | -2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.35% | 18.41% | -1.06% |
VRVIX vs. VTSAX - Expense Ratio Comparison
VRVIX has a 0.07% expense ratio, which is higher than VTSAX's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
VRVIX vs. VTSAX - Dividend Comparison
VRVIX's dividend yield for the trailing twelve months is around 1.64%, more than VTSAX's 1.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRVIX Vanguard Russell 1000 Value Index Fund Institutional Shares | 1.64% | 1.41% | 1.98% | 2.10% | 2.24% | 1.69% | 2.25% | 2.30% | 2.60% | 2.21% | 2.43% | 2.42% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.00% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
VRVIX and VTSAX have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRVIX has higher volatility (3.06%) compared to VTSAX (2.95%). In terms of maximum drawdown, VRVIX dropped -38.29% vs VTSAX's -55.33%.
VRVIX currently has the higher Sharpe Ratio (2.70 vs 2.47), 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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