VSEQX vs. VTI
Compare and contrast key facts about Vanguard Strategic Equity Fund (VSEQX) and Vanguard Total Stock Market ETF (VTI).
VSEQX is managed by Vanguard. It was launched on Aug 14, 1995. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSEQX or VTI.
Key characteristics
| VSEQX | VTI | |
|---|---|---|
| YTD Return | 23.34% | 26.21% |
| 1Y Return | 43.59% | 38.35% |
| 3Y Return (Ann) | 8.67% | 8.70% |
| 5Y Return (Ann) | 14.28% | 15.34% |
| 10Y Return (Ann) | 11.00% | 12.90% |
| Sharpe Ratio | 2.60 | 3.04 |
| Sortino Ratio | 3.61 | 4.05 |
| Omega Ratio | 1.46 | 1.57 |
| Calmar Ratio | 3.93 | 4.46 |
| Martin Ratio | 15.57 | 19.72 |
| Ulcer Index | 2.77% | 1.94% |
| Daily Std Dev | 16.59% | 12.58% |
| Max Drawdown | -63.55% | -55.45% |
| Current Drawdown | -0.94% | -0.39% |
Correlation
The correlation between VSEQX and VTI is 0.93, 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
VSEQX vs. VTI - Performance Comparison
In the year-to-date period, VSEQX achieves a 23.34% return, which is significantly lower than VTI's 26.21% return. Over the past 10 years, VSEQX has underperformed VTI with an annualized return of 11.00%, while VTI has yielded a comparatively higher 12.90% 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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VSEQX vs. VTI - Expense Ratio Comparison
VSEQX has a 0.17% expense ratio, which is higher than VTI's 0.03% 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%.
Risk-Adjusted Performance
VSEQX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Equity Fund (VSEQX) and Vanguard Total Stock Market ETF (VTI). 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
VSEQX vs. VTI - Dividend Comparison
VSEQX's dividend yield for the trailing twelve months is around 1.22%, less than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSEQX Vanguard Strategic Equity Fund | 1.22% | 1.51% | 1.49% | 1.36% | 1.32% | 1.33% | 1.45% | 1.35% | 1.57% | 1.79% | 1.10% | 1.20% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSEQX vs. VTI - Drawdown Comparison
The maximum VSEQX drawdown since its inception was -63.55%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSEQX and VTI. For additional features, visit the drawdowns tool.
Volatility
VSEQX vs. VTI - Volatility Comparison
Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 5.41% compared to Vanguard Total Stock Market ETF (VTI) at 4.06%. This indicates that VSEQX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.