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VSEQX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VSEQX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Strategic Equity Fund (VSEQX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
16.36%
14.24%
VSEQX
VTI

Returns By Period

In the year-to-date period, VSEQX achieves a 23.20% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, VSEQX has underperformed VTI with an annualized return of 10.76%, while VTI has yielded a comparatively higher 12.67% annualized return.


VSEQX

YTD

23.20%

1M

5.40%

6M

16.36%

1Y

37.25%

5Y (annualized)

14.20%

10Y (annualized)

10.76%

VTI

YTD

25.64%

1M

2.57%

6M

14.24%

1Y

32.95%

5Y (annualized)

15.11%

10Y (annualized)

12.67%

Key characteristics


VSEQXVTI
Sharpe Ratio2.362.68
Sortino Ratio3.253.57
Omega Ratio1.411.49
Calmar Ratio4.593.91
Martin Ratio13.5817.13
Ulcer Index2.80%1.96%
Daily Std Dev16.15%12.51%
Max Drawdown-63.55%-55.45%
Current Drawdown-1.05%-0.84%

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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%.


VSEQX
Vanguard Strategic Equity Fund
Expense ratio chart for VSEQX: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.9

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.

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.


Sharpe ratio
The chart of Sharpe ratio for VSEQX, currently valued at 2.36, compared to the broader market-1.000.001.002.003.004.005.002.362.68
The chart of Sortino ratio for VSEQX, currently valued at 3.25, compared to the broader market0.005.0010.003.253.57
The chart of Omega ratio for VSEQX, currently valued at 1.41, compared to the broader market1.002.003.004.001.411.49
The chart of Calmar ratio for VSEQX, currently valued at 4.59, compared to the broader market0.005.0010.0015.0020.004.593.91
The chart of Martin ratio for VSEQX, currently valued at 13.58, compared to the broader market0.0020.0040.0060.0080.00100.0013.5817.13
VSEQX
VTI

The current VSEQX Sharpe Ratio is 2.36, which is comparable to the VTI Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of VSEQX and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.36
2.68
VSEQX
VTI

Dividends

VSEQX vs. VTI - Dividend Comparison

VSEQX's dividend yield for the trailing twelve months is around 1.22%, less than VTI's 1.27% yield.


TTM20232022202120202019201820172016201520142013
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
1.27%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.05%
-0.84%
VSEQX
VTI

Volatility

VSEQX vs. VTI - Volatility Comparison

Vanguard Strategic Equity Fund (VSEQX) has a higher volatility of 5.46% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.46%
4.19%
VSEQX
VTI