VSGAX vs. VTSAX
Compare and contrast key facts about Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VSGAX is managed by Vanguard. It was launched on Sep 27, 2011. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSGAX or VTSAX.
Key characteristics
| VSGAX | VTSAX | |
|---|---|---|
| YTD Return | 20.82% | 26.15% |
| 1Y Return | 42.83% | 38.29% |
| 3Y Return (Ann) | -0.65% | 8.68% |
| 5Y Return (Ann) | 9.57% | 15.32% |
| 10Y Return (Ann) | 9.66% | 12.88% |
| Sharpe Ratio | 2.25 | 3.03 |
| Sortino Ratio | 3.08 | 4.03 |
| Omega Ratio | 1.38 | 1.56 |
| Calmar Ratio | 1.33 | 4.46 |
| Martin Ratio | 11.84 | 19.58 |
| Ulcer Index | 3.62% | 1.95% |
| Daily Std Dev | 19.03% | 12.63% |
| Max Drawdown | -38.70% | -55.34% |
| Current Drawdown | -3.09% | -0.39% |
Correlation
The correlation between VSGAX and VTSAX is 0.91, 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
VSGAX vs. VTSAX - Performance Comparison
In the year-to-date period, VSGAX achieves a 20.82% return, which is significantly lower than VTSAX's 26.15% return. Over the past 10 years, VSGAX has underperformed VTSAX with an annualized return of 9.66%, while VTSAX has yielded a comparatively higher 12.88% 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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VSGAX vs. VTSAX - Expense Ratio Comparison
VSGAX 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%.
Risk-Adjusted Performance
VSGAX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) 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.
Dividends
VSGAX vs. VTSAX - Dividend Comparison
VSGAX's dividend yield for the trailing twelve months is around 0.59%, less than VTSAX's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSGAX Vanguard Small-Cap Growth Index Fund Admiral Shares | 0.59% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.81% | 1.08% | 0.98% | 1.01% | 0.65% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSGAX vs. VTSAX - Drawdown Comparison
The maximum VSGAX drawdown since its inception was -38.70%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VSGAX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VSGAX vs. VTSAX - Volatility Comparison
Vanguard Small-Cap Growth Index Fund Admiral Shares (VSGAX) has a higher volatility of 5.36% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.02%. This indicates that VSGAX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.