VSIAX vs. VTI
Compare and contrast key facts about Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Total Stock Market ETF (VTI).
VSIAX is managed by Vanguard. It was launched on Sep 27, 2011. 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: VSIAX or VTI.
Performance
VSIAX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VSIAX achieves a 16.74% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, VSIAX has underperformed VTI with an annualized return of 9.32%, while VTI has yielded a comparatively higher 12.59% annualized return.
VSIAX
16.74%
1.09%
10.02%
30.76%
11.39%
9.32%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| VSIAX | VTI | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.58 |
| Sortino Ratio | 2.52 | 3.45 |
| Omega Ratio | 1.31 | 1.48 |
| Calmar Ratio | 3.28 | 3.76 |
| Martin Ratio | 9.97 | 16.56 |
| Ulcer Index | 2.94% | 1.95% |
| Daily Std Dev | 16.68% | 12.51% |
| Max Drawdown | -45.39% | -55.45% |
| Current Drawdown | -3.19% | -2.43% |
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VSIAX vs. VTI - Expense Ratio Comparison
VSIAX has a 0.07% 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%.
Correlation
The correlation between VSIAX and VTI is 0.87, 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
VSIAX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) 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
VSIAX vs. VTI - Dividend Comparison
VSIAX's dividend yield for the trailing twelve months is around 1.92%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.92% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSIAX vs. VTI - Drawdown Comparison
The maximum VSIAX drawdown since its inception was -45.39%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VSIAX and VTI. For additional features, visit the drawdowns tool.
Volatility
VSIAX vs. VTI - Volatility Comparison
Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) has a higher volatility of 5.89% compared to Vanguard Total Stock Market ETF (VTI) at 4.28%. This indicates that VSIAX'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.