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

Correlation

The correlation between VSIAX and VTI is 0.83, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

VSIAX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

300.00%350.00%400.00%450.00%500.00%NovemberDecember2025FebruaryMarchApril
312.05%
472.59%
VSIAX
VTI

Key characteristics

Sharpe Ratio

VSIAX:

-0.00

VTI:

0.47

Sortino Ratio

VSIAX:

0.15

VTI:

0.80

Omega Ratio

VSIAX:

1.02

VTI:

1.12

Calmar Ratio

VSIAX:

-0.00

VTI:

0.49

Martin Ratio

VSIAX:

-0.00

VTI:

1.99

Ulcer Index

VSIAX:

7.26%

VTI:

4.76%

Daily Std Dev

VSIAX:

21.32%

VTI:

20.05%

Max Drawdown

VSIAX:

-45.39%

VTI:

-55.45%

Current Drawdown

VSIAX:

-16.54%

VTI:

-10.40%

Returns By Period

In the year-to-date period, VSIAX achieves a -9.07% return, which is significantly lower than VTI's -6.29% return. Over the past 10 years, VSIAX has underperformed VTI with an annualized return of 7.20%, while VTI has yielded a comparatively higher 11.38% annualized return.


VSIAX

YTD

-9.07%

1M

-5.66%

6M

-8.82%

1Y

0.68%

5Y*

16.38%

10Y*

7.20%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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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%.


Expense ratio chart for VSIAX: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VSIAX: 0.07%
Expense ratio chart for VTI: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VTI: 0.03%

Risk-Adjusted Performance

VSIAX vs. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VSIAX
The Risk-Adjusted Performance Rank of VSIAX is 2222
Overall Rank
The Sharpe Ratio Rank of VSIAX is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of VSIAX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VSIAX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VSIAX is 2222
Calmar Ratio Rank
The Martin Ratio Rank of VSIAX is 2121
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for VSIAX, currently valued at -0.00, compared to the broader market-1.000.001.002.003.00
VSIAX: -0.00
VTI: 0.47
The chart of Sortino ratio for VSIAX, currently valued at 0.15, compared to the broader market-2.000.002.004.006.008.00
VSIAX: 0.15
VTI: 0.80
The chart of Omega ratio for VSIAX, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.00
VSIAX: 1.02
VTI: 1.12
The chart of Calmar ratio for VSIAX, currently valued at -0.00, compared to the broader market0.002.004.006.008.0010.00
VSIAX: -0.00
VTI: 0.49
The chart of Martin ratio for VSIAX, currently valued at -0.00, compared to the broader market0.0010.0020.0030.0040.0050.00
VSIAX: -0.00
VTI: 1.99

The current VSIAX Sharpe Ratio is -0.00, which is lower than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of VSIAX 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.00
0.47
VSIAX
VTI

Dividends

VSIAX vs. VTI - Dividend Comparison

VSIAX's dividend yield for the trailing twelve months is around 2.36%, more than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.36%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%1.77%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.54%
-10.40%
VSIAX
VTI

Volatility

VSIAX vs. VTI - Volatility Comparison

Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) and Vanguard Total Stock Market ETF (VTI) have volatilities of 14.09% and 14.83%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.09%
14.83%
VSIAX
VTI