VSMAX vs. VTTSX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Vanguard Target Retirement 2060 Fund (VTTSX).
VSMAX is managed by Vanguard. It was launched on Nov 13, 2000. VTTSX is managed by Vanguard. It was launched on Jan 19, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSMAX or VTTSX.
Performance
VSMAX vs. VTTSX - Performance Comparison
Returns By Period
In the year-to-date period, VSMAX achieves a 18.25% return, which is significantly higher than VTTSX's 15.40% return. Over the past 10 years, VSMAX has outperformed VTTSX with an annualized return of 9.62%, while VTTSX has yielded a comparatively lower 8.72% annualized return.
VSMAX
18.25%
4.31%
12.44%
32.67%
10.96%
9.62%
VTTSX
15.40%
-0.56%
6.92%
22.51%
10.06%
8.72%
Key characteristics
| VSMAX | VTTSX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 2.03 |
| Sortino Ratio | 2.59 | 2.84 |
| Omega Ratio | 1.32 | 1.37 |
| Calmar Ratio | 1.79 | 3.08 |
| Martin Ratio | 10.13 | 12.84 |
| Ulcer Index | 3.11% | 1.72% |
| Daily Std Dev | 17.09% | 10.88% |
| Max Drawdown | -59.68% | -31.38% |
| Current Drawdown | -2.52% | -1.73% |
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VSMAX vs. VTTSX - Expense Ratio Comparison
VSMAX has a 0.05% expense ratio, which is lower than VTTSX's 0.08% expense ratio. Despite the difference, 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 VSMAX and VTTSX is 0.89, 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
VSMAX vs. VTTSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Vanguard Target Retirement 2060 Fund (VTTSX). 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
VSMAX vs. VTTSX - Dividend Comparison
VSMAX's dividend yield for the trailing twelve months is around 1.32%, less than VTTSX's 1.85% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.32% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
VTTSX Vanguard Target Retirement 2060 Fund | 1.85% | 2.14% | 2.09% | 1.95% | 1.57% | 2.11% | 2.30% | 1.77% | 1.98% | 1.85% | 1.65% | 1.37% |
Drawdowns
VSMAX vs. VTTSX - Drawdown Comparison
The maximum VSMAX drawdown since its inception was -59.68%, which is greater than VTTSX's maximum drawdown of -31.38%. Use the drawdown chart below to compare losses from any high point for VSMAX and VTTSX. For additional features, visit the drawdowns tool.
Volatility
VSMAX vs. VTTSX - Volatility Comparison
Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a higher volatility of 5.53% compared to Vanguard Target Retirement 2060 Fund (VTTSX) at 2.91%. This indicates that VSMAX's price experiences larger fluctuations and is considered to be riskier than VTTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.