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VSMAX vs. VTTVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSMAX and VTTVX 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.


-0.50.00.51.00.9

Performance

VSMAX vs. VTTVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Vanguard Target Retirement 2025 Fund (VTTVX). The values are adjusted to include any dividend payments, if applicable.

300.00%400.00%500.00%600.00%700.00%JulyAugustSeptemberOctoberNovemberDecember
651.96%
293.37%
VSMAX
VTTVX

Key characteristics

Sharpe Ratio

VSMAX:

1.01

VTTVX:

1.26

Sortino Ratio

VSMAX:

1.47

VTTVX:

1.83

Omega Ratio

VSMAX:

1.18

VTTVX:

1.27

Calmar Ratio

VSMAX:

1.50

VTTVX:

1.97

Martin Ratio

VSMAX:

5.30

VTTVX:

6.20

Ulcer Index

VSMAX:

3.25%

VTTVX:

1.78%

Daily Std Dev

VSMAX:

17.02%

VTTVX:

8.75%

Max Drawdown

VSMAX:

-59.68%

VTTVX:

-46.03%

Current Drawdown

VSMAX:

-7.11%

VTTVX:

-2.51%

Returns By Period

In the year-to-date period, VSMAX achieves a 14.92% return, which is significantly higher than VTTVX's 9.51% return. Over the past 10 years, VSMAX has outperformed VTTVX with an annualized return of 9.14%, while VTTVX has yielded a comparatively lower 6.32% annualized return.


VSMAX

YTD

14.92%

1M

-4.35%

6M

12.01%

1Y

14.77%

5Y*

9.44%

10Y*

9.14%

VTTVX

YTD

9.51%

1M

-0.49%

6M

4.19%

1Y

6.05%

5Y*

5.76%

10Y*

6.32%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


VSMAX vs. VTTVX - Expense Ratio Comparison

VSMAX has a 0.05% expense ratio, which is lower than VTTVX'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%.


VTTVX
Vanguard Target Retirement 2025 Fund
Expense ratio chart for VTTVX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VSMAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

VSMAX vs. VTTVX - 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 2025 Fund (VTTVX). 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 VSMAX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.011.26
The chart of Sortino ratio for VSMAX, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.001.471.83
The chart of Omega ratio for VSMAX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.27
The chart of Calmar ratio for VSMAX, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.0012.0014.001.501.97
The chart of Martin ratio for VSMAX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.005.306.20
VSMAX
VTTVX

The current VSMAX Sharpe Ratio is 1.01, which is comparable to the VTTVX Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of VSMAX and VTTVX, 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 Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.01
1.26
VSMAX
VTTVX

Dividends

VSMAX vs. VTTVX - Dividend Comparison

VSMAX's dividend yield for the trailing twelve months is around 0.92%, less than VTTVX's 2.50% yield.


TTM20232022202120202019201820172016201520142013
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
0.92%1.55%1.54%1.24%1.14%1.39%1.67%1.35%1.49%1.48%1.43%1.31%
VTTVX
Vanguard Target Retirement 2025 Fund
2.50%2.74%2.21%2.16%1.65%2.37%2.55%1.99%2.00%2.19%1.95%1.82%

Drawdowns

VSMAX vs. VTTVX - Drawdown Comparison

The maximum VSMAX drawdown since its inception was -59.68%, which is greater than VTTVX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for VSMAX and VTTVX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.11%
-2.51%
VSMAX
VTTVX

Volatility

VSMAX vs. VTTVX - Volatility Comparison

Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a higher volatility of 5.64% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 2.11%. This indicates that VSMAX's price experiences larger fluctuations and is considered to be riskier than VTTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.64%
2.11%
VSMAX
VTTVX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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