VSMAX vs. VTTVX
Compare and contrast key facts about Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) and Vanguard Target Retirement 2025 Fund (VTTVX).
VSMAX is managed by Vanguard. It was launched on Nov 13, 2000. VTTVX is managed by Vanguard. It was launched on Oct 27, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSMAX or VTTVX.
Performance
VSMAX vs. VTTVX - Performance Comparison
Returns By Period
In the year-to-date period, VSMAX achieves a 18.25% return, which is significantly higher than VTTVX's 9.78% return. Over the past 10 years, VSMAX has outperformed VTTVX with an annualized return of 9.62%, while VTTVX has yielded a comparatively lower 6.35% annualized return.
VSMAX
18.25%
4.31%
12.44%
32.67%
10.96%
9.62%
VTTVX
9.78%
-0.54%
5.37%
15.65%
6.31%
6.35%
Key characteristics
| VSMAX | VTTVX | |
|---|---|---|
| Sharpe Ratio | 1.85 | 1.78 |
| Sortino Ratio | 2.59 | 2.59 |
| Omega Ratio | 1.32 | 1.39 |
| Calmar Ratio | 1.79 | 1.78 |
| Martin Ratio | 10.13 | 8.85 |
| Ulcer Index | 3.11% | 1.75% |
| Daily Std Dev | 17.09% | 8.70% |
| Max Drawdown | -59.68% | -46.03% |
| Current Drawdown | -2.52% | -1.17% |
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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%.
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.
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.
Dividends
VSMAX vs. VTTVX - Dividend Comparison
VSMAX's dividend yield for the trailing twelve months is around 1.32%, less than VTTVX's 2.50% 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% |
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.
Volatility
VSMAX vs. VTTVX - Volatility Comparison
Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a higher volatility of 5.53% compared to Vanguard Target Retirement 2025 Fund (VTTVX) at 1.79%. 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.