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VSMPX vs. VTIVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSMPX vs. VTIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Vanguard Target Retirement 2045 Fund (VTIVX). The values are adjusted to include any dividend payments, if applicable.

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VSMPX vs. VTIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSMPX
Vanguard Total Stock Market Index Fund Institutional Plus Shares
-6.74%17.15%23.26%26.53%-19.50%25.74%21.01%30.79%-5.16%21.19%
VTIVX
Vanguard Target Retirement 2045 Fund
-3.63%20.01%13.68%19.72%-17.38%16.16%16.31%24.94%-7.89%19.16%

Returns By Period

In the year-to-date period, VSMPX achieves a -6.74% return, which is significantly lower than VTIVX's -3.63% return. Over the past 10 years, VSMPX has outperformed VTIVX with an annualized return of 13.29%, while VTIVX has yielded a comparatively lower 10.04% annualized return.


VSMPX

1D
-0.46%
1M
-7.71%
YTD
-6.74%
6M
-4.46%
1Y
14.79%
3Y*
16.72%
5Y*
10.14%
10Y*
13.29%

VTIVX

1D
-0.24%
1M
-7.90%
YTD
-3.63%
6M
-0.85%
1Y
16.12%
3Y*
13.91%
5Y*
7.66%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSMPX vs. VTIVX - Expense Ratio Comparison

VSMPX has a 0.02% expense ratio, which is lower than VTIVX'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%.


Return for Risk

VSMPX vs. VTIVX — Risk / Return Rank

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

VSMPX
VSMPX Risk / Return Rank: 4646
Overall Rank
VSMPX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VSMPX Sortino Ratio Rank: 4545
Sortino Ratio Rank
VSMPX Omega Ratio Rank: 4949
Omega Ratio Rank
VSMPX Calmar Ratio Rank: 4141
Calmar Ratio Rank
VSMPX Martin Ratio Rank: 5353
Martin Ratio Rank

VTIVX
VTIVX Risk / Return Rank: 7070
Overall Rank
VTIVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTIVX Sortino Ratio Rank: 7171
Sortino Ratio Rank
VTIVX Omega Ratio Rank: 6969
Omega Ratio Rank
VTIVX Calmar Ratio Rank: 6767
Calmar Ratio Rank
VTIVX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VSMPX vs. VTIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Vanguard Target Retirement 2045 Fund (VTIVX). 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.


VSMPXVTIVXDifference

Sharpe ratio

Return per unit of total volatility

0.84

1.20

-0.36

Sortino ratio

Return per unit of downside risk

1.30

1.72

-0.43

Omega ratio

Gain probability vs. loss probability

1.20

1.25

-0.06

Calmar ratio

Return relative to maximum drawdown

1.05

1.50

-0.46

Martin ratio

Return relative to average drawdown

5.10

6.90

-1.80

VSMPX vs. VTIVX - Sharpe Ratio Comparison

The current VSMPX Sharpe Ratio is 0.84, which is lower than the VTIVX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of VSMPX and VTIVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VSMPXVTIVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

1.20

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.57

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.68

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.51

+0.21

Correlation

The correlation between VSMPX and VTIVX is 0.96, 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.


Dividends

VSMPX vs. VTIVX - Dividend Comparison

VSMPX's dividend yield for the trailing twelve months is around 1.22%, less than VTIVX's 2.59% yield.


TTM20252024202320222021202020192018201720162015
VSMPX
Vanguard Total Stock Market Index Fund Institutional Plus Shares
1.22%1.13%1.27%1.43%1.67%1.22%1.43%1.78%2.05%1.73%1.95%0.00%
VTIVX
Vanguard Target Retirement 2045 Fund
2.59%2.50%2.36%2.27%2.75%15.40%1.90%2.23%2.52%0.04%2.47%3.29%

Drawdowns

VSMPX vs. VTIVX - Drawdown Comparison

The maximum VSMPX drawdown since its inception was -34.97%, smaller than the maximum VTIVX drawdown of -51.69%. Use the drawdown chart below to compare losses from any high point for VSMPX and VTIVX.


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Drawdown Indicators


VSMPXVTIVXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

-51.69%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.41%

-9.73%

-2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

-25.10%

-0.25%

Max Drawdown (10Y)

Largest decline over 10 years

-34.97%

-31.42%

-3.55%

Current Drawdown

Current decline from peak

-8.92%

-8.30%

-0.62%

Average Drawdown

Average peak-to-trough decline

-4.65%

-6.37%

+1.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.12%

+0.44%

Volatility

VSMPX vs. VTIVX - Volatility Comparison

Vanguard Total Stock Market Index Fund Institutional Plus Shares (VSMPX) and Vanguard Target Retirement 2045 Fund (VTIVX) have volatilities of 4.39% and 4.36%, 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.


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Volatility by Period


VSMPXVTIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.36%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.33%

7.85%

+1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

13.55%

+4.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.32%

13.41%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

14.75%

+3.62%