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VSPMX vs. VTSAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VSPMX and VTSAX is 0.92, 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

VSPMX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

400.00%450.00%500.00%550.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
406.83%
571.54%
VSPMX
VTSAX

Key characteristics

Sharpe Ratio

VSPMX:

0.98

VTSAX:

2.09

Sortino Ratio

VSPMX:

1.45

VTSAX:

2.78

Omega Ratio

VSPMX:

1.18

VTSAX:

1.39

Calmar Ratio

VSPMX:

1.89

VTSAX:

3.13

Martin Ratio

VSPMX:

5.29

VTSAX:

13.34

Ulcer Index

VSPMX:

2.96%

VTSAX:

2.01%

Daily Std Dev

VSPMX:

15.91%

VTSAX:

12.85%

Max Drawdown

VSPMX:

-42.04%

VTSAX:

-55.34%

Current Drawdown

VSPMX:

-7.72%

VTSAX:

-3.10%

Returns By Period

In the year-to-date period, VSPMX achieves a 13.91% return, which is significantly lower than VTSAX's 24.80% return. Over the past 10 years, VSPMX has underperformed VTSAX with an annualized return of 9.56%, while VTSAX has yielded a comparatively higher 12.51% annualized return.


VSPMX

YTD

13.91%

1M

-4.81%

6M

7.32%

1Y

13.74%

5Y*

10.30%

10Y*

9.56%

VTSAX

YTD

24.80%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.07%

10Y*

12.51%

Compare stocks, funds, or ETFs

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


VSPMX vs. VTSAX - Expense Ratio Comparison

VSPMX has a 0.08% expense ratio, which is higher than VTSAX's 0.04% 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%.


VSPMX
Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares
Expense ratio chart for VSPMX: 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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

VSPMX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 VSPMX, currently valued at 0.98, compared to the broader market-1.000.001.002.003.004.000.982.09
The chart of Sortino ratio for VSPMX, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.001.452.78
The chart of Omega ratio for VSPMX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.39
The chart of Calmar ratio for VSPMX, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.0012.0014.001.893.13
The chart of Martin ratio for VSPMX, currently valued at 5.29, compared to the broader market0.0020.0040.0060.005.2913.34
VSPMX
VTSAX

The current VSPMX Sharpe Ratio is 0.98, which is lower than the VTSAX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VSPMX and VTSAX, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.98
2.09
VSPMX
VTSAX

Dividends

VSPMX vs. VTSAX - Dividend Comparison

VSPMX's dividend yield for the trailing twelve months is around 0.92%, less than VTSAX's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VSPMX
Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares
0.92%1.27%1.60%1.15%1.24%1.49%1.64%1.27%1.54%1.52%1.32%0.97%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
0.93%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

VSPMX vs. VTSAX - Drawdown Comparison

The maximum VSPMX drawdown since its inception was -42.04%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VSPMX and VTSAX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.72%
-3.10%
VSPMX
VTSAX

Volatility

VSPMX vs. VTSAX - Volatility Comparison

Vanguard S&P Mid-Cap 400 Index Fund Institutional Shares (VSPMX) has a higher volatility of 5.33% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.06%. This indicates that VSPMX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.33%
4.06%
VSPMX
VTSAX
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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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