VSPVX vs. VTSAX
Compare and contrast key facts about Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VSPVX is managed by Vanguard. It was launched on Mar 3, 2015. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSPVX or VTSAX.
Performance
VSPVX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VSPVX achieves a 20.04% return, which is significantly lower than VTSAX's 27.37% return. Over the past 10 years, VSPVX has underperformed VTSAX with an annualized return of 10.74%, while VTSAX has yielded a comparatively higher 12.84% annualized return.
VSPVX
20.04%
4.58%
14.01%
27.79%
12.52%
10.74%
VTSAX
27.37%
4.78%
15.08%
34.84%
15.05%
12.84%
Key characteristics
| VSPVX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 2.77 | 2.77 |
| Sortino Ratio | 3.87 | 3.68 |
| Omega Ratio | 1.50 | 1.51 |
| Calmar Ratio | 5.10 | 4.07 |
| Martin Ratio | 16.29 | 17.71 |
| Ulcer Index | 1.71% | 1.97% |
| Daily Std Dev | 10.00% | 12.54% |
| Max Drawdown | -37.05% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
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VSPVX vs. VTSAX - Expense Ratio Comparison
VSPVX 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%.
Correlation
The correlation between VSPVX 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.
Risk-Adjusted Performance
VSPVX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) 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.
Dividends
VSPVX vs. VTSAX - Dividend Comparison
VSPVX's dividend yield for the trailing twelve months is around 1.90%, more than VTSAX's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSPVX Vanguard S&P 500 Value Index Fund Institutional Shares | 1.90% | 1.71% | 2.21% | 1.88% | 2.46% | 2.11% | 2.73% | 2.18% | 2.30% | 2.47% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.24% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VSPVX vs. VTSAX - Drawdown Comparison
The maximum VSPVX drawdown since its inception was -37.05%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VSPVX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VSPVX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard S&P 500 Value Index Fund Institutional Shares (VSPVX) is 3.45%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.18%. This indicates that VSPVX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.