VSTCX vs. VOO
Compare and contrast key facts about Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Vanguard S&P 500 ETF (VOO).
VSTCX is managed by Vanguard. It was launched on Apr 24, 2006. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSTCX or VOO.
Key characteristics
| VSTCX | VOO | |
|---|---|---|
| YTD Return | 20.76% | 26.13% |
| 1Y Return | 37.38% | 33.91% |
| 3Y Return (Ann) | 7.69% | 9.98% |
| 5Y Return (Ann) | 13.95% | 15.61% |
| 10Y Return (Ann) | 10.23% | 13.33% |
| Sharpe Ratio | 1.87 | 2.82 |
| Sortino Ratio | 2.72 | 3.76 |
| Omega Ratio | 1.33 | 1.53 |
| Calmar Ratio | 3.47 | 4.05 |
| Martin Ratio | 11.18 | 18.48 |
| Ulcer Index | 3.36% | 1.85% |
| Daily Std Dev | 20.06% | 12.12% |
| Max Drawdown | -62.50% | -33.99% |
| Current Drawdown | -2.94% | -0.88% |
Correlation
The correlation between VSTCX and VOO is 0.85, 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.
Performance
VSTCX vs. VOO - Performance Comparison
In the year-to-date period, VSTCX achieves a 20.76% return, which is significantly lower than VOO's 26.13% return. Over the past 10 years, VSTCX has underperformed VOO with an annualized return of 10.23%, while VOO has yielded a comparatively higher 13.33% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VSTCX vs. VOO - Expense Ratio Comparison
VSTCX has a 0.26% expense ratio, which is higher than VOO's 0.03% 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%.
Risk-Adjusted Performance
VSTCX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Strategic Small-Cap Equity Fund (VSTCX) and Vanguard S&P 500 ETF (VOO). 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
VSTCX vs. VOO - Dividend Comparison
VSTCX's dividend yield for the trailing twelve months is around 0.96%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTCX Vanguard Strategic Small-Cap Equity Fund | 0.96% | 1.16% | 1.16% | 1.30% | 1.24% | 1.19% | 1.34% | 1.11% | 1.35% | 1.17% | 0.80% | 0.77% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
VSTCX vs. VOO - Drawdown Comparison
The maximum VSTCX drawdown since its inception was -62.50%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VSTCX and VOO. For additional features, visit the drawdowns tool.
Volatility
VSTCX vs. VOO - Volatility Comparison
Vanguard Strategic Small-Cap Equity Fund (VSTCX) has a higher volatility of 6.97% compared to Vanguard S&P 500 ETF (VOO) at 3.84%. This indicates that VSTCX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.