VSTSX vs. VBR
Compare and contrast key facts about Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and Vanguard Small-Cap Value ETF (VBR).
VSTSX is managed by Vanguard. It was launched on Jun 27, 2016. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VSTSX or VBR.
Key characteristics
| VSTSX | VBR | |
|---|---|---|
| YTD Return | 17.66% | 9.80% |
| 1Y Return | 25.82% | 20.57% |
| 3Y Return (Ann) | 8.24% | 7.19% |
| 5Y Return (Ann) | 14.40% | 10.53% |
| Sharpe Ratio | 2.05 | 1.28 |
| Daily Std Dev | 13.13% | 17.49% |
| Max Drawdown | -52.42% | -62.01% |
| Current Drawdown | -0.68% | -1.48% |
Correlation
The correlation between VSTSX and VBR is 0.84, 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
VSTSX vs. VBR - Performance Comparison
In the year-to-date period, VSTSX achieves a 17.66% return, which is significantly higher than VBR's 9.80% 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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VSTSX vs. VBR - Expense Ratio Comparison
VSTSX has a 0.01% expense ratio, which is lower than VBR's 0.07% 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%.
Risk-Adjusted Performance
VSTSX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) and Vanguard Small-Cap Value ETF (VBR). 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
VSTSX vs. VBR - Dividend Comparison
VSTSX's dividend yield for the trailing twelve months is around 1.32%, less than VBR's 2.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VSTSX Vanguard Total Stock Market Index Fund Institutional Select Shares | 1.32% | 1.44% | 1.67% | 1.23% | 1.44% | 1.79% | 2.07% | 1.74% | 1.11% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.04% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
VSTSX vs. VBR - Drawdown Comparison
The maximum VSTSX drawdown since its inception was -52.42%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for VSTSX and VBR. For additional features, visit the drawdowns tool.
Volatility
VSTSX vs. VBR - Volatility Comparison
The current volatility for Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX) is 4.47%, while Vanguard Small-Cap Value ETF (VBR) has a volatility of 5.20%. This indicates that VSTSX experiences smaller price fluctuations and is considered to be less risky than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.