VTABX vs. VSMAX
Compare and contrast key facts about Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
VTABX is managed by Vanguard. It was launched on May 31, 2013. VSMAX 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: VTABX or VSMAX.
Performance
VTABX vs. VSMAX - Performance Comparison
Returns By Period
In the year-to-date period, VTABX achieves a 3.19% return, which is significantly lower than VSMAX's 17.67% return. Over the past 10 years, VTABX has underperformed VSMAX with an annualized return of 1.91%, while VSMAX has yielded a comparatively higher 9.57% annualized return.
VTABX
3.19%
-0.41%
3.62%
7.19%
-0.22%
1.91%
VSMAX
17.67%
2.50%
11.11%
30.88%
10.92%
9.57%
Key characteristics
| VTABX | VSMAX | |
|---|---|---|
| Sharpe Ratio | 1.90 | 1.85 |
| Sortino Ratio | 2.91 | 2.59 |
| Omega Ratio | 1.33 | 1.32 |
| Calmar Ratio | 0.61 | 1.79 |
| Martin Ratio | 7.10 | 10.14 |
| Ulcer Index | 1.03% | 3.11% |
| Daily Std Dev | 3.85% | 17.09% |
| Max Drawdown | -16.82% | -59.68% |
| Current Drawdown | -5.30% | -3.00% |
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VTABX vs. VSMAX - Expense Ratio Comparison
VTABX has a 0.11% expense ratio, which is higher than VSMAX's 0.05% 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 VTABX and VSMAX is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
VTABX vs. VSMAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX). 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
VTABX vs. VSMAX - Dividend Comparison
VTABX's dividend yield for the trailing twelve months is around 4.74%, more than VSMAX's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.74% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% | 0.87% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
Drawdowns
VTABX vs. VSMAX - Drawdown Comparison
The maximum VTABX drawdown since its inception was -16.82%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for VTABX and VSMAX. For additional features, visit the drawdowns tool.
Volatility
VTABX vs. VSMAX - Volatility Comparison
The current volatility for Vanguard Total International Bond Index Fund Admiral Shares (VTABX) is 0.88%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 5.58%. This indicates that VTABX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.