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VTCIX vs. VONE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTCIX vs. VONE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) and Vanguard Russell 1000 ETF (VONE). The values are adjusted to include any dividend payments, if applicable.

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VTCIX vs. VONE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
-6.78%17.48%23.81%26.65%-19.05%26.92%21.09%31.51%-4.95%22.44%
VONE
Vanguard Russell 1000 ETF
-4.22%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%

Returns By Period

In the year-to-date period, VTCIX achieves a -6.78% return, which is significantly lower than VONE's -4.22% return. Both investments have delivered pretty close results over the past 10 years, with VTCIX having a 13.69% annualized return and VONE not far ahead at 13.81%.


VTCIX

1D
-0.40%
1M
-7.66%
YTD
-6.78%
6M
-4.37%
1Y
14.68%
3Y*
16.87%
5Y*
10.72%
10Y*
13.69%

VONE

1D
2.94%
1M
-4.97%
YTD
-4.22%
6M
-1.83%
1Y
17.59%
3Y*
18.08%
5Y*
10.99%
10Y*
13.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTCIX vs. VONE - Expense Ratio Comparison

VTCIX has a 0.06% expense ratio, which is lower than VONE's 0.08% 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%.


Return for Risk

VTCIX vs. VONE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTCIX
VTCIX Risk / Return Rank: 4646
Overall Rank
VTCIX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VTCIX Sortino Ratio Rank: 4444
Sortino Ratio Rank
VTCIX Omega Ratio Rank: 4848
Omega Ratio Rank
VTCIX Calmar Ratio Rank: 4242
Calmar Ratio Rank
VTCIX Martin Ratio Rank: 5353
Martin Ratio Rank

VONE
VONE Risk / Return Rank: 6464
Overall Rank
VONE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 6161
Sortino Ratio Rank
VONE Omega Ratio Rank: 6464
Omega Ratio Rank
VONE Calmar Ratio Rank: 6464
Calmar Ratio Rank
VONE Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTCIX vs. VONE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) and Vanguard Russell 1000 ETF (VONE). 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.


VTCIXVONEDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.97

-0.13

Sortino ratio

Return per unit of downside risk

1.30

1.48

-0.17

Omega ratio

Gain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratio

Return relative to maximum drawdown

1.06

1.50

-0.44

Martin ratio

Return relative to average drawdown

5.19

7.13

-1.94

VTCIX vs. VONE - Sharpe Ratio Comparison

The current VTCIX Sharpe Ratio is 0.84, which is comparable to the VONE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of VTCIX and VONE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VTCIXVONEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.97

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.65

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.76

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.80

-0.37

Correlation

The correlation between VTCIX and VONE is 0.98, 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.


Dividends

VTCIX vs. VONE - Dividend Comparison

VTCIX's dividend yield for the trailing twelve months is around 1.04%, less than VONE's 1.14% yield.


TTM20252024202320222021202020192018201720162015
VTCIX
Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares
1.04%0.96%1.07%1.27%1.50%1.07%1.34%1.55%1.86%1.60%1.79%1.73%
VONE
Vanguard Russell 1000 ETF
1.14%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%

Drawdowns

VTCIX vs. VONE - Drawdown Comparison

The maximum VTCIX drawdown since its inception was -55.17%, which is greater than VONE's maximum drawdown of -34.66%. Use the drawdown chart below to compare losses from any high point for VTCIX and VONE.


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Drawdown Indicators


VTCIXVONEDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-34.66%

-20.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-12.11%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-25.12%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-34.66%

+0.10%

Current Drawdown

Current decline from peak

-8.79%

-6.17%

-2.62%

Average Drawdown

Average peak-to-trough decline

-12.04%

-3.94%

-8.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.55%

-0.05%

Volatility

VTCIX vs. VONE - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) is 4.33%, while Vanguard Russell 1000 ETF (VONE) has a volatility of 5.36%. This indicates that VTCIX experiences smaller price fluctuations and is considered to be less risky than VONE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCIXVONEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.36%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.59%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

18.20%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

17.09%

+0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

18.23%

0.00%