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VTCIX vs. VTI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VTCIX vs. VTI - 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 Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

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VTCIX vs. VTI - 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%
VTI
Vanguard Total Stock Market ETF
-4.01%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%

Returns By Period

In the year-to-date period, VTCIX achieves a -6.78% return, which is significantly lower than VTI's -4.01% return. Both investments have delivered pretty close results over the past 10 years, with VTCIX having a 13.69% annualized return and VTI not far behind at 13.60%.


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%

VTI

1D
2.93%
1M
-5.00%
YTD
-4.01%
6M
-1.66%
1Y
18.11%
3Y*
17.84%
5Y*
10.46%
10Y*
13.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VTCIX vs. VTI - Expense Ratio Comparison

VTCIX has a 0.06% expense ratio, which is higher than VTI'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%.


Return for Risk

VTCIX vs. VTI — 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

VTI
VTI Risk / Return Rank: 6565
Overall Rank
VTI Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6262
Sortino Ratio Rank
VTI Omega Ratio Rank: 6565
Omega Ratio Rank
VTI Calmar Ratio Rank: 6565
Calmar Ratio Rank
VTI Martin Ratio Rank: 7575
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. VTI - 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 Total Stock Market ETF (VTI). 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.


VTCIXVTIDifference

Sharpe ratio

Return per unit of total volatility

0.84

0.96

-0.11

Sortino ratio

Return per unit of downside risk

1.30

1.48

-0.18

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.06

1.52

-0.46

Martin ratio

Return relative to average drawdown

5.19

7.26

-2.07

VTCIX vs. VTI - Sharpe Ratio Comparison

The current VTCIX Sharpe Ratio is 0.84, which is comparable to the VTI Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of VTCIX and VTI, 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


VTCIXVTIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

0.96

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.60

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.75

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.48

-0.05

Correlation

The correlation between VTCIX and VTI is 0.99, 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. VTI - Dividend Comparison

VTCIX's dividend yield for the trailing twelve months is around 1.04%, less than VTI's 1.17% 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%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

Drawdowns

VTCIX vs. VTI - Drawdown Comparison

The maximum VTCIX drawdown since its inception was -55.17%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTCIX and VTI.


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Drawdown Indicators


VTCIXVTIDifference

Max Drawdown

Largest peak-to-trough decline

-55.17%

-55.45%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-12.20%

-12.30%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-24.96%

-25.36%

+0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-34.56%

-35.00%

+0.44%

Current Drawdown

Current decline from peak

-8.79%

-6.25%

-2.54%

Average Drawdown

Average peak-to-trough decline

-12.04%

-8.08%

-3.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.58%

-0.08%

Volatility

VTCIX vs. VTI - Volatility Comparison

The current volatility for Vanguard Tax-Managed Capital Appreciation Fund Institutional Shares (VTCIX) is 4.33%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 5.45%. This indicates that VTCIX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTCIXVTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

5.45%

-1.12%

Volatility (6M)

Calculated over the trailing 6-month period

9.24%

9.73%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

19.01%

-0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.18%

17.42%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.23%

18.29%

-0.06%