VTIAX vs. SPY
Compare and contrast key facts about Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and SPDR S&P 500 ETF (SPY).
VTIAX is managed by Vanguard. It was launched on Nov 29, 2010. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTIAX or SPY.
Key characteristics
| VTIAX | SPY | |
|---|---|---|
| YTD Return | 5.76% | 24.40% |
| 1Y Return | 13.33% | 31.86% |
| 3Y Return (Ann) | 0.24% | 9.29% |
| 5Y Return (Ann) | 5.19% | 15.23% |
| 10Y Return (Ann) | 4.76% | 13.04% |
| Sharpe Ratio | 1.07 | 2.64 |
| Sortino Ratio | 1.53 | 3.53 |
| Omega Ratio | 1.19 | 1.49 |
| Calmar Ratio | 1.05 | 3.81 |
| Martin Ratio | 5.53 | 17.21 |
| Ulcer Index | 2.33% | 1.86% |
| Daily Std Dev | 12.08% | 12.15% |
| Max Drawdown | -35.83% | -55.19% |
| Current Drawdown | -7.61% | -2.17% |
Correlation
The correlation between VTIAX and SPY is 0.82, 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
VTIAX vs. SPY - Performance Comparison
In the year-to-date period, VTIAX achieves a 5.76% return, which is significantly lower than SPY's 24.40% return. Over the past 10 years, VTIAX has underperformed SPY with an annualized return of 4.76%, while SPY has yielded a comparatively higher 13.04% 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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VTIAX vs. SPY - Expense Ratio Comparison
VTIAX has a 0.11% expense ratio, which is higher than SPY's 0.09% 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
VTIAX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) and SPDR S&P 500 ETF (SPY). 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
VTIAX vs. SPY - Dividend Comparison
VTIAX's dividend yield for the trailing twelve months is around 2.99%, more than SPY's 1.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.99% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% | 2.71% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VTIAX vs. SPY - Drawdown Comparison
The maximum VTIAX drawdown since its inception was -35.83%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VTIAX and SPY. For additional features, visit the drawdowns tool.
Volatility
VTIAX vs. SPY - Volatility Comparison
The current volatility for Vanguard Total International Stock Index Fund Admiral Shares (VTIAX) is 3.59%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.08%. This indicates that VTIAX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.