VTMGX vs. VTI
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard Total Stock Market ETF (VTI).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMGX or VTI.
Performance
VTMGX vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, VTMGX achieves a 3.96% return, which is significantly lower than VTI's 23.63% return. Over the past 10 years, VTMGX has underperformed VTI with an annualized return of 5.19%, while VTI has yielded a comparatively higher 12.59% annualized return.
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| VTMGX | VTI | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.58 |
| Sortino Ratio | 1.39 | 3.45 |
| Omega Ratio | 1.17 | 1.48 |
| Calmar Ratio | 1.21 | 3.76 |
| Martin Ratio | 4.69 | 16.56 |
| Ulcer Index | 2.59% | 1.95% |
| Daily Std Dev | 12.71% | 12.51% |
| Max Drawdown | -60.58% | -55.45% |
| Current Drawdown | -8.28% | -2.43% |
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VTMGX vs. VTI - Expense Ratio Comparison
VTMGX has a 0.07% 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%.
Correlation
The correlation between VTMGX and VTI is 0.76, 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.
Risk-Adjusted Performance
VTMGX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) 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.
Dividends
VTMGX vs. VTI - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.05%, more than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.05% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTMGX vs. VTI - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for VTMGX and VTI. For additional features, visit the drawdowns tool.
Volatility
VTMGX vs. VTI - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is 3.56%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.28%. This indicates that VTMGX 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.