VTMGX vs. VTSAX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTMGX is managed by Vanguard. It was launched on Aug 17, 1999. VTSAX 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: VTMGX or VTSAX.
Performance
VTMGX vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, VTMGX achieves a 3.96% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, VTMGX has underperformed VTSAX with an annualized return of 5.19%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
VTMGX
3.96%
-4.95%
-3.05%
12.39%
5.58%
5.19%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| VTMGX | VTSAX | |
|---|---|---|
| Sharpe Ratio | 0.96 | 2.57 |
| Sortino Ratio | 1.39 | 3.44 |
| Omega Ratio | 1.17 | 1.47 |
| Calmar Ratio | 1.21 | 3.77 |
| Martin Ratio | 4.69 | 16.47 |
| Ulcer Index | 2.59% | 1.96% |
| Daily Std Dev | 12.71% | 12.55% |
| Max Drawdown | -60.58% | -55.34% |
| Current Drawdown | -8.28% | -2.42% |
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VTMGX vs. VTSAX - Expense Ratio Comparison
VTMGX has a 0.07% expense ratio, which is higher than VTSAX's 0.04% 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 VTSAX 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. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
VTMGX's dividend yield for the trailing twelve months is around 3.05%, more than VTSAX's 1.28% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
VTMGX vs. VTSAX - Drawdown Comparison
The maximum VTMGX drawdown since its inception was -60.58%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for VTMGX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
VTMGX vs. VTSAX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) is 3.56%, while Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) has a volatility of 4.25%. This indicates that VTMGX experiences smaller price fluctuations and is considered to be less risky than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.