VTMNX vs. VITSX
Compare and contrast key facts about Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX).
VTMNX is managed by Vanguard. It was launched on Jan 4, 2001. VITSX is managed by Vanguard. It was launched on Jul 7, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMNX or VITSX.
Performance
VTMNX vs. VITSX - Performance Comparison
Returns By Period
In the year-to-date period, VTMNX achieves a 4.30% return, which is significantly lower than VITSX's 24.74% return. Over the past 10 years, VTMNX has underperformed VITSX with an annualized return of 5.24%, while VITSX has yielded a comparatively higher 12.64% annualized return.
VTMNX
4.30%
-4.12%
-1.65%
11.36%
5.86%
5.24%
VITSX
24.74%
1.75%
12.49%
32.62%
14.95%
12.64%
Key characteristics
| VTMNX | VITSX | |
|---|---|---|
| Sharpe Ratio | 0.86 | 2.57 |
| Sortino Ratio | 1.25 | 3.44 |
| Omega Ratio | 1.15 | 1.47 |
| Calmar Ratio | 1.23 | 3.77 |
| Martin Ratio | 3.99 | 16.39 |
| Ulcer Index | 2.72% | 1.97% |
| Daily Std Dev | 12.63% | 12.55% |
| Max Drawdown | -60.58% | -55.31% |
| Current Drawdown | -7.92% | -1.51% |
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VTMNX vs. VITSX - Expense Ratio Comparison
VTMNX has a 0.05% expense ratio, which is higher than VITSX'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 VTMNX and VITSX 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
VTMNX vs. VITSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). 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
VTMNX vs. VITSX - Dividend Comparison
VTMNX's dividend yield for the trailing twelve months is around 3.06%, more than VITSX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTMNX Vanguard Developed Markets Index Fund Institutional Shares | 3.06% | 3.15% | 2.91% | 3.15% | 2.04% | 3.05% | 3.34% | 2.77% | 3.06% | 2.92% | 3.71% | 2.62% |
VITSX Vanguard Total Stock Market Index Fund Institutional Shares | 1.28% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.93% | 1.99% | 1.77% | 1.75% |
Drawdowns
VTMNX vs. VITSX - Drawdown Comparison
The maximum VTMNX drawdown since its inception was -60.58%, which is greater than VITSX's maximum drawdown of -55.31%. Use the drawdown chart below to compare losses from any high point for VTMNX and VITSX. For additional features, visit the drawdowns tool.
Volatility
VTMNX vs. VITSX - Volatility Comparison
The current volatility for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) is 3.59%, while Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) has a volatility of 4.26%. This indicates that VTMNX experiences smaller price fluctuations and is considered to be less risky than VITSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.