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VTMNX vs. VITSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

VTMNX vs. VITSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) and Vanguard Total Stock Market Index Fund Institutional Shares (VITSX). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%700.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
237.16%
747.68%
VTMNX
VITSX

Key characteristics

Sharpe Ratio

VTMNX:

0.30

VITSX:

2.09

Sortino Ratio

VTMNX:

0.49

VITSX:

2.78

Omega Ratio

VTMNX:

1.06

VITSX:

1.39

Calmar Ratio

VTMNX:

0.35

VITSX:

3.14

Martin Ratio

VTMNX:

1.14

VITSX:

13.35

Ulcer Index

VTMNX:

3.35%

VITSX:

2.01%

Daily Std Dev

VTMNX:

12.80%

VITSX:

12.86%

Max Drawdown

VTMNX:

-60.58%

VITSX:

-55.31%

Current Drawdown

VTMNX:

-10.83%

VITSX:

-3.11%

Returns By Period

In the year-to-date period, VTMNX achieves a 1.01% return, which is significantly lower than VITSX's 24.81% return. Over the past 10 years, VTMNX has underperformed VITSX with an annualized return of 5.12%, while VITSX has yielded a comparatively higher 12.52% annualized return.


VTMNX

YTD

1.01%

1M

-3.47%

6M

-2.77%

1Y

2.20%

5Y*

4.46%

10Y*

5.12%

VITSX

YTD

24.81%

1M

-0.64%

6M

9.96%

1Y

25.16%

5Y*

14.08%

10Y*

12.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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%.


VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
Expense ratio chart for VTMNX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VITSX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


Sharpe ratio
The chart of Sharpe ratio for VTMNX, currently valued at 0.30, compared to the broader market-1.000.001.002.003.004.000.302.09
The chart of Sortino ratio for VTMNX, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.0010.000.492.78
The chart of Omega ratio for VTMNX, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.003.501.061.39
The chart of Calmar ratio for VTMNX, currently valued at 0.35, compared to the broader market0.002.004.006.008.0010.0012.0014.000.353.14
The chart of Martin ratio for VTMNX, currently valued at 1.14, compared to the broader market0.0020.0040.0060.001.1413.35
VTMNX
VITSX

The current VTMNX Sharpe Ratio is 0.30, which is lower than the VITSX Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of VTMNX and VITSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.30
2.09
VTMNX
VITSX

Dividends

VTMNX vs. VITSX - Dividend Comparison

VTMNX's dividend yield for the trailing twelve months is around 1.87%, more than VITSX's 0.93% yield.


TTM20232022202120202019201820172016201520142013
VTMNX
Vanguard Developed Markets Index Fund Institutional Shares
1.87%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
0.93%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.83%
-3.11%
VTMNX
VITSX

Volatility

VTMNX vs. VITSX - Volatility Comparison

The current volatility for Vanguard Developed Markets Index Fund Institutional Shares (VTMNX) is 3.58%, while Vanguard Total Stock Market Index Fund Institutional Shares (VITSX) has a volatility of 4.06%. 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.58%
4.06%
VTMNX
VITSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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