VTMSX vs. ^SP500TR
Compare and contrast key facts about Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and S&P 500 Total Return (^SP500TR).
VTMSX is managed by Blackrock. It was launched on Mar 25, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTMSX or ^SP500TR.
Correlation
The correlation between VTMSX and ^SP500TR is 0.84, 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
VTMSX vs. ^SP500TR - Performance Comparison
Key characteristics
VTMSX:
-0.29
^SP500TR:
0.34
VTMSX:
-0.28
^SP500TR:
0.54
VTMSX:
0.97
^SP500TR:
1.07
VTMSX:
-0.29
^SP500TR:
0.42
VTMSX:
-0.92
^SP500TR:
1.62
VTMSX:
6.71%
^SP500TR:
3.12%
VTMSX:
20.87%
^SP500TR:
14.79%
VTMSX:
-57.84%
^SP500TR:
-55.25%
VTMSX:
-21.38%
^SP500TR:
-12.01%
Returns By Period
In the year-to-date period, VTMSX achieves a -13.89% return, which is significantly lower than ^SP500TR's -7.94% return. Over the past 10 years, VTMSX has underperformed ^SP500TR with an annualized return of 6.81%, while ^SP500TR has yielded a comparatively higher 12.02% annualized return.
VTMSX
-13.89%
-7.72%
-12.15%
-6.65%
15.86%
6.81%
^SP500TR
-7.94%
-6.49%
-4.69%
4.96%
18.62%
12.02%
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Risk-Adjusted Performance
VTMSX vs. ^SP500TR — Risk-Adjusted Performance Rank
VTMSX
^SP500TR
VTMSX vs. ^SP500TR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) and S&P 500 Total Return (^SP500TR). 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.
Drawdowns
VTMSX vs. ^SP500TR - Drawdown Comparison
The maximum VTMSX drawdown since its inception was -57.84%, roughly equal to the maximum ^SP500TR drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VTMSX and ^SP500TR. For additional features, visit the drawdowns tool.
Volatility
VTMSX vs. ^SP500TR - Volatility Comparison
Vanguard Tax-Managed Small-Cap Fund Admiral Shares (VTMSX) has a higher volatility of 9.55% compared to S&P 500 Total Return (^SP500TR) at 7.38%. This indicates that VTMSX's price experiences larger fluctuations and is considered to be riskier than ^SP500TR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.