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:
0.91
^SP500TR:
2.20
VTMSX:
1.40
^SP500TR:
2.91
VTMSX:
1.17
^SP500TR:
1.40
VTMSX:
1.52
^SP500TR:
3.35
VTMSX:
4.52
^SP500TR:
13.96
VTMSX:
3.93%
^SP500TR:
2.03%
VTMSX:
19.59%
^SP500TR:
12.88%
VTMSX:
-57.84%
^SP500TR:
-55.25%
VTMSX:
-6.46%
^SP500TR:
-1.40%
Returns By Period
In the year-to-date period, VTMSX achieves a 2.46% return, which is significantly higher than ^SP500TR's 2.01% return. Over the past 10 years, VTMSX has underperformed ^SP500TR with an annualized return of 9.48%, while ^SP500TR has yielded a comparatively higher 13.40% annualized return.
VTMSX
2.46%
2.11%
5.32%
16.68%
8.47%
9.48%
^SP500TR
2.01%
1.20%
8.48%
25.61%
14.39%
13.40%
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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 5.95% compared to S&P 500 Total Return (^SP500TR) at 5.07%. 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.